ITDB vs. ITDA
Compare and contrast key facts about Ishares Lifepath Target Date 2030 ETF (ITDB) and Ishares Lifepath Target Date 2025 ETF (ITDA).
ITDB and ITDA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITDB is an actively managed fund by iShares. It was launched on Oct 17, 2023. ITDA is an actively managed fund by iShares. It was launched on Oct 17, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDB or ITDA.
Key characteristics
| ITDB | ITDA | |
|---|---|---|
| YTD Return | 10.80% | 8.69% |
| 1Y Return | 17.97% | 15.20% |
| Sharpe Ratio | 2.65 | 2.61 |
| Sortino Ratio | 3.88 | 3.92 |
| Omega Ratio | 1.50 | 1.49 |
| Calmar Ratio | 5.08 | 5.01 |
| Martin Ratio | 17.07 | 16.30 |
| Ulcer Index | 1.19% | 1.06% |
| Daily Std Dev | 7.65% | 6.62% |
| Max Drawdown | -3.99% | -3.44% |
| Current Drawdown | -1.20% | -1.49% |
Correlation
The correlation between ITDB and ITDA is 0.98, 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
ITDB vs. ITDA - Performance Comparison
In the year-to-date period, ITDB achieves a 10.80% return, which is significantly higher than ITDA's 8.69% 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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ITDB vs. ITDA - Expense Ratio Comparison
Both ITDB and ITDA 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
ITDB vs. ITDA - 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 Target Date 2025 ETF (ITDA). 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
ITDB vs. ITDA - Dividend Comparison
ITDB's dividend yield for the trailing twelve months is around 0.56%, less than ITDA's 3.01% yield.
| TTM | 2023 | |
|---|---|---|
ITDB Ishares Lifepath Target Date 2030 ETF | 0.56% | 0.62% |
ITDA Ishares Lifepath Target Date 2025 ETF | 3.01% | 0.87% |
Drawdowns
ITDB vs. ITDA - Drawdown Comparison
The maximum ITDB drawdown since its inception was -3.99%, which is greater than ITDA's maximum drawdown of -3.44%. Use the drawdown chart below to compare losses from any high point for ITDB and ITDA. For additional features, visit the drawdowns tool.
Volatility
ITDB vs. ITDA - Volatility Comparison
Ishares Lifepath Target Date 2030 ETF (ITDB) has a higher volatility of 2.17% compared to Ishares Lifepath Target Date 2025 ETF (ITDA) at 1.78%. This indicates that ITDB's price experiences larger fluctuations and is considered to be riskier than ITDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.