ITDA vs. SPY
Compare and contrast key facts about Ishares Lifepath Target Date 2025 ETF (ITDA) and SPDR S&P 500 ETF (SPY).
ITDA and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITDA is an actively managed fund by iShares. It was launched on Oct 17, 2023. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDA or SPY.
Key characteristics
| ITDA | SPY | |
|---|---|---|
| YTD Return | 9.56% | 27.16% |
| 1Y Return | 18.16% | 37.73% |
| Sharpe Ratio | 2.86 | 3.25 |
| Sortino Ratio | 4.30 | 4.32 |
| Omega Ratio | 1.55 | 1.61 |
| Calmar Ratio | 5.49 | 4.74 |
| Martin Ratio | 17.97 | 21.51 |
| Ulcer Index | 1.05% | 1.85% |
| Daily Std Dev | 6.59% | 12.20% |
| Max Drawdown | -3.44% | -55.19% |
| Current Drawdown | -0.70% | 0.00% |
Correlation
The correlation between ITDA and SPY is 0.79, 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
ITDA vs. SPY - Performance Comparison
In the year-to-date period, ITDA achieves a 9.56% return, which is significantly lower than SPY's 27.16% 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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ITDA vs. SPY - Expense Ratio Comparison
Both ITDA and SPY have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
ITDA vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2025 ETF (ITDA) and SPDR S&P 500 ETF (SPY). 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
ITDA vs. SPY - Dividend Comparison
ITDA's dividend yield for the trailing twelve months is around 2.99%, more than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDA Ishares Lifepath Target Date 2025 ETF | 2.99% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ITDA vs. SPY - Drawdown Comparison
The maximum ITDA drawdown since its inception was -3.44%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ITDA and SPY. For additional features, visit the drawdowns tool.
Volatility
ITDA vs. SPY - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2025 ETF (ITDA) is 1.69%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.92%. This indicates that ITDA experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.