DTAN vs. EFAV
DTAN (Sparkline International Intangible Value ETF) and EFAV (iShares Edge MSCI Min Vol EAFE ETF) are both Foreign Large Cap Equities funds. DTAN is actively managed, while EFAV is passively managed. Over the past year, DTAN returned 18.51% vs 9.78% for EFAV. A 0.72 correlation means they provide meaningful diversification when combined. DTAN charges 0.55%/yr vs 0.20%/yr for EFAV.
Performance
DTAN vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, DTAN achieves a 6.61% return, which is significantly higher than EFAV's 4.42% return.
DTAN
- 1D
- 0.92%
- 1M
- 3.92%
- YTD
- 6.61%
- 6M
- 8.64%
- 1Y
- 18.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- 0.57%
- 1M
- -1.23%
- YTD
- 4.42%
- 6M
- 5.83%
- 1Y
- 9.78%
- 3Y*
- 13.24%
- 5Y*
- 6.29%
- 10Y*
- 5.92%
DTAN vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DTAN Sparkline International Intangible Value ETF | 6.61% | 29.52% | -0.36% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 4.42% | 26.00% | -6.06% |
Correlation
The correlation between DTAN and EFAV is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2024 | 0.72 |
The correlation between DTAN and EFAV has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.
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Return for Risk
DTAN vs. EFAV — Risk / Return Rank
DTAN
EFAV
DTAN vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sparkline International Intangible Value ETF (DTAN) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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.
| DTAN | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.52 | -0.13 |
| Martin ratioReturn relative to average drawdown | 4.86 | 4.22 | +0.63 |
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
| DTAN | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.95 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.54 | +0.62 |
Drawdowns
DTAN vs. EFAV - Drawdown Comparison
The maximum DTAN drawdown since its inception was -17.58%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for DTAN and EFAV.
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Drawdown Indicators
| DTAN | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.58% | -27.56% | +9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -6.46% | -6.86% |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -0.82% | -5.07% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -4.77% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 2.32% | +1.50% |
Volatility
DTAN vs. EFAV - Volatility Comparison
Sparkline International Intangible Value ETF (DTAN) has a higher volatility of 4.07% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 3.14%. This indicates that DTAN's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTAN | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.14% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 8.19% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.34% | 10.32% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 11.79% | +5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 13.21% | +4.37% |
DTAN vs. EFAV - Expense Ratio Comparison
DTAN has a 0.55% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
DTAN vs. EFAV - Dividend Comparison
DTAN's dividend yield for the trailing twelve months is around 1.65%, less than EFAV's 3.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTAN Sparkline International Intangible Value ETF | 1.65% | 1.58% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.06% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Frequently Asked Questions
DTAN and EFAV have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTAN has higher volatility (4.07%) compared to EFAV (3.14%). In terms of maximum drawdown, DTAN dropped -17.58% vs EFAV's -27.56%.
On 1-year performance, DTAN leads with 18.51% vs 9.78% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DTAN has performed better with a 18.51% return vs 9.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.55% for DTAN.
EFAV has the higher dividend yield at 3.06%, compared with 1.65% for DTAN.
They also come from different issuers: Sparkline Capital and iShares. Their fees differ too: 0.55% for DTAN and 0.20% for EFAV.
DTAN currently has the higher Sharpe Ratio (1.21 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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