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ITDB vs. IRTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDB and IRTR 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.


-0.50.00.51.0
Correlation: 0.8

Performance

ITDB vs. IRTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2030 ETF (ITDB) and Ishares Lifepath Retirement ETF (IRTR). The values are adjusted to include any dividend payments, if applicable.

16.00%18.00%20.00%22.00%24.00%26.00%28.00%December2025FebruaryMarchAprilMay
24.93%
21.49%
ITDB
IRTR

Key characteristics

Sharpe Ratio

ITDB:

0.95

IRTR:

1.12

Sortino Ratio

ITDB:

1.38

IRTR:

1.67

Omega Ratio

ITDB:

1.19

IRTR:

1.23

Calmar Ratio

ITDB:

1.14

IRTR:

1.43

Martin Ratio

ITDB:

4.98

IRTR:

5.99

Ulcer Index

ITDB:

1.93%

IRTR:

1.50%

Daily Std Dev

ITDB:

10.09%

IRTR:

8.01%

Max Drawdown

ITDB:

-8.41%

IRTR:

-6.29%

Current Drawdown

ITDB:

-1.89%

IRTR:

-1.04%

Returns By Period

In the year-to-date period, ITDB achieves a 1.45% return, which is significantly lower than IRTR's 1.78% return.


ITDB

YTD

1.45%

1M

0.08%

6M

1.55%

1Y

10.56%

5Y*

N/A

10Y*

N/A

IRTR

YTD

1.78%

1M

0.03%

6M

1.82%

1Y

9.51%

5Y*

N/A

10Y*

N/A

*Annualized

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ITDB vs. IRTR - Expense Ratio Comparison

ITDB has a 0.09% expense ratio, which is higher than IRTR's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for ITDB: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITDB: 0.09%
Expense ratio chart for IRTR: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IRTR: 0.08%

Risk-Adjusted Performance

ITDB vs. IRTR — Risk-Adjusted Performance Rank

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

ITDB
The Risk-Adjusted Performance Rank of ITDB is 8080
Overall Rank
The Sharpe Ratio Rank of ITDB is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDB is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ITDB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ITDB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ITDB is 8484
Martin Ratio Rank

IRTR
The Risk-Adjusted Performance Rank of IRTR is 8484
Overall Rank
The Sharpe Ratio Rank of IRTR is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IRTR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of IRTR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IRTR is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IRTR is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ITDB vs. IRTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2030 ETF (ITDB) and Ishares Lifepath Retirement ETF (IRTR). 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.


The chart of Sharpe ratio for ITDB, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.00
ITDB: 0.95
IRTR: 1.12
The chart of Sortino ratio for ITDB, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.00
ITDB: 1.38
IRTR: 1.67
The chart of Omega ratio for ITDB, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
ITDB: 1.19
IRTR: 1.23
The chart of Calmar ratio for ITDB, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.00
ITDB: 1.14
IRTR: 1.43
The chart of Martin ratio for ITDB, currently valued at 4.98, compared to the broader market0.0020.0040.0060.00
ITDB: 4.98
IRTR: 5.99

The current ITDB Sharpe Ratio is 0.95, which is comparable to the IRTR Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ITDB and IRTR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.95
1.12
ITDB
IRTR

Dividends

ITDB vs. IRTR - Dividend Comparison

ITDB's dividend yield for the trailing twelve months is around 1.94%, less than IRTR's 3.14% yield.


TTM20242023
ITDB
Ishares Lifepath Target Date 2030 ETF
1.94%1.96%0.62%
IRTR
Ishares Lifepath Retirement ETF
3.14%3.02%0.85%

Drawdowns

ITDB vs. IRTR - Drawdown Comparison

The maximum ITDB drawdown since its inception was -8.41%, which is greater than IRTR's maximum drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for ITDB and IRTR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-1.89%
-1.04%
ITDB
IRTR

Volatility

ITDB vs. IRTR - Volatility Comparison

Ishares Lifepath Target Date 2030 ETF (ITDB) has a higher volatility of 7.10% compared to Ishares Lifepath Retirement ETF (IRTR) at 5.56%. This indicates that ITDB's price experiences larger fluctuations and is considered to be riskier than IRTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%December2025FebruaryMarchAprilMay
7.10%
5.56%
ITDB
IRTR