ITAN vs. JHDV

Last updated Jun 24, 2026

ITAN (Sparkline Intangible Value ETF) and JHDV (John Hancock U.S. High Dividend ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, ITAN returned 21.84%/yr vs 21.99%/yr for JHDV. Their correlation of 0.89 suggests significant overlap in exposure. ITAN charges 0.50%/yr vs 0.34%/yr for JHDV.

Performance

ITAN vs. JHDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sparkline Intangible Value ETF (ITAN) and John Hancock U.S. High Dividend ETF (JHDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITAN achieves a 11.81% return, which is significantly lower than JHDV's 19.25% return.

ITAN

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

JHDV

• 1D: 0.39%
• 1M: 2.63%
• YTD: 19.25%
• 6M: 18.72%
• 1Y: 33.01%
• 3Y*: 21.99%
• 5Y*: —
• 10Y*: —

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

ITAN vs. JHDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ITAN Sparkline Intangible Value ETF	11.81%	20.46%	17.76%	34.58%	5.99%
JHDV John Hancock U.S. High Dividend ETF	19.25%	14.76%	20.25%	15.99%	6.99%

Correlation

The correlation between ITAN and JHDV is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Sep 28, 2022	0.89

The correlation between ITAN and JHDV has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.

Return for Risk

ITAN vs. JHDV — Risk / Return Rank

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

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

JHDV

JHDV Risk / Return Rank: 84
JHDV Sharpe Ratio Rank: 87
JHDV Sortino Ratio Rank: 86
JHDV Omega Ratio Rank: 84
JHDV Calmar Ratio Rank: 80
JHDV Martin Ratio Rank: 84

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.

ITAN vs. JHDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sparkline Intangible Value ETF (ITAN) and John Hancock U.S. High Dividend ETF (JHDV). 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.

	ITAN	JHDV	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.74	-0.49
Sortino ratio: Return per unit of downside risk	3.06	3.68	-0.62
Omega ratio: Gain probability vs. loss probability	1.38	1.48	-0.10
Calmar ratio: Return relative to maximum drawdown	3.67	4.02	-0.35
Martin ratio: Return relative to average drawdown	13.64	16.43	-2.79

ITAN vs. JHDV - Sharpe Ratio Comparison

The current ITAN Sharpe Ratio is 2.25, which is comparable to the JHDV Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of ITAN and JHDV, 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

ITAN vs. JHDV - Drawdown Comparison

The maximum ITAN drawdown since its inception was -30.41%, which is greater than JHDV's maximum drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for ITAN and JHDV.

Drawdown Indicators

	ITAN	JHDV	Difference
Max Drawdown Largest peak-to-trough decline	-30.41%	-18.97%	-11.44%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-8.26%	-0.77%
Max Drawdown (3Y) Largest decline over 3 years	-20.47%	-18.97%	-1.50%
Current Drawdown Current decline from peak	-3.97%	-0.63%	-3.34%
Average Drawdown Average peak-to-trough decline	-7.56%	-2.61%	-4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	2.01%	+0.41%

Volatility

ITAN vs. JHDV - Volatility Comparison

Sparkline Intangible Value ETF (ITAN) has a higher volatility of 5.16% compared to John Hancock U.S. High Dividend ETF (JHDV) at 4.17%. This indicates that ITAN's price experiences larger fluctuations and is considered to be riskier than JHDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITAN	JHDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	4.17%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	9.48%	+1.58%
Volatility (1Y) Calculated over the trailing 1-year period	14.73%	12.13%	+2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.04%	15.70%	+3.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.04%	15.70%	+3.34%

ITAN vs. JHDV - Expense Ratio Comparison

ITAN has a 0.50% expense ratio, which is higher than JHDV's 0.34% expense ratio.

Dividends

ITAN vs. JHDV - Dividend Comparison

ITAN's dividend yield for the trailing twelve months is around 1.03%, less than JHDV's 1.98% yield.

Position	TTM	2025	2024	2023	2022	2021
ITAN Sparkline Intangible Value ETF	1.03%	0.94%	1.14%	1.01%	0.57%	0.45%
JHDV John Hancock U.S. High Dividend ETF	1.98%	2.40%	2.50%	2.77%	0.85%	0.00%

Frequently Asked Questions

Can I hold both ITAN and JHDV in my portfolio?

ITAN and JHDV have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITAN or JHDV?

ITAN has higher volatility (5.16%) compared to JHDV (4.17%). In terms of maximum drawdown, ITAN dropped -30.41% vs JHDV's -18.97%.

Which ETF is better, ITAN or JHDV?

On 3-year performance, JHDV leads with 21.99% vs 21.84% for ITAN. On fees, JHDV is cheaper at 0.34% per year. On volatility, JHDV has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITAN or JHDV?

Over the 3-year period, JHDV has performed better with a 21.99% return vs 21.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITAN or JHDV?

JHDV is cheaper with a 0.34% expense ratio, compared with 0.50% for ITAN.

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

JHDV has the higher dividend yield at 1.98%, compared with 1.03% for ITAN.

What is the main difference between ITAN and JHDV?

They also come from different issuers: Sparkline Capital and John Hancock. Their fees differ too: 0.50% for ITAN and 0.34% for JHDV.

Which has better risk-adjusted returns?

JHDV currently has the higher Sharpe Ratio (2.74 vs 2.25), 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.