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ITDA vs. IETC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDA and IETC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ITDA vs. IETC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2025 ETF (ITDA) and iShares Evolved U.S. Technology ETF (IETC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
4.20%
13.98%
ITDA
IETC

Key characteristics

Returns By Period


ITDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IETC

YTD

38.67%

1M

4.55%

6M

13.97%

1Y

38.67%

5Y*

22.36%

10Y*

N/A

*Annualized

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ITDA vs. IETC - Expense Ratio Comparison

ITDA has a 0.09% expense ratio, which is lower than IETC's 0.18% 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%.


IETC
iShares Evolved U.S. Technology ETF
Expense ratio chart for IETC: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for ITDA: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

ITDA vs. IETC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2025 ETF (ITDA) and iShares Evolved U.S. Technology ETF (IETC). 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.


Sharpe ratio
The chart of Sharpe ratio for ITDA, currently valued at 1.31, compared to the broader market0.002.004.001.321.92
The chart of Sortino ratio for ITDA, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.902.53
The chart of Omega ratio for ITDA, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.34
The chart of Calmar ratio for ITDA, currently valued at 2.29, compared to the broader market0.005.0010.0015.002.293.30
The chart of Martin ratio for ITDA, currently valued at 6.31, compared to the broader market0.0020.0040.0060.0080.00100.006.3112.46
ITDA
IETC


Rolling 12-month Sharpe Ratio1.502.002.503.00Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29
1.32
1.92
ITDA
IETC

Dividends

ITDA vs. IETC - Dividend Comparison

ITDA has not paid dividends to shareholders, while IETC's dividend yield for the trailing twelve months is around 0.51%.


TTM202320222021202020192018
ITDA
Ishares Lifepath Target Date 2025 ETF
2.21%0.58%0.00%0.00%0.00%0.00%0.00%
IETC
iShares Evolved U.S. Technology ETF
0.51%0.79%0.92%0.73%0.48%0.79%1.27%

Drawdowns

ITDA vs. IETC - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-2.01%
-3.58%
ITDA
IETC

Volatility

ITDA vs. IETC - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2025 ETF (ITDA) is 0.00%, while iShares Evolved U.S. Technology ETF (IETC) has a volatility of 6.94%. This indicates that ITDA experiences smaller price fluctuations and is considered to be less risky than IETC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember0
6.94%
ITDA
IETC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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