DTAN vs. FID
Compare and contrast key facts about Sparkline International Intangible Value ETF (DTAN) and First Trust S&P International Dividend Aristocrats ETF (FID).
DTAN and FID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTAN is an actively managed fund by Sparkline Capital. It was launched on Sep 9, 2024. FID is a passively managed fund by First Trust that tracks the performance of the S&P International Dividend Aristocrats Index. It was launched on Aug 23, 2013.
Performance
DTAN vs. FID - Performance Comparison
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DTAN vs. FID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DTAN Sparkline International Intangible Value ETF | -3.05% | 29.52% | -0.36% |
FID First Trust S&P International Dividend Aristocrats ETF | 2.15% | 32.07% | -2.75% |
Returns By Period
In the year-to-date period, DTAN achieves a -3.05% return, which is significantly lower than FID's 2.15% return.
DTAN
- 1D
- 2.56%
- 1M
- -8.92%
- YTD
- -3.05%
- 6M
- 1.71%
- 1Y
- 16.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FID
- 1D
- 2.22%
- 1M
- -6.49%
- YTD
- 2.15%
- 6M
- 8.16%
- 1Y
- 27.06%
- 3Y*
- 15.05%
- 5Y*
- 7.99%
- 10Y*
- —
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DTAN vs. FID - Expense Ratio Comparison
DTAN has a 0.55% expense ratio, which is lower than FID's 0.60% expense ratio.
Return for Risk
DTAN vs. FID — Risk / Return Rank
DTAN
FID
DTAN vs. FID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sparkline International Intangible Value ETF (DTAN) and First Trust S&P International Dividend Aristocrats ETF (FID). 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 | FID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 2.16 | -1.28 |
Sortino ratioReturn per unit of downside risk | 1.34 | 2.84 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.98 | -1.80 |
Martin ratioReturn relative to average drawdown | 4.40 | 11.27 | -6.88 |
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 | FID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 2.16 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.35 | +0.53 |
Correlation
The correlation between DTAN and FID is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DTAN vs. FID - Dividend Comparison
DTAN's dividend yield for the trailing twelve months is around 1.81%, less than FID's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DTAN Sparkline International Intangible Value ETF | 1.81% | 1.58% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FID First Trust S&P International Dividend Aristocrats ETF | 4.28% | 4.30% | 4.31% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 1.74% |
Drawdowns
DTAN vs. FID - Drawdown Comparison
The maximum DTAN drawdown since its inception was -17.58%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for DTAN and FID.
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Drawdown Indicators
| DTAN | FID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.58% | -39.79% | +22.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -8.93% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.13% | — |
Current DrawdownCurrent decline from peak | -9.81% | -6.84% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -8.60% | +5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 2.36% | +1.22% |
Volatility
DTAN vs. FID - Volatility Comparison
Sparkline International Intangible Value ETF (DTAN) has a higher volatility of 7.26% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 4.96%. This indicates that DTAN's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTAN | FID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 4.96% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.23% | 7.37% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 12.62% | +6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 17.03% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.74% | 19.10% | -1.36% |