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PIGI.L vs. NATO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIGI.L vs. NATO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) and HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PIGI.L is traded in GBp, while NATO.L is traded in USD. To make them comparable, the NATO.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PIGI.L achieves a 6.14% return, which is significantly lower than NATO.L's 13.47% return.


PIGI.L

1D
-0.07%
1M
2.12%
YTD
6.14%
6M
6.47%
1Y
15.64%
3Y*
5Y*
10Y*

NATO.L

1D
0.00%
1M
9.09%
YTD
13.47%
6M
14.52%
1Y
21.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIGI.L vs. NATO.L - Yearly Performance Comparison


Correlation

The correlation between PIGI.L and NATO.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.41

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Return for Risk

PIGI.L vs. NATO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PIGI.L
PIGI.L Risk / Return Rank: 5656
Overall Rank
PIGI.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PIGI.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
PIGI.L Omega Ratio Rank: 6363
Omega Ratio Rank
PIGI.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
PIGI.L Martin Ratio Rank: 5252
Martin Ratio Rank

NATO.L
NATO.L Risk / Return Rank: 2727
Overall Rank
NATO.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
NATO.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
NATO.L Omega Ratio Rank: 2525
Omega Ratio Rank
NATO.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
NATO.L Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PIGI.L vs. NATO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) and HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PIGI.LNATO.LDifference
Sharpe ratioReturn per unit of total volatility

+0.86

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.38

1.19

+0.18

Calmar ratioReturn relative to maximum drawdown

2.59

1.83

+0.75

Martin ratioReturn relative to average drawdown

8.80

3.99

+4.80

PIGI.L vs. NATO.L - Sharpe Ratio Comparison

The current PIGI.L Sharpe Ratio is 1.91, which is higher than the NATO.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PIGI.L and NATO.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PIGI.LNATO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.05

+0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

1.39

+0.70

Drawdowns

PIGI.L vs. NATO.L - Drawdown Comparison

The maximum PIGI.L drawdown since its inception was -6.15%, smaller than the maximum NATO.L drawdown of -21.71%. Use the drawdown chart below to compare losses from any high point for PIGI.L and NATO.L.


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Drawdown Indicators


PIGI.LNATO.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.15%

-21.71%

+15.56%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-11.45%

+5.30%

Current Drawdown

Current decline from peak

-0.33%

-2.00%

+1.67%

Average Drawdown

Average peak-to-trough decline

-1.17%

-2.46%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

5.26%

-3.45%

Volatility

PIGI.L vs. NATO.L - Volatility Comparison

The current volatility for HANetf Digital Infrastructure and Connectivity UCITS ETF (PIGI.L) is 1.33%, while HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) has a volatility of 6.35%. This indicates that PIGI.L experiences smaller price fluctuations and is considered to be less risky than NATO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIGI.LNATO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

6.35%

-5.02%

Volatility (6M)

Calculated over the trailing 6-month period

6.15%

15.81%

-9.66%

Volatility (1Y)

Calculated over the trailing 1-year period

8.36%

20.02%

-11.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.46%

27.08%

-18.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.46%

27.08%

-18.62%

PIGI.L vs. NATO.L - Expense Ratio Comparison

PIGI.L has a 0.69% expense ratio, which is higher than NATO.L's 0.49% expense ratio.


Dividends

PIGI.L vs. NATO.L - Dividend Comparison

Neither PIGI.L nor NATO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PIGI.L and NATO.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NATO.L is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NATO.L is cheaper with a 0.49% expense ratio, compared with 0.69% for PIGI.L.

PIGI.L is categorized as Technology Equities, while NATO.L is Aerospace & Defense. PIGI.L tracks MSCI World/Information Tech NR USD, while NATO.L tracks EQM Future of Defence Index. Their fees differ too: 0.69% for PIGI.L and 0.49% for NATO.L.

Portfolio Optimizer

Find the right allocation for PIGI.L and NATO.L

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