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

Correlation

The correlation between ITDB and ITDG is 0.93, 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: 0.9

Performance

ITDB vs. ITDG - 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 2055 ETF (ITDG). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
21.21%
27.14%
ITDB
ITDG

Key characteristics

Sharpe Ratio

ITDB:

0.79

ITDG:

0.48

Sortino Ratio

ITDB:

1.16

ITDG:

0.80

Omega Ratio

ITDB:

1.16

ITDG:

1.11

Calmar Ratio

ITDB:

0.95

ITDG:

0.50

Martin Ratio

ITDB:

4.24

ITDG:

2.35

Ulcer Index

ITDB:

1.88%

ITDG:

3.55%

Daily Std Dev

ITDB:

10.09%

ITDG:

17.52%

Max Drawdown

ITDB:

-8.41%

ITDG:

-16.60%

Current Drawdown

ITDB:

-4.82%

ITDG:

-9.45%

Returns By Period

In the year-to-date period, ITDB achieves a -1.57% return, which is significantly higher than ITDG's -4.47% return.


ITDB

YTD

-1.57%

1M

-3.13%

6M

-2.78%

1Y

7.62%

5Y*

N/A

10Y*

N/A

ITDG

YTD

-4.47%

1M

-4.90%

6M

-5.54%

1Y

7.90%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ITDB vs. ITDG - Expense Ratio Comparison

ITDB has a 0.09% expense ratio, which is lower than ITDG's 0.11% 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%.


ITDG
Ishares Lifepath Target Date 2055 ETF
Expense ratio chart for ITDG: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITDG: 0.11%
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%

Risk-Adjusted Performance

ITDB vs. ITDG — 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 7979
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 7777
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

ITDG
The Risk-Adjusted Performance Rank of ITDG is 6767
Overall Rank
The Sharpe Ratio Rank of ITDG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ITDG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ITDG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ITDG is 7171
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. ITDG - 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 2055 ETF (ITDG). 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 0.79, compared to the broader market-1.000.001.002.003.004.00
ITDB: 0.79
ITDG: 0.48
The chart of Sortino ratio for ITDB, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
ITDB: 1.16
ITDG: 0.80
The chart of Omega ratio for ITDB, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
ITDB: 1.16
ITDG: 1.11
The chart of Calmar ratio for ITDB, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.0012.00
ITDB: 0.95
ITDG: 0.50
The chart of Martin ratio for ITDB, currently valued at 4.24, compared to the broader market0.0020.0040.0060.00
ITDB: 4.24
ITDG: 2.35

The current ITDB Sharpe Ratio is 0.79, which is higher than the ITDG Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of ITDB and ITDG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.79
0.48
ITDB
ITDG

Dividends

ITDB vs. ITDG - Dividend Comparison

ITDB's dividend yield for the trailing twelve months is around 2.00%, more than ITDG's 1.50% yield.


TTM20242023
ITDB
Ishares Lifepath Target Date 2030 ETF
2.00%1.96%0.62%
ITDG
Ishares Lifepath Target Date 2055 ETF
1.50%1.44%0.84%

Drawdowns

ITDB vs. ITDG - Drawdown Comparison

The maximum ITDB drawdown since its inception was -8.41%, smaller than the maximum ITDG drawdown of -16.60%. Use the drawdown chart below to compare losses from any high point for ITDB and ITDG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.82%
-9.45%
ITDB
ITDG

Volatility

ITDB vs. ITDG - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2030 ETF (ITDB) is 6.96%, while Ishares Lifepath Target Date 2055 ETF (ITDG) has a volatility of 12.68%. This indicates that ITDB experiences smaller price fluctuations and is considered to be less risky than ITDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.96%
12.68%
ITDB
ITDG
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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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