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DTAN vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTAN vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sparkline International Intangible Value ETF (DTAN) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTAN achieves a 1.79% return, which is significantly lower than IFLO's 16.93% return.


DTAN

1D
0.54%
1M
-4.00%
YTD
1.79%
6M
1.32%
1Y
14.75%
3Y*
5Y*
10Y*

IFLO

1D
0.43%
1M
-1.62%
YTD
16.93%
6M
16.46%
1Y
32.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTAN vs. IFLO - Yearly Performance Comparison


Correlation

The correlation between DTAN and IFLO is 0.85, 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 Jun 26, 2025

0.85

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Return for Risk

DTAN vs. IFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTAN
DTAN Risk / Return Rank: 2727
Overall Rank
DTAN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DTAN Sortino Ratio Rank: 2727
Sortino Ratio Rank
DTAN Omega Ratio Rank: 2727
Omega Ratio Rank
DTAN Calmar Ratio Rank: 2525
Calmar Ratio Rank
DTAN Martin Ratio Rank: 2929
Martin Ratio Rank

IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DTAN vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sparkline International Intangible Value ETF (DTAN) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

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.


DTANIFLODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

3.77

DTAN vs. IFLO - Sharpe Ratio Comparison


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Drawdowns

DTAN vs. IFLO - Drawdown Comparison

The maximum DTAN drawdown since its inception was -17.58%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DTAN and IFLO.


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Drawdown Indicators


DTANIFLODifference

Max Drawdown

Largest peak-to-trough decline

-17.58%

-6.44%

-11.14%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-6.44%

-6.88%

Current Drawdown

Current decline from peak

-5.31%

-3.37%

-1.94%

Average Drawdown

Average peak-to-trough decline

-2.96%

-1.25%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

Volatility

DTAN vs. IFLO - Volatility Comparison


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Volatility by Period


DTANIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

14.75%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

14.75%

+2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

14.75%

+2.83%

DTAN vs. IFLO - Expense Ratio Comparison

DTAN has a 0.55% expense ratio, which is lower than IFLO's 0.56% expense ratio.


Dividends

DTAN vs. IFLO - Dividend Comparison

DTAN's dividend yield for the trailing twelve months is around 1.72%, more than IFLO's 1.51% yield.


Frequently Asked Questions


DTAN and IFLO have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, IFLO leads with 32.28% vs 14.75% for DTAN. On fees, DTAN is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 32.28% return vs 14.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTAN is cheaper with a 0.55% expense ratio, compared with 0.56% for IFLO.

DTAN has the higher dividend yield at 1.72%, compared with 1.51% for IFLO.

They also come from different issuers: Sparkline Capital and VictoryShares. Their fees differ too: 0.55% for DTAN and 0.56% for IFLO.

Portfolio Optimizer

Find the right allocation for DTAN and IFLO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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