ITDD vs. IYF
ITDD (Ishares Lifepath Target Date 2040 ETF) and IYF (iShares U.S. Financials ETF) are both exchange-traded funds - ITDD is a Target Retirement Date fund actively managed by iShares, while IYF is a Financials Equities fund tracking the Dow Jones U.S. Financials Index. ITDD is actively managed, while IYF is passively managed. Over the past year, ITDD returned 19.39% vs 9.39% for IYF. A 0.65 correlation means they provide meaningful diversification when combined. ITDD charges 0.11%/yr vs 0.42%/yr for IYF.
Performance
ITDD vs. IYF - Performance Comparison
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Returns By Period
In the year-to-date period, ITDD achieves a 8.49% return, which is significantly higher than IYF's -0.23% return.
ITDD
- 1D
- 0.38%
- 1M
- -0.51%
- YTD
- 8.49%
- 6M
- 7.61%
- 1Y
- 19.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYF
- 1D
- -0.44%
- 1M
- 3.38%
- YTD
- -0.23%
- 6M
- -1.90%
- 1Y
- 9.39%
- 3Y*
- 22.61%
- 5Y*
- 11.03%
- 10Y*
- 14.06%
ITDD vs. IYF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 8.49% | 17.66% | 13.08% | 12.87% |
IYF iShares U.S. Financials ETF | -0.23% | 18.25% | 31.30% | 15.27% |
Correlation
The correlation between ITDD and IYF is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.65 |
The correlation between ITDD and IYF has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
ITDD vs. IYF — Risk / Return Rank
ITDD
IYF
ITDD vs. IYF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2040 ETF (ITDD) and iShares U.S. Financials ETF (IYF). 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.
| ITDD | IYF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.12 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.68 | +1.90 |
| Martin ratioReturn relative to average drawdown | 11.04 | 1.83 | +9.21 |
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Drawdowns
ITDD vs. IYF - Drawdown Comparison
The maximum ITDD drawdown since its inception was -12.46%, smaller than the maximum IYF drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for ITDD and IYF.
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Drawdown Indicators
| ITDD | IYF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.46% | -79.09% | +66.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -13.88% | +6.32% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.06% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.57% | — |
Current DrawdownCurrent decline from peak | -1.24% | -3.28% | +2.04% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -17.58% | +16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 5.15% | -3.39% |
Volatility
ITDD vs. IYF - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2040 ETF (ITDD) is 3.96%, while iShares U.S. Financials ETF (IYF) has a volatility of 4.28%. This indicates that ITDD experiences smaller price fluctuations and is considered to be less risky than IYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDD | IYF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.28% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 11.14% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 14.47% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.54% | 19.00% | -7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.54% | 20.84% | -9.30% |
ITDD vs. IYF - Expense Ratio Comparison
ITDD has a 0.11% expense ratio, which is lower than IYF's 0.42% expense ratio.
Dividends
ITDD vs. IYF - Dividend Comparison
ITDD's dividend yield for the trailing twelve months is around 1.68%, more than IYF's 1.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 1.68% | 1.82% | 1.56% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYF iShares U.S. Financials ETF | 1.50% | 1.32% | 1.29% | 1.67% | 1.86% | 1.27% | 1.72% | 1.64% | 1.90% | 1.46% | 1.67% | 1.66% |
Frequently Asked Questions
ITDD and IYF have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYF has higher volatility (4.28%) compared to ITDD (3.96%). In terms of maximum drawdown, ITDD dropped -12.46% vs IYF's -79.09%.
On 1-year performance, ITDD leads with 19.39% vs 9.39% for IYF. On fees, ITDD is cheaper at 0.11% per year. On volatility, ITDD has been the lower-risk option at 3.96%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDD has performed better with a 19.39% return vs 9.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDD is cheaper with a 0.11% expense ratio, compared with 0.42% for IYF.
ITDD has the higher dividend yield at 1.68%, compared with 1.50% for IYF.
ITDD is categorized as Target Retirement Date, while IYF is Financials Equities. Their fees differ too: 0.11% for ITDD and 0.42% for IYF.
ITDD currently has the higher Sharpe Ratio (1.90 vs 0.65), 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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