ITAN vs. VTV
Compare and contrast key facts about Sparkline Intangible Value ETF (ITAN) and Vanguard Value ETF (VTV).
ITAN and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITAN is an actively managed fund by EMPIRICAL FINANCE LLC. It was launched on Jun 29, 2021. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITAN or VTV.
Key characteristics
| ITAN | VTV | |
|---|---|---|
| YTD Return | 7.19% | 10.15% |
| 1Y Return | 27.50% | 22.05% |
| Sharpe Ratio | 2.20 | 2.27 |
| Daily Std Dev | 13.16% | 9.91% |
| Max Drawdown | -30.41% | -59.27% |
| Current Drawdown | -1.66% | 0.00% |
Correlation
The correlation between ITAN and VTV is 0.82, 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.
Performance
ITAN vs. VTV - Performance Comparison
In the year-to-date period, ITAN achieves a 7.19% return, which is significantly lower than VTV's 10.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ITAN vs. VTV - Expense Ratio Comparison
ITAN has a 0.50% expense ratio, which is higher than VTV's 0.04% expense ratio.
Risk-Adjusted Performance
ITAN vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sparkline Intangible Value ETF (ITAN) and Vanguard Value ETF (VTV). 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.
Dividends
ITAN vs. VTV - Dividend Comparison
ITAN's dividend yield for the trailing twelve months is around 1.06%, less than VTV's 2.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITAN Sparkline Intangible Value ETF | 1.06% | 1.01% | 0.57% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.36% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
ITAN vs. VTV - Drawdown Comparison
The maximum ITAN drawdown since its inception was -30.41%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for ITAN and VTV. For additional features, visit the drawdowns tool.
Volatility
ITAN vs. VTV - Volatility Comparison
Sparkline Intangible Value ETF (ITAN) has a higher volatility of 2.97% compared to Vanguard Value ETF (VTV) at 2.29%. This indicates that ITAN's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.