DTAN vs. IDEV
DTAN (Sparkline International Intangible Value ETF) and IDEV (iShares Core MSCI International Developed Markets ETF) are both Foreign Large Cap Equities funds. DTAN is actively managed, while IDEV is passively managed. Over the past year, DTAN returned 18.17% vs 23.20% for IDEV. Their correlation of 0.91 suggests significant overlap in exposure. DTAN charges 0.55%/yr vs 0.05%/yr for IDEV.
Performance
DTAN vs. IDEV - Performance Comparison
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Returns By Period
In the year-to-date period, DTAN achieves a 5.63% return, which is significantly lower than IDEV's 8.92% return.
DTAN
- 1D
- -1.03%
- 1M
- 4.14%
- YTD
- 5.63%
- 6M
- 7.94%
- 1Y
- 18.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDEV
- 1D
- -0.90%
- 1M
- 3.23%
- YTD
- 8.92%
- 6M
- 11.57%
- 1Y
- 23.20%
- 3Y*
- 17.40%
- 5Y*
- 8.48%
- 10Y*
- —
DTAN vs. IDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DTAN Sparkline International Intangible Value ETF | 5.63% | 29.52% | -0.36% |
IDEV iShares Core MSCI International Developed Markets ETF | 8.92% | 32.56% | -3.50% |
Correlation
The correlation between DTAN and IDEV is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2024 | 0.91 |
The correlation between DTAN and IDEV has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
DTAN vs. IDEV — Risk / Return Rank
DTAN
IDEV
DTAN vs. IDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sparkline International Intangible Value ETF (DTAN) and iShares Core MSCI International Developed Markets ETF (IDEV). 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 | IDEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 2.08 | -0.71 |
| Martin ratioReturn relative to average drawdown | 4.77 | 8.16 | -3.39 |
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 | IDEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.61 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.55 | +0.58 |
Drawdowns
DTAN vs. IDEV - Drawdown Comparison
The maximum DTAN drawdown since its inception was -17.58%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for DTAN and IDEV.
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Drawdown Indicators
| DTAN | IDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.58% | -34.77% | +17.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -11.20% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.15% | — |
Current DrawdownCurrent decline from peak | -1.73% | -0.98% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -2.93% | -6.57% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 2.85% | +0.97% |
Volatility
DTAN vs. IDEV - Volatility Comparison
The current volatility for Sparkline International Intangible Value ETF (DTAN) is 4.12%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 4.60%. This indicates that DTAN experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTAN | IDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.60% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 12.10% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.32% | 14.51% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.59% | 16.26% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 17.27% | +0.32% |
DTAN vs. IDEV - Expense Ratio Comparison
DTAN has a 0.55% expense ratio, which is higher than IDEV's 0.05% expense ratio.
Dividends
DTAN vs. IDEV - Dividend Comparison
DTAN's dividend yield for the trailing twelve months is around 1.66%, less than IDEV's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DTAN Sparkline International Intangible Value ETF | 1.66% | 1.58% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.13% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% |
Frequently Asked Questions
With a correlation of 0.91, DTAN and IDEV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IDEV has higher volatility (4.60%) compared to DTAN (4.12%). In terms of maximum drawdown, DTAN dropped -17.58% vs IDEV's -34.77%.
On 1-year performance, IDEV leads with 23.20% vs 18.17% for DTAN. On fees, IDEV is cheaper at 0.05% per year. On volatility, DTAN has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDEV has performed better with a 23.20% return vs 18.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDEV is cheaper with a 0.05% expense ratio, compared with 0.55% for DTAN.
IDEV has the higher dividend yield at 3.13%, compared with 1.66% for DTAN.
They also come from different issuers: Sparkline Capital and iShares. Their fees differ too: 0.55% for DTAN and 0.05% for IDEV.
IDEV currently has the higher Sharpe Ratio (1.61 vs 1.19), 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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