ITDC vs. LDDR

Last updated Jun 4, 2026

ITDC (Ishares Lifepath Target Date 2035 ETF) and LDDR (LifeX 2035 Income Bucket ETF) are both Target Retirement Date funds. Both are actively managed. Over the past year, ITDC returned 19.52% vs 3.60% for LDDR. At a 0.30 correlation, their price movements are largely independent. ITDC charges 0.10%/yr vs 0.25%/yr for LDDR.

Performance

ITDC vs. LDDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2035 ETF (ITDC) and LifeX 2035 Income Bucket ETF (LDDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDC achieves a 7.85% return, which is significantly higher than LDDR's -0.24% return.

ITDC

• 1D: -0.50%
• 1M: 3.02%
• YTD: 7.85%
• 6M: 8.24%
• 1Y: 19.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LDDR

• 1D: -0.14%
• 1M: -0.06%
• YTD: -0.24%
• 6M: -0.43%
• 1Y: 3.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDC vs. LDDR - Yearly Performance Comparison

	2026 (YTD)	2025
ITDC Ishares Lifepath Target Date 2035 ETF	7.85%	15.28%
LDDR LifeX 2035 Income Bucket ETF	-0.24%	6.74%

Correlation

The correlation between ITDC and LDDR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025	0.30

The correlation between ITDC and LDDR shifts across timeframes, from 0.30 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

ITDC vs. LDDR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ITDC

ITDC Risk / Return Rank: 68
ITDC Sharpe Ratio Rank: 69
ITDC Sortino Ratio Rank: 70
ITDC Omega Ratio Rank: 71
ITDC Calmar Ratio Rank: 60
ITDC Martin Ratio Rank: 70

LDDR

LDDR Risk / Return Rank: 31
LDDR Sharpe Ratio Rank: 32
LDDR Sortino Ratio Rank: 32
LDDR Omega Ratio Rank: 30
LDDR Calmar Ratio Rank: 30
LDDR Martin Ratio Rank: 30

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITDC vs. LDDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2035 ETF (ITDC) and LifeX 2035 Income Bucket ETF (LDDR). 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.

	ITDC	LDDR	Difference
Sharpe ratio Return per unit of total volatility	2.28	1.12	+1.17
Sortino ratio Return per unit of downside risk	3.24	1.70	+1.54
Omega ratio Gain probability vs. loss probability	1.43	1.20	+0.23
Calmar ratio Return relative to maximum drawdown	2.96	1.45	+1.51
Martin ratio Return relative to average drawdown	13.15	4.30	+8.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDC vs. LDDR - Sharpe Ratio Comparison

The current ITDC Sharpe Ratio is 2.28, which is higher than the LDDR Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ITDC and LDDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ITDC	LDDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	1.12	+1.17
Sharpe Ratio (All Time) Calculated using the full available price history	1.88	1.15	+0.73

Drawdowns

ITDC vs. LDDR - Drawdown Comparison

The maximum ITDC drawdown since its inception was -10.39%, which is greater than LDDR's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for ITDC and LDDR.

Drawdown Indicators

	ITDC	LDDR	Difference
Max Drawdown Largest peak-to-trough decline	-10.39%	-2.50%	-7.89%
Max Drawdown (1Y) Largest decline over 1 year	-6.63%	-2.50%	-4.13%
Current Drawdown Current decline from peak	-0.50%	-1.77%	+1.27%
Average Drawdown Average peak-to-trough decline	-1.08%	-0.68%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	0.84%	+0.65%

Volatility

ITDC vs. LDDR - Volatility Comparison

Ishares Lifepath Target Date 2035 ETF (ITDC) has a higher volatility of 2.82% compared to LifeX 2035 Income Bucket ETF (LDDR) at 1.00%. This indicates that ITDC's price experiences larger fluctuations and is considered to be riskier than LDDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITDC	LDDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	1.00%	+1.82%
Volatility (6M) Calculated over the trailing 6-month period	6.92%	2.18%	+4.74%
Volatility (1Y) Calculated over the trailing 1-year period	8.58%	3.23%	+5.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.05%	4.02%	+6.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.05%	4.02%	+6.03%

ITDC vs. LDDR - Expense Ratio Comparison

ITDC has a 0.10% expense ratio, which is lower than LDDR's 0.25% 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. LDDR - Dividend Comparison

ITDC's dividend yield for the trailing twelve months is around 1.88%, less than LDDR's 12.68% yield.

Position	TTM	2025	2024	2023
ITDC Ishares Lifepath Target Date 2035 ETF	1.88%	2.02%	1.93%	0.84%
LDDR LifeX 2035 Income Bucket ETF	12.68%	14.63%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ITDC and LDDR in my portfolio?

ITDC and LDDR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITDC or LDDR?

ITDC has higher volatility (2.82%) compared to LDDR (1.00%). In terms of maximum drawdown, ITDC dropped -10.39% vs LDDR's -2.50%.

Which ETF is better, ITDC or LDDR?

On 1-year performance, ITDC leads with 19.52% vs 3.60% for LDDR. On fees, ITDC is cheaper at 0.10% per year. On volatility, LDDR has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDC or LDDR?

Over the 1-year period, ITDC has performed better with a 19.52% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDC or LDDR?

ITDC is cheaper with a 0.10% expense ratio, compared with 0.25% for LDDR.

Which ETF pays a higher dividend yield, ITDC or LDDR?

LDDR has the higher dividend yield at 12.68%, compared with 1.88% for ITDC.

What is the main difference between ITDC and LDDR?

They also come from different issuers: iShares and STONE RIDGE. Their fees differ too: 0.10% for ITDC and 0.25% for LDDR.

Which has better risk-adjusted returns?

ITDC currently has the higher Sharpe Ratio (2.28 vs 1.12), 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.