NATO vs JLS

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

NATO vs JLS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NATO(ETF)	JLS(ETF)
Net Assets	$103M	$103M
Expense Ratio	0.35%	N/A
Max Drawdown	15.99%	51.18%
Sharpe Ratio	0.62	-0.52
5Y Beta	0.83	0.17
P/E Ratio	45.97	N/A
Forward P/E	32.89	N/A
5Y Dividends CAGR	N/A	17.11%
Debt to Equity	137.91%	N/A
P/S Ratio	3.16	N/A
P/B Ratio	6.60	N/A

Net Assets

NATO

$103M

Winner

JLS

$103M

Expense Ratio

NATO

0.35%

JLS

N/A

Max Drawdown

Winner

NATO

15.99%

JLS

51.18%

Sharpe Ratio

Winner

NATO

0.62

JLS

-0.52

5Y Beta

NATO

0.83

Winner

JLS

0.17

P/E Ratio

NATO

45.97

JLS

N/A

Forward P/E

NATO

32.89

JLS

N/A

5Y Dividends CAGR

NATO

N/A

JLS

17.11%

Debt to Equity

NATO

137.91%

JLS

N/A

P/S Ratio

NATO

3.16

JLS

N/A

P/B Ratio

NATO

6.60

JLS

N/A

NATO vs JLS - Historical Returns

Returns include dividend reinvestment.

Period	NATO	JLS
1 month	+5.28%	-3.30%
3 months	+6.46%	-6.05%
6 months	-5.29%	-4.70%
1 year	+15.76%	-0.16%
5 years(CAGR)	N/A	+4.28%
10 years(CAGR)	N/A	+4.91%
Max(CAGR)	+30.45%	+5.99%

Winner

NATO

+5.28%

JLS

-3.30%

Winner

NATO

+6.46%

JLS

-6.05%

NATO

-5.29%

Winner

JLS

-4.70%

Winner

NATO

+15.76%

JLS

-0.16%

5Y(CAGR)

NATO

N/A

JLS

+4.28%

10Y(CAGR)

NATO

N/A

JLS

+4.91%

Max(CAGR)

Winner

NATO

+30.45%

JLS

+5.99%

NATO vs JLS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	NATO	JLS
2026	+6.03%	-0.66%
2025	+51.85%	+10.68%
2024	+0.35%	+17.77%
2023	N/A	+15.34%
2022	N/A	-17.75%
2021	N/A	+12.20%
2020	N/A	-5.36%
2019	N/A	+4.30%
2018	N/A	-0.52%
2017	N/A	+17.60%
2016	N/A	+13.96%
2015	N/A	+4.93%
2014	N/A	+6.40%
2013	N/A	-7.06%
2012	N/A	+42.96%
2011	N/A	-11.61%
2010	N/A	+10.36%
2009	N/A	-0.04%

NATO vs JLS Drawdown Comparison

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

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

The current NATO drawdown is -6.41%. The current JLS drawdown is -6.49%.

Rank	NATO	JLS
#1	-15.99% Mar 2, 2026 - Mar 30, 2026	-35.17% Jan 24, 2020 - Aug 11, 2021
#2	-13.28% Mar 19, 2025 - Apr 29, 2025	-23.51% Oct 28, 2021 - Mar 11, 2024
#3	-10.85% Oct 8, 2025 - Jan 5, 2026	-20.88% Apr 1, 2013 - Jul 6, 2016
#4	-7.21% Nov 11, 2024 - Feb 18, 2025	-17.47% Mar 4, 2011 - Feb 17, 2012
#5	-7.16% Jan 16, 2026 - Feb 20, 2026	-9.28% Mar 10, 2025 - Jun 24, 2025
#6	-4.72% Oct 18, 2024 - Nov 6, 2024	-7.28% Oct 3, 2012 - Dec 6, 2012
#7	-4.03% Mar 5, 2025 - Mar 17, 2025	-6.69% Dec 21, 2009 - Sep 8, 2010
#8	-3.96% Feb 18, 2025 - Feb 28, 2025	-6.49% May 15, 2026 - Aug 20, 2026
#9	-3.23% Jul 23, 2025 - Sep 11, 2025	-5.33% Feb 13, 2026 - Apr 8, 2026
#10	-1.91% Jun 5, 2025 - Jun 26, 2025	-5.25% Nov 27, 2018 - Feb 13, 2019
#11	-1.84% Jun 30, 2025 - Jul 9, 2025	-4.91% Dec 12, 2024 - Feb 4, 2025
#12	-1.79% May 19, 2025 - May 27, 2025	-4.01% Nov 12, 2010 - Dec 23, 2010
#13	-1.55% Jul 18, 2025 - Jul 23, 2025	-3.98% Sep 30, 2019 - Jan 24, 2020
#14	-1.26% Mar 3, 2025 - Mar 5, 2025	-3.95% Dec 29, 2017 - Aug 14, 2018
#15	-1.26% Feb 20, 2026 - Mar 2, 2026	-3.88% Dec 7, 2012 - Jan 4, 2013

Correlation

Correlation between NATO and JLS is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2010 - 2026)

NATO vs JLS dividend yield comparison.

Year	NATO	JLS
2026	0.00%	7.29%
2025	0.45%	10.13%
2024	0.08%	9.91%
2023	0.00%	9.29%
2022	0.00%	6.56%
2021	0.00%	4.61%
2020	0.00%	4.94%
2019	0.00%	6.20%
2018	0.00%	9.31%
2017	0.00%	13.44%
2016	0.00%	7.11%
2015	0.00%	6.68%
2014	0.00%	6.68%
2013	0.00%	12.20%
2012	0.00%	7.60%
2011	0.00%	10.17%
2010	0.00%	7.70%