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DTAN vs. JIVE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTAN vs. JIVE - Performance Comparison

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

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DTAN vs. JIVE - Yearly Performance Comparison


2026 (YTD)20252024
DTAN
Sparkline International Intangible Value ETF
-1.33%29.52%-0.36%
JIVE
Jpmorgan International Value ETF
7.87%49.80%-0.68%

Returns By Period

In the year-to-date period, DTAN achieves a -1.33% return, which is significantly lower than JIVE's 7.87% return.


DTAN

1D
1.78%
1M
-4.73%
YTD
-1.33%
6M
2.25%
1Y
19.02%
3Y*
5Y*
10Y*

JIVE

1D
1.12%
1M
-3.93%
YTD
7.87%
6M
17.42%
1Y
43.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DTAN vs. JIVE - Expense Ratio Comparison

Both DTAN and JIVE have an expense ratio of 0.55%.


Return for Risk

DTAN vs. JIVE — Risk / Return Rank

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

DTAN
DTAN Risk / Return Rank: 5151
Overall Rank
DTAN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DTAN Sortino Ratio Rank: 5353
Sortino Ratio Rank
DTAN Omega Ratio Rank: 5151
Omega Ratio Rank
DTAN Calmar Ratio Rank: 4949
Calmar Ratio Rank
DTAN Martin Ratio Rank: 4848
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 9595
Overall Rank
JIVE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JIVE Omega Ratio Rank: 9696
Omega Ratio Rank
JIVE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JIVE Martin Ratio Rank: 9494
Martin Ratio Rank
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. JIVE - Risk-Adjusted Trends Comparison

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


DTANJIVEDifference

Sharpe ratio

Return per unit of total volatility

0.99

2.59

-1.60

Sortino ratio

Return per unit of downside risk

1.50

3.27

-1.78

Omega ratio

Gain probability vs. loss probability

1.20

1.51

-0.31

Calmar ratio

Return relative to maximum drawdown

1.41

3.69

-2.28

Martin ratio

Return relative to average drawdown

5.20

15.22

-10.03

DTAN vs. JIVE - Sharpe Ratio Comparison

The current DTAN Sharpe Ratio is 0.99, which is lower than the JIVE Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of DTAN and JIVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DTANJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.59

-1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.93

-0.98

Correlation

The correlation between DTAN and JIVE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DTAN vs. JIVE - Dividend Comparison

DTAN's dividend yield for the trailing twelve months is around 1.78%, less than JIVE's 2.67% yield.


TTM202520242023
DTAN
Sparkline International Intangible Value ETF
1.78%1.58%0.67%0.00%
JIVE
Jpmorgan International Value ETF
2.67%2.88%2.48%0.74%

Drawdowns

DTAN vs. JIVE - Drawdown Comparison

The maximum DTAN drawdown since its inception was -17.58%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for DTAN and JIVE.


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Drawdown Indicators


DTANJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-17.58%

-13.79%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-11.96%

-1.36%

Current Drawdown

Current decline from peak

-8.21%

-6.09%

-2.12%

Average Drawdown

Average peak-to-trough decline

-2.77%

-1.96%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.90%

+0.72%

Volatility

DTAN vs. JIVE - Volatility Comparison

Sparkline International Intangible Value ETF (DTAN) and Jpmorgan International Value ETF (JIVE) have volatilities of 7.12% and 7.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTANJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

7.00%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

11.11%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

19.29%

16.94%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.77%

14.85%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

14.85%

+2.92%