DTAN vs. ITAN

Last updated Jun 24, 2026

DTAN (Sparkline International Intangible Value ETF) and ITAN (Sparkline Intangible Value ETF) are both exchange-traded funds - DTAN is a Foreign Large Cap Equities fund actively managed by Sparkline Capital, while ITAN is a Large Cap Value Equities fund actively managed by Sparkline Capital. Both are actively managed. Over the past year, DTAN returned 15.18% vs 32.98% for ITAN. A 0.73 correlation means they provide meaningful diversification when combined. DTAN charges 0.55%/yr vs 0.50%/yr for ITAN.

Performance

DTAN vs. ITAN - Performance Comparison

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

Returns By Period

In the year-to-date period, DTAN achieves a 0.97% return, which is significantly lower than ITAN's 11.81% return.

DTAN

• 1D: -0.95%
• 1M: -3.52%
• YTD: 0.97%
• 6M: 0.63%
• 1Y: 15.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITAN

• 1D: -0.07%
• 1M: -0.14%
• YTD: 11.81%
• 6M: 11.04%
• 1Y: 32.98%
• 3Y*: 21.84%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTAN vs. ITAN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DTAN Sparkline International Intangible Value ETF	0.97%	29.52%	-0.48%
ITAN Sparkline Intangible Value ETF	11.81%	20.46%	9.95%

Correlation

The correlation between DTAN and ITAN is 0.78, 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	0.78
Correlation (All Time) Calculated using the full available price history since Sep 10, 2024	0.73

The correlation between DTAN and ITAN has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

Return for Risk

DTAN vs. ITAN — Risk / Return Rank

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

DTAN

DTAN Risk / Return Rank: 28
DTAN Sharpe Ratio Rank: 29
DTAN Sortino Ratio Rank: 28
DTAN Omega Ratio Rank: 27
DTAN Calmar Ratio Rank: 25
DTAN Martin Ratio Rank: 30

ITAN

ITAN Risk / Return Rank: 74
ITAN Sharpe Ratio Rank: 76
ITAN Sortino Ratio Rank: 74
ITAN Omega Ratio Rank: 69
ITAN Calmar Ratio Rank: 76
ITAN Martin Ratio Rank: 77

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. ITAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sparkline International Intangible Value ETF (DTAN) and Sparkline Intangible Value ETF (ITAN). 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.

	DTAN	ITAN	Difference
Sharpe ratio: Return per unit of total volatility	0.98	2.25	-1.28
Sortino ratio: Return per unit of downside risk	1.45	3.06	-1.61
Omega ratio: Gain probability vs. loss probability	1.18	1.38	-0.20
Calmar ratio: Return relative to maximum drawdown	1.14	3.67	-2.53
Martin ratio: Return relative to average drawdown	3.91	13.64	-9.73

DTAN vs. ITAN - Sharpe Ratio Comparison

The current DTAN Sharpe Ratio is 0.98, which is lower than the ITAN Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of DTAN and ITAN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTAN vs. ITAN - Drawdown Comparison

The maximum DTAN drawdown since its inception was -17.58%, smaller than the maximum ITAN drawdown of -30.41%. Use the drawdown chart below to compare losses from any high point for DTAN and ITAN.

Drawdown Indicators

	DTAN	ITAN	Difference
Max Drawdown Largest peak-to-trough decline	-17.58%	-30.41%	+12.83%
Max Drawdown (1Y) Largest decline over 1 year	-13.32%	-9.03%	-4.29%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.47%	—
Current Drawdown Current decline from peak	-6.07%	-3.97%	-2.10%
Average Drawdown Average peak-to-trough decline	-2.95%	-7.56%	+4.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	2.42%	+1.47%

Volatility

DTAN vs. ITAN - Volatility Comparison

The current volatility for Sparkline International Intangible Value ETF (DTAN) is 4.65%, while Sparkline Intangible Value ETF (ITAN) has a volatility of 5.16%. This indicates that DTAN experiences smaller price fluctuations and is considered to be less risky than ITAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTAN	ITAN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.65%	5.16%	-0.51%
Volatility (6M) Calculated over the trailing 6-month period	12.32%	11.06%	+1.26%
Volatility (1Y) Calculated over the trailing 1-year period	15.63%	14.73%	+0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.61%	19.04%	-1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.61%	19.04%	-1.43%

DTAN vs. ITAN - Expense Ratio Comparison

DTAN has a 0.55% expense ratio, which is higher than ITAN's 0.50% expense ratio.

Dividends

DTAN vs. ITAN - Dividend Comparison

DTAN's dividend yield for the trailing twelve months is around 1.74%, more than ITAN's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021
DTAN Sparkline International Intangible Value ETF	1.74%	1.58%	0.67%	0.00%	0.00%	0.00%
ITAN Sparkline Intangible Value ETF	1.03%	0.94%	1.14%	1.01%	0.57%	0.45%

Frequently Asked Questions

Can I hold both DTAN and ITAN in my portfolio?

DTAN and ITAN have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTAN or ITAN?

ITAN has higher volatility (5.16%) compared to DTAN (4.65%). In terms of maximum drawdown, DTAN dropped -17.58% vs ITAN's -30.41%.

Which ETF is better, DTAN or ITAN?

On 1-year performance, ITAN leads with 32.98% vs 15.18% for DTAN. On fees, ITAN is cheaper at 0.50% per year. On volatility, DTAN has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTAN or ITAN?

Over the 1-year period, ITAN has performed better with a 32.98% return vs 15.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTAN or ITAN?

ITAN is cheaper with a 0.50% expense ratio, compared with 0.55% for DTAN.

Which ETF pays a higher dividend yield, DTAN or ITAN?

DTAN has the higher dividend yield at 1.74%, compared with 1.03% for ITAN.

What is the main difference between DTAN and ITAN?

DTAN is categorized as Foreign Large Cap Equities, while ITAN is Large Cap Value Equities. Their fees differ too: 0.55% for DTAN and 0.50% for ITAN.

Which has better risk-adjusted returns?

ITAN currently has the higher Sharpe Ratio (2.25 vs 0.98), 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.