- ISIN
- US02072L7718
- Issuer
- Sparkline Capital
- Inception Date
- Jun 29, 2021
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $60M
Share Price Chart
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Performance
ITAN Performance Chart
Sparkline Intangible Value ETF (ITAN) is up 11.9% since the beginning of the year. ITAN is currently trading at $41 per share.
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Returns By Period
Sparkline Intangible Value ETF (ITAN) has returned 11.88% so far this year and 33.92% over the past 12 months.
Sparkline Intangible Value ETF
- 1D
- -0.48%
- 1M
- -0.08%
- YTD
- 11.88%
- 6M
- 11.05%
- 1Y
- 33.92%
- 3Y*
- 21.86%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ITAN Monthly Returns History
Based on dividend-adjusted daily data since Jun 29, 2021, ITAN's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +11.2%, while the worst month was Sep 2022 at -10.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ITAN closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 3, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.53% | -0.86% | -4.49% | 9.67% | 8.54% | -3.18% | 11.88% | ||||||
| 2025 | 5.12% | -3.04% | -5.87% | -1.94% | 5.55% | 5.09% | 0.36% | 4.23% | 3.16% | 3.56% | 1.19% | 2.08% | 20.46% |
| 2024 | 0.27% | 3.57% | 4.96% | -5.54% | 1.94% | 1.90% | 2.13% | 1.69% | 3.06% | 0.44% | 6.19% | -3.56% | 17.76% |
| 2023 | 11.08% | -2.13% | 3.29% | -0.72% | 2.15% | 6.39% | 4.30% | -2.65% | -4.60% | -3.35% | 11.23% | 6.65% | 34.58% |
| 2022 | -5.34% | -2.59% | 2.15% | -10.35% | 0.00% | -10.22% | 8.80% | -4.36% | -10.65% | 8.48% | 6.55% | -7.12% | -24.33% |
| 2021 | 0.06% | 1.07% | 3.18% | -5.05% | 5.30% | -0.49% | 3.05% | 6.99% |
Benchmark Metrics
Sparkline Intangible Value ETF has an annualized alpha of -0.50%, beta of 1.06, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since June 29, 2021.
- This ETF participated in 109.24% of S&P 500 Index downside but only 108.67% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.06 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.50%
- Beta
- 1.06
- R²
- 0.89
- Upside Capture
- 108.67%
- Downside Capture
- 109.24%
Expense Ratio
ITAN has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ITAN ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Sparkline Intangible Value ETF (ITAN) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ITAN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 2.78 | +0.99 |
| Martin ratioReturn relative to average drawdown | 14.11 | 12.44 | +1.67 |
Dividends
Dividend History
Sparkline Intangible Value ETF provided a 1.03% dividend yield over the last twelve months, with an annual payout of $0.42 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.35 | $0.35 | $0.27 | $0.11 | $0.12 |
Dividend yield | 1.03% | 0.94% | 1.14% | 1.01% | 0.57% | 0.45% |
Monthly Dividends
The table displays the monthly dividend distributions for Sparkline Intangible Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.10 | $0.35 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.08 | $0.35 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.27 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2021 | $0.04 | $0.00 | $0.00 | $0.08 | $0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Sparkline Intangible Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Sparkline Intangible Value ETF was 30.41%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current Sparkline Intangible Value ETF drawdown is 3.91%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -30.41%Oct 2022 | 10mo 29d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2025 selloff2025 | -20.47%Apr 2025 | 1mo 17d | 2mo 26d | 4mo 13dFeb 2025 - Jul 2025 |
2026 pullback2026 | -9.03%Mar 2026 | 2mo 16d | 18d | 3mo 4dJan 2026 - Apr 2026 |
2024 pullback2024 | -8.48%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
2024 pullback2024 | -6.02%Apr 2024 | 18d | 2mo 27d | 3mo 15dApr 2024 - Jul 2024 |
Drawdown Indicators
| ITAN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.41% | -56.78% | +26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -9.10% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.47% | -18.90% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.91% | -1.80% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -10.71% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.03% | +0.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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