ITDC vs. IWM
ITDC (Ishares Lifepath Target Date 2035 ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - ITDC is a Target Retirement Date fund actively managed by iShares, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. ITDC is actively managed, while IWM is passively managed. Over the past year, ITDC returned 17.50% vs 40.90% for IWM. Their correlation of 0.82 suggests significant overlap in exposure. ITDC charges 0.10%/yr vs 0.19%/yr for IWM.
Performance
ITDC vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, ITDC achieves a 6.85% return, which is significantly lower than IWM's 20.47% return.
ITDC
- 1D
- -1.04%
- 1M
- 0.13%
- YTD
- 6.85%
- 6M
- 6.35%
- 1Y
- 17.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWM
- 1D
- -0.96%
- 1M
- 3.82%
- YTD
- 20.47%
- 6M
- 17.64%
- 1Y
- 40.90%
- 3Y*
- 19.22%
- 5Y*
- 6.27%
- 10Y*
- 11.58%
ITDC vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDC Ishares Lifepath Target Date 2035 ETF | 6.85% | 16.10% | 11.41% | 12.40% |
IWM iShares Russell 2000 ETF | 20.47% | 12.66% | 11.38% | 17.56% |
Correlation
The correlation between ITDC and IWM is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.82 |
The correlation between ITDC and IWM has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.
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Return for Risk
ITDC vs. IWM — Risk / Return Rank
ITDC
IWM
ITDC vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2035 ETF (ITDC) and iShares Russell 2000 ETF (IWM). 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 | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.73 | -1.08 |
| Martin ratioReturn relative to average drawdown | 11.56 | 13.18 | -1.62 |
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Drawdowns
ITDC vs. IWM - Drawdown Comparison
The maximum ITDC drawdown since its inception was -10.39%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ITDC and IWM.
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Drawdown Indicators
| ITDC | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.39% | -59.05% | +48.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -11.03% | +4.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.91% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -1.42% | -0.96% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -1.08% | -10.75% | +9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 3.11% | -1.59% |
Volatility
ITDC vs. IWM - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2035 ETF (ITDC) is 3.52%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.56%. This indicates that ITDC experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDC | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 6.56% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 14.31% | -6.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.07% | 19.74% | -10.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 22.61% | -12.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.15% | 23.06% | -12.91% |
ITDC vs. IWM - Expense Ratio Comparison
ITDC has a 0.10% expense ratio, which is lower than IWM's 0.19% 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%.
Dividends
ITDC vs. IWM - Dividend Comparison
ITDC's dividend yield for the trailing twelve months is around 1.89%, more than IWM's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDC Ishares Lifepath Target Date 2035 ETF | 1.89% | 2.02% | 1.93% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 0.90% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Frequently Asked Questions
ITDC and IWM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWM has higher volatility (6.56%) compared to ITDC (3.52%). In terms of maximum drawdown, ITDC dropped -10.39% vs IWM's -59.05%.
On 1-year performance, IWM leads with 40.90% vs 17.50% for ITDC. On fees, ITDC is cheaper at 0.10% per year. On volatility, ITDC has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IWM has performed better with a 40.90% return vs 17.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDC is cheaper with a 0.10% expense ratio, compared with 0.19% for IWM.
ITDC has the higher dividend yield at 1.89%, compared with 0.90% for IWM.
ITDC is categorized as Target Retirement Date, while IWM is Small Cap Blend Equities. Their fees differ too: 0.10% for ITDC and 0.19% for IWM.
IWM currently has the higher Sharpe Ratio (2.08 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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