DSPY vs. ITOL
DSPY (Tema S&P 500 Historical Weight ETF Strategy) and ITOL (Tema International Durable Quality ETF) are both exchange-traded funds - DSPY is a Large Cap Blend Equities fund actively managed by Tema, while ITOL is a Foreign Large Cap Equities fund actively managed by Tema. Both are actively managed. Their correlation of 0.81 suggests significant overlap in exposure. DSPY charges 0.18%/yr vs 0.60%/yr for ITOL.
Performance
DSPY vs. ITOL - Performance Comparison
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Returns By Period
In the year-to-date period, DSPY achieves a 12.26% return, which is significantly higher than ITOL's 0.58% return.
DSPY
- 1D
- -0.36%
- 1M
- 5.59%
- YTD
- 12.26%
- 6M
- 12.63%
- 1Y
- 26.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOL
- 1D
- 0.00%
- 1M
- 1.19%
- YTD
- 0.58%
- 6M
- 3.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DSPY vs. ITOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DSPY Tema S&P 500 Historical Weight ETF Strategy | 12.26% | 3.61% |
ITOL Tema International Durable Quality ETF | 0.58% | 3.85% |
Correlation
The correlation between DSPY and ITOL is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 12, 2025 | 0.81 |
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Return for Risk
DSPY vs. ITOL — Risk / Return Rank
DSPY
ITOL
DSPY vs. ITOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tema S&P 500 Historical Weight ETF Strategy (DSPY) and Tema International Durable Quality ETF (ITOL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DSPY | ITOL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | — | — |
| Martin ratioReturn relative to average drawdown | 16.34 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSPY | ITOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.68 | 0.35 | +1.33 |
Drawdowns
DSPY vs. ITOL - Drawdown Comparison
The maximum DSPY drawdown since its inception was -12.15%, smaller than the maximum ITOL drawdown of -15.54%. Use the drawdown chart below to compare losses from any high point for DSPY and ITOL.
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Drawdown Indicators
| DSPY | ITOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.15% | -15.54% | +3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.55% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -5.46% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -3.59% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | — | — |
Volatility
DSPY vs. ITOL - Volatility Comparison
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Volatility by Period
| DSPY | ITOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.21% | 17.90% | -6.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 17.90% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 17.90% | -1.37% |
DSPY vs. ITOL - Expense Ratio Comparison
DSPY has a 0.18% expense ratio, which is lower than ITOL's 0.60% expense ratio.
Dividends
DSPY vs. ITOL - Dividend Comparison
DSPY's dividend yield for the trailing twelve months is around 0.74%, more than ITOL's 0.13% yield.
| Position | TTM | 2025 |
|---|---|---|
DSPY Tema S&P 500 Historical Weight ETF Strategy | 0.74% | 0.72% |
ITOL Tema International Durable Quality ETF | 0.13% | 0.13% |
Frequently Asked Questions
DSPY and ITOL have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DSPY is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DSPY is cheaper with a 0.18% expense ratio, compared with 0.60% for ITOL.
DSPY has the higher dividend yield at 0.74%, compared with 0.13% for ITOL.
DSPY is categorized as Large Cap Blend Equities, while ITOL is Foreign Large Cap Equities. Their fees differ too: 0.18% for DSPY and 0.60% for ITOL.
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