NATO vs ZAUG

Comparison between THEMES TRANSATLANTIC DEFENSE ETF (NATO, ETF) and Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG, ETF).

NATO vs ZAUG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	NATO(ETF)	ZAUG(ETF)
Net Assets	$102M	$102M
Expense Ratio	0.35%	0.79%
Max Drawdown	15.99%	4.83%
Sharpe Ratio	0.71	1.52
5Y Beta	0.84	0.21
P/E Ratio	54.73	N/A
Forward P/E	30.08	N/A
Debt to Equity	152.72%	N/A
P/S Ratio	3.18	N/A
P/B Ratio	6.86	N/A

Net Assets

Winner

NATO

$102M

ZAUG

$102M

Expense Ratio

Winner

NATO

0.35%

ZAUG

0.79%

Max Drawdown

NATO

15.99%

Winner

ZAUG

4.83%

Sharpe Ratio

NATO

0.71

Winner

ZAUG

1.52

5Y Beta

NATO

0.84

Winner

ZAUG

0.21

P/E Ratio

NATO

54.73

ZAUG

N/A

Forward P/E

NATO

30.08

ZAUG

N/A

Debt to Equity

NATO

152.72%

ZAUG

N/A

P/S Ratio

NATO

3.18

ZAUG

N/A

P/B Ratio

NATO

6.86

ZAUG

N/A

NATO vs ZAUG - Historical Returns

Returns include dividend reinvestment.

Period	NATO	ZAUG
1 month	+1.76%	+0.43%
3 months	-3.93%	+2.71%
6 months	+7.28%	+3.02%
1 year	+18.02%	+7.52%
Max(CAGR)	+31.40%	+7.45%

Winner

NATO

+1.76%

ZAUG

+0.43%

NATO

-3.93%

Winner

ZAUG

+2.71%

Winner

NATO

+7.28%

ZAUG

+3.02%

Winner

NATO

+18.02%

ZAUG

+7.52%

Max(CAGR)

Winner

NATO

+31.40%

ZAUG

+7.45%

NATO vs ZAUG - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	NATO	ZAUG
2026	+1.99%	+2.77%
2025	+51.85%	+7.44%
2024	+0.35%	+3.62%

NATO vs ZAUG 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 ZAUG was -4.83%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.

The current NATO drawdown is -9.97%. The current ZAUG drawdown is -0.05%.

Rank	NATO	ZAUG
#1	-15.99% Mar 2, 2026 - Mar 30, 2026	-4.83% Feb 19, 2025 - May 15, 2025
#2	-13.28% Mar 19, 2025 - Apr 29, 2025	-1.94% Jan 24, 2025 - Feb 6, 2025
#3	-10.85% Oct 8, 2025 - Jan 5, 2026	-1.72% Feb 25, 2026 - Apr 9, 2026
#4	-7.21% Nov 11, 2024 - Feb 18, 2025	-0.98% Aug 30, 2024 - Sep 13, 2024
#5	-7.16% Jan 16, 2026 - Feb 20, 2026	-0.91% May 19, 2025 - Jun 3, 2025
#6	-4.72% Oct 18, 2024 - Nov 6, 2024	-0.76% Oct 28, 2025 - Nov 28, 2025
#7	-4.03% Mar 5, 2025 - Mar 17, 2025	-0.67% Dec 11, 2024 - Dec 26, 2024
#8	-3.96% Feb 18, 2025 - Feb 28, 2025	-0.60% Dec 26, 2024 - Jan 15, 2025
#9	-3.23% Jul 23, 2025 - Sep 11, 2025	-0.53% Oct 22, 2024 - Nov 6, 2024
#10	-1.91% Jun 5, 2025 - Jun 26, 2025	-0.46% Aug 1, 2024 - Aug 9, 2024
#11	-1.84% Jun 30, 2025 - Jul 9, 2025	-0.44% Sep 30, 2024 - Oct 11, 2024
#12	-1.79% May 19, 2025 - May 27, 2025	-0.43% Jan 12, 2026 - Feb 9, 2026
#13	-1.55% Jul 18, 2025 - Jul 23, 2025	-0.40% Oct 8, 2025 - Oct 20, 2025
#14	-1.26% Mar 3, 2025 - Mar 5, 2025	-0.39% Jun 12, 2025 - Jun 16, 2025
#15	-1.26% Feb 20, 2026 - Mar 2, 2026	-0.38% Nov 8, 2024 - Nov 22, 2024