ITDC vs. ITDB
ITDC (Ishares Lifepath Target Date 2035 ETF) and ITDB (Ishares Lifepath Target Date 2030 ETF) are both Target Retirement Date funds from iShares. Both are actively managed. Over the past year, ITDC returned 17.50% vs 14.73% for ITDB. With a 0.97 correlation, they move nearly in lockstep. ITDC charges 0.10%/yr vs 0.09%/yr for ITDB.
Performance
ITDC vs. ITDB - Performance Comparison
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Returns By Period
In the year-to-date period, ITDC achieves a 6.85% return, which is significantly higher than ITDB's 5.52% return.
ITDC
- 1D
- -1.04%
- 1M
- 0.13%
- YTD
- 6.85%
- 6M
- 6.35%
- 1Y
- 17.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDB
- 1D
- -0.83%
- 1M
- 0.12%
- YTD
- 5.52%
- 6M
- 5.24%
- 1Y
- 14.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDC vs. ITDB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDC Ishares Lifepath Target Date 2035 ETF | 6.85% | 16.10% | 11.41% | 12.40% |
ITDB Ishares Lifepath Target Date 2030 ETF | 5.52% | 14.58% | 9.65% | 11.73% |
Correlation
The correlation between ITDC and ITDB is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.97 |
The correlation between ITDC and ITDB has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
ITDC vs. ITDB — Risk / Return Rank
ITDC
ITDB
ITDC vs. ITDB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2035 ETF (ITDC) and Ishares Lifepath Target Date 2030 ETF (ITDB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ITDC | ITDB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 2.61 | +0.04 |
| Martin ratioReturn relative to average drawdown | 11.56 | 11.28 | +0.28 |
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Drawdowns
ITDC vs. ITDB - Drawdown Comparison
The maximum ITDC drawdown since its inception was -10.39%, which is greater than ITDB's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for ITDC and ITDB.
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Drawdown Indicators
| ITDC | ITDB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.39% | -8.41% | -1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -5.66% | -0.97% |
Current DrawdownCurrent decline from peak | -1.42% | -1.22% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -0.94% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.31% | +0.21% |
Volatility
ITDC vs. ITDB - Volatility Comparison
Ishares Lifepath Target Date 2035 ETF (ITDC) has a higher volatility of 3.52% compared to Ishares Lifepath Target Date 2030 ETF (ITDB) at 2.92%. This indicates that ITDC's price experiences larger fluctuations and is considered to be riskier than ITDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDC | ITDB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 2.92% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 6.40% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 7.62% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 8.68% | +1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.15% | 8.68% | +1.47% |
ITDC vs. ITDB - Expense Ratio Comparison
ITDC has a 0.10% expense ratio, which is higher than ITDB's 0.09% 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%.
Dividends
ITDC vs. ITDB - Dividend Comparison
ITDC's dividend yield for the trailing twelve months is around 1.89%, less than ITDB's 1.94% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITDB Ishares Lifepath Target Date 2030 ETF | 1.94% | 2.05% | 1.96% | 0.62% |
ITDC Ishares Lifepath Target Date 2035 ETF | 1.89% | 2.02% | 1.93% | 0.84% |
Frequently Asked Questions
With a correlation of 0.98, ITDC and ITDB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
ITDC has higher volatility (3.52%) compared to ITDB (2.92%). In terms of maximum drawdown, ITDC dropped -10.39% vs ITDB's -8.41%.
On 1-year performance, ITDC leads with 17.50% vs 14.73% for ITDB. On fees, ITDB is cheaper at 0.09% per year. On volatility, ITDB has been the lower-risk option at 2.92%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDC has performed better with a 17.50% return vs 14.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDB is cheaper with a 0.09% expense ratio, compared with 0.10% for ITDC.
ITDB has the higher dividend yield at 1.94%, compared with 1.89% for ITDC.
Their fees differ too: 0.10% for ITDC and 0.09% for ITDB.
ITDB currently has the higher Sharpe Ratio (1.95 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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