JLS vs NATO

Comparison between Nuveen Mortgage and Income Fund (JLS, ETF) and THEMES TRANSATLANTIC DEFENSE ETF (NATO, ETF).

JLS vs NATO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JLS(ETF)	NATO(ETF)
Net Assets	$103M	$103M
Expense Ratio	N/A	0.35%
Max Drawdown	51.18%	15.99%
Sharpe Ratio	-0.44	0.53
5Y Beta	0.17	0.83
P/E Ratio	N/A	45.97
Forward P/E	N/A	31.85
5Y Dividends CAGR	17.11%	N/A
Debt to Equity	N/A	137.91%
P/S Ratio	N/A	3.16
P/B Ratio	N/A	6.60

Net Assets

Winner

JLS

$103M

NATO

$103M

Expense Ratio

JLS

N/A

NATO

0.35%

Max Drawdown

JLS

51.18%

Winner

NATO

15.99%

Sharpe Ratio

JLS

-0.44

Winner

NATO

0.53

5Y Beta

Winner

JLS

0.17

NATO

0.83

P/E Ratio

JLS

N/A

NATO

45.97

Forward P/E

JLS

N/A

NATO

31.85

5Y Dividends CAGR

JLS

17.11%

NATO

N/A

Debt to Equity

JLS

N/A

NATO

137.91%

P/S Ratio

JLS

N/A

NATO

3.16

P/B Ratio

JLS

N/A

NATO

6.60

JLS vs NATO - Historical Returns

Returns include dividend reinvestment.

Period	JLS	NATO
1 month	-1.62%	-0.22%
3 months	-5.69%	+3.73%
6 months	-3.88%	-6.00%
1 year	-1.01%	+13.41%
5 years(CAGR)	+4.40%	N/A
10 years(CAGR)	+4.93%	N/A
Max(CAGR)	+5.98%	+29.28%

JLS

-1.62%

Winner

NATO

-0.22%

JLS

-5.69%

Winner

NATO

+3.73%

Winner

JLS

-3.88%

NATO

-6.00%

JLS

-1.01%

Winner

NATO

+13.41%

5Y(CAGR)

JLS

+4.40%

NATO

N/A

10Y(CAGR)

JLS

+4.93%

NATO

N/A

Max(CAGR)

JLS

+5.98%

Winner

NATO

+29.28%

JLS vs NATO - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	JLS	NATO
2026	-0.78%	+4.50%
2025	+10.68%	+51.85%
2024	+17.77%	+0.35%
2023	+15.34%	N/A
2022	-17.75%	N/A
2021	+12.20%	N/A
2020	-5.36%	N/A
2019	+4.30%	N/A
2018	-0.52%	N/A
2017	+17.60%	N/A
2016	+13.96%	N/A
2015	+4.93%	N/A
2014	+6.40%	N/A
2013	-7.06%	N/A
2012	+42.96%	N/A
2011	-11.61%	N/A
2010	+10.36%	N/A
2009	-0.04%	N/A

JLS vs NATO Drawdown Comparison

The maximum drawdown for JLS was -35.17%, occurring on Mar 26, 2020. Recovery took 390 trading sessions.

The maximum drawdown for NATO was -15.99%, occurring on Mar 30, 2026. This drawdown has not yet recovered.

The current JLS drawdown is -6.60%. The current NATO drawdown is -7.76%.

Rank	JLS	NATO
#1	-35.17% Jan 24, 2020 - Aug 11, 2021	-15.99% Mar 2, 2026 - Mar 30, 2026
#2	-23.51% Oct 28, 2021 - Mar 11, 2024	-13.28% Mar 19, 2025 - Apr 29, 2025
#3	-20.88% Apr 1, 2013 - Jul 6, 2016	-10.85% Oct 8, 2025 - Jan 5, 2026
#4	-17.47% Mar 4, 2011 - Feb 17, 2012	-7.21% Nov 11, 2024 - Feb 18, 2025
#5	-9.28% Mar 10, 2025 - Jun 24, 2025	-7.16% Jan 16, 2026 - Feb 20, 2026
#6	-7.28% Oct 3, 2012 - Dec 6, 2012	-4.72% Oct 18, 2024 - Nov 6, 2024
#7	-6.69% Dec 21, 2009 - Sep 8, 2010	-4.03% Mar 5, 2025 - Mar 17, 2025
#8	-6.60% May 15, 2026 - Aug 24, 2026	-3.96% Feb 18, 2025 - Feb 28, 2025
#9	-5.33% Feb 13, 2026 - Apr 8, 2026	-3.23% Jul 23, 2025 - Sep 11, 2025
#10	-5.25% Nov 27, 2018 - Feb 13, 2019	-1.91% Jun 5, 2025 - Jun 26, 2025
#11	-4.91% Dec 12, 2024 - Feb 4, 2025	-1.84% Jun 30, 2025 - Jul 9, 2025
#12	-4.01% Nov 12, 2010 - Dec 23, 2010	-1.79% May 19, 2025 - May 27, 2025
#13	-3.98% Sep 30, 2019 - Jan 24, 2020	-1.55% Jul 18, 2025 - Jul 23, 2025
#14	-3.95% Dec 29, 2017 - Aug 14, 2018	-1.26% Mar 3, 2025 - Mar 5, 2025
#15	-3.88% Dec 7, 2012 - Jan 4, 2013	-1.26% Feb 20, 2026 - Mar 2, 2026

Correlation

Correlation between JLS and NATO is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2010 - 2026)

JLS vs NATO dividend yield comparison.

Year	JLS	NATO
2026	7.30%	0.00%
2025	10.13%	0.45%
2024	9.91%	0.08%
2023	9.29%	0.00%
2022	6.56%	0.00%
2021	4.61%	0.00%
2020	4.94%	0.00%
2019	6.20%	0.00%
2018	9.31%	0.00%
2017	13.44%	0.00%
2016	7.11%	0.00%
2015	6.68%	0.00%
2014	6.68%	0.00%
2013	12.20%	0.00%
2012	7.60%	0.00%
2011	10.17%	0.00%
2010	7.70%	0.00%