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

Correlation

The correlation between ITDB and ITDA is 0.94, 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.


-0.50.00.51.00.9

Performance

ITDB vs. ITDA - 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 Target Date 2025 ETF (ITDA). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember
4.71%
4.19%
ITDB
ITDA

Key characteristics

Returns By Period


ITDB

YTD

9.95%

1M

-2.36%

6M

4.70%

1Y

9.95%

5Y*

N/A

10Y*

N/A

ITDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


ITDB
Ishares Lifepath Target Date 2030 ETF
Expense ratio chart for ITDB: 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%
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

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.


Sharpe ratio
The chart of Sharpe ratio for ITDB, currently valued at 1.28, compared to the broader market0.002.004.001.281.32
The chart of Sortino ratio for ITDB, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.0010.001.801.90
The chart of Omega ratio for ITDB, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.25
The chart of Calmar ratio for ITDB, currently valued at 2.43, compared to the broader market0.005.0010.0015.002.432.29
The chart of Martin ratio for ITDB, currently valued at 7.44, compared to the broader market0.0020.0040.0060.0080.00100.007.446.31
ITDB
ITDA


Rolling 12-month Sharpe Ratio1.502.002.503.00Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29
1.28
1.32
ITDB
ITDA

Dividends

ITDB vs. ITDA - Dividend Comparison

ITDB's dividend yield for the trailing twelve months is around 1.96%, while ITDA has not paid dividends to shareholders.


TTM2023
ITDB
Ishares Lifepath Target Date 2030 ETF
1.96%0.62%
ITDA
Ishares Lifepath Target Date 2025 ETF
2.21%0.58%

Drawdowns

ITDB vs. ITDA - Drawdown Comparison


-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember
-2.97%
-2.01%
ITDB
ITDA

Volatility

ITDB vs. ITDA - Volatility Comparison

Ishares Lifepath Target Date 2030 ETF (ITDB) has a higher volatility of 2.54% compared to Ishares Lifepath Target Date 2025 ETF (ITDA) at 0.00%. 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.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%AugustSeptemberOctoberNovemberDecember
2.54%
0
ITDB
ITDA
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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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