ITDD vs. ACWI
Compare and contrast key facts about Ishares Lifepath Target Date 2040 ETF (ITDD) and iShares MSCI ACWI ETF (ACWI).
ITDD and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITDD is an actively managed fund by iShares. It was launched on Oct 17, 2023. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008.
Performance
ITDD vs. ACWI - Performance Comparison
Loading graphics...
ITDD vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | -0.81% | 17.66% | 13.08% | 12.87% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 12.29% |
Returns By Period
In the year-to-date period, ITDD achieves a -0.81% return, which is significantly higher than ACWI's -2.21% return.
ITDD
- 1D
- 2.20%
- 1M
- -5.18%
- YTD
- -0.81%
- 6M
- 1.49%
- 1Y
- 16.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ITDD vs. ACWI - Expense Ratio Comparison
ITDD has a 0.11% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Return for Risk
ITDD vs. ACWI — Risk / Return Rank
ITDD
ACWI
ITDD vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2040 ETF (ITDD) and iShares MSCI ACWI ETF (ACWI). 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.
| ITDD | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.20 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.77 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.79 | 0.00 |
Martin ratioReturn relative to average drawdown | 8.20 | 8.26 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ITDD | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.20 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.56 | 0.39 | +1.17 |
Correlation
The correlation between ITDD and ACWI is 0.97, 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.
Dividends
ITDD vs. ACWI - Dividend Comparison
ITDD's dividend yield for the trailing twelve months is around 1.84%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 1.84% | 1.82% | 1.56% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
ITDD vs. ACWI - Drawdown Comparison
The maximum ITDD drawdown since its inception was -12.46%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ITDD and ACWI.
Loading graphics...
Drawdown Indicators
| ITDD | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.46% | -56.00% | +43.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -11.76% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.42% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.53% | — |
Current DrawdownCurrent decline from peak | -5.53% | -6.92% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -1.27% | -8.69% | +7.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.54% | -0.49% |
Volatility
ITDD vs. ACWI - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2040 ETF (ITDD) is 5.01%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 6.38%. This indicates that ITDD experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ITDD | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 6.38% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.48% | 10.05% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.21% | 17.48% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.45% | 15.97% | -4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.45% | 17.08% | -5.63% |