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

Correlation

The correlation between ITDB and ITDC is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ITDB vs. ITDC - 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 2035 ETF (ITDC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ITDB:

2.32%

ITDC:

3.17%

Max Drawdown

ITDB:

-0.21%

ITDC:

-0.26%

Current Drawdown

ITDB:

-0.07%

ITDC:

-0.03%

Returns By Period


ITDB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ITDC

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. ITDC - Expense Ratio Comparison

ITDB has a 0.09% expense ratio, which is lower than ITDC's 0.10% 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%.


Risk-Adjusted Performance

ITDB vs. ITDC — 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 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDB is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ITDB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ITDB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ITDB is 8383
Martin Ratio Rank

ITDC
The Risk-Adjusted Performance Rank of ITDC is 7777
Overall Rank
The Sharpe Ratio Rank of ITDC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDC is 7474
Sortino Ratio Rank
The Omega Ratio Rank of ITDC is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ITDC is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ITDC is 8181
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. ITDC - 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 2035 ETF (ITDC). 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.



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Dividends

ITDB vs. ITDC - Dividend Comparison

ITDB's dividend yield for the trailing twelve months is around 1.93%, more than ITDC's 1.89% yield.


Drawdowns

ITDB vs. ITDC - Drawdown Comparison

The maximum ITDB drawdown since its inception was -0.21%, smaller than the maximum ITDC drawdown of -0.26%. Use the drawdown chart below to compare losses from any high point for ITDB and ITDC. For additional features, visit the drawdowns tool.


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Volatility

ITDB vs. ITDC - Volatility Comparison


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