IRTR vs. ITDC
IRTR (iShares LifePath Retirement ETF) and ITDC (Ishares Lifepath Target Date 2035 ETF) are both Target Retirement Date funds from iShares. Both are actively managed. Over the past year, IRTR returned 13.71% vs 19.48% for ITDC. Their correlation of 0.94 suggests significant overlap in exposure. IRTR charges 0.08%/yr vs 0.10%/yr for ITDC.
Performance
IRTR vs. ITDC - Performance Comparison
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Returns By Period
In the year-to-date period, IRTR achieves a 5.18% return, which is significantly lower than ITDC's 7.98% return.
IRTR
- 1D
- -0.21%
- 1M
- 0.85%
- YTD
- 5.18%
- 6M
- 5.24%
- 1Y
- 13.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDC
- 1D
- -0.18%
- 1M
- 1.19%
- YTD
- 7.98%
- 6M
- 7.78%
- 1Y
- 19.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IRTR vs. ITDC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IRTR iShares LifePath Retirement ETF | 5.18% | 12.70% | 7.59% | 11.03% |
ITDC Ishares Lifepath Target Date 2035 ETF | 7.98% | 16.10% | 11.41% | 12.40% |
Correlation
The correlation between IRTR and ITDC is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.94 |
The correlation between IRTR and ITDC has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
IRTR vs. ITDC — Risk / Return Rank
IRTR
ITDC
IRTR vs. ITDC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Retirement ETF (IRTR) and Ishares Lifepath Target Date 2035 ETF (ITDC). 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.
| IRTR | ITDC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.95 | -0.09 |
| Martin ratioReturn relative to average drawdown | 12.37 | 12.89 | -0.51 |
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Drawdowns
IRTR vs. ITDC - Drawdown Comparison
The maximum IRTR drawdown since its inception was -6.29%, smaller than the maximum ITDC drawdown of -10.39%. Use the drawdown chart below to compare losses from any high point for IRTR and ITDC.
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Drawdown Indicators
| IRTR | ITDC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.29% | -10.39% | +4.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.82% | -6.63% | +1.81% |
Current DrawdownCurrent decline from peak | -0.37% | -0.38% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -0.78% | -1.08% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.52% | -0.41% |
Volatility
IRTR vs. ITDC - Volatility Comparison
The current volatility for iShares LifePath Retirement ETF (IRTR) is 2.43%, while Ishares Lifepath Target Date 2035 ETF (ITDC) has a volatility of 3.35%. This indicates that IRTR experiences smaller price fluctuations and is considered to be less risky than ITDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRTR | ITDC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 3.35% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 5.27% | 7.47% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.32% | 9.02% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.11% | 10.13% | -3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.11% | 10.13% | -3.02% |
IRTR vs. ITDC - Expense Ratio Comparison
IRTR has a 0.08% expense ratio, which is lower than ITDC's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IRTR vs. ITDC - Dividend Comparison
IRTR's dividend yield for the trailing twelve months is around 2.99%, more than ITDC's 1.87% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IRTR iShares LifePath Retirement ETF | 2.99% | 3.03% | 3.03% | 0.85% |
ITDC Ishares Lifepath Target Date 2035 ETF | 1.87% | 2.02% | 1.93% | 0.84% |
Frequently Asked Questions
With a correlation of 0.95, IRTR and ITDC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ITDC has higher volatility (3.35%) compared to IRTR (2.43%). In terms of maximum drawdown, IRTR dropped -6.29% vs ITDC's -10.39%.
On 1-year performance, ITDC leads with 19.48% vs 13.71% for IRTR. On fees, IRTR is cheaper at 0.08% per year. On volatility, IRTR has been the lower-risk option at 2.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDC has performed better with a 19.48% return vs 13.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IRTR is cheaper with a 0.08% expense ratio, compared with 0.10% for ITDC.
IRTR has the higher dividend yield at 2.99%, compared with 1.87% for ITDC.
Their fees differ too: 0.08% for IRTR and 0.10% for ITDC.
IRTR currently has the higher Sharpe Ratio (2.18 vs 2.17), 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.
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