ZAUG vs NATO

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

ZAUG vs NATO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ZAUG(ETF)	NATO(ETF)
Net Assets	$102M	$102M
Expense Ratio	0.79%	0.35%
Max Drawdown	4.83%	15.99%
Sharpe Ratio	1.47	0.76
5Y Beta	0.21	0.84
P/E Ratio	N/A	54.73
Forward P/E	N/A	30.08
Debt to Equity	N/A	152.72%
P/S Ratio	N/A	3.18
P/B Ratio	N/A	6.86

Net Assets

ZAUG

$102M

Winner

NATO

$102M

Expense Ratio

ZAUG

0.79%

Winner

NATO

0.35%

Max Drawdown

Winner

ZAUG

4.83%

NATO

15.99%

Sharpe Ratio

Winner

ZAUG

1.47

NATO

0.76

5Y Beta

Winner

ZAUG

0.21

NATO

0.84

P/E Ratio

ZAUG

N/A

NATO

54.73

Forward P/E

ZAUG

N/A

NATO

30.08

Debt to Equity

ZAUG

N/A

NATO

152.72%

P/S Ratio

ZAUG

N/A

NATO

3.18

P/B Ratio

ZAUG

N/A

NATO

6.86

ZAUG vs NATO - Historical Returns

Returns include dividend reinvestment.

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

ZAUG

+0.43%

Winner

NATO

+1.76%

Winner

ZAUG

+2.71%

NATO

-3.93%

ZAUG

+3.02%

Winner

NATO

+7.28%

ZAUG

+7.52%

Winner

NATO

+18.02%

Max(CAGR)

ZAUG

+7.45%

Winner

NATO

+31.40%

ZAUG vs NATO - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

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

ZAUG vs NATO Drawdown Comparison

The maximum drawdown for ZAUG was -4.83%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.

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

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

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