ITDD vs. LDDR
ITDD (Ishares Lifepath Target Date 2040 ETF) and LDDR (LifeX 2035 Income Bucket ETF) are both Target Retirement Date funds. Both are actively managed. Over the past year, ITDD returned 20.04% vs 2.74% for LDDR. At a 0.30 correlation, their price movements are largely independent. ITDD charges 0.11%/yr vs 0.25%/yr for LDDR.
Performance
ITDD vs. LDDR - Performance Comparison
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Returns By Period
In the year-to-date period, ITDD achieves a 8.11% return, which is significantly higher than LDDR's -0.19% return.
ITDD
- 1D
- -1.22%
- 1M
- 0.09%
- YTD
- 8.11%
- 6M
- 7.50%
- 1Y
- 20.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDDR
- 1D
- 0.10%
- 1M
- 0.35%
- YTD
- -0.19%
- 6M
- -0.15%
- 1Y
- 2.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDD vs. LDDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 8.11% | 16.93% |
LDDR LifeX 2035 Income Bucket ETF | -0.19% | 6.74% |
Correlation
The correlation between ITDD and LDDR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025 | 0.30 |
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Return for Risk
ITDD vs. LDDR — Risk / Return Rank
ITDD
LDDR
ITDD vs. LDDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2040 ETF (ITDD) 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.
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 | LDDR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.15 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.10 | +1.56 |
| Martin ratioReturn relative to average drawdown | 11.44 | 2.97 | +8.47 |
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Drawdowns
ITDD vs. LDDR - Drawdown Comparison
The maximum ITDD drawdown since its inception was -12.46%, which is greater than LDDR's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for ITDD and LDDR.
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Drawdown Indicators
| ITDD | LDDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.46% | -2.50% | -9.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -2.50% | -5.06% |
Current DrawdownCurrent decline from peak | -1.59% | -1.72% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -0.72% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 0.92% | +0.84% |
Volatility
ITDD vs. LDDR - Volatility Comparison
Ishares Lifepath Target Date 2040 ETF (ITDD) has a higher volatility of 4.07% compared to LifeX 2035 Income Bucket ETF (LDDR) at 0.93%. This indicates that ITDD'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.
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Volatility by Period
| ITDD | LDDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 0.93% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 2.26% | +6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.31% | 3.15% | +7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.56% | 4.01% | +7.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.56% | 4.01% | +7.55% |
ITDD vs. LDDR - Expense Ratio Comparison
ITDD has a 0.11% 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
ITDD vs. LDDR - Dividend Comparison
ITDD's dividend yield for the trailing twelve months is around 1.69%, less than LDDR's 12.67% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 1.69% | 1.82% | 1.56% | 0.89% |
LDDR LifeX 2035 Income Bucket ETF | 12.67% | 14.63% | 0.00% | 0.00% |
Frequently Asked Questions
ITDD and LDDR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITDD has higher volatility (4.07%) compared to LDDR (0.93%). In terms of maximum drawdown, ITDD dropped -12.46% vs LDDR's -2.50%.
On 1-year performance, ITDD leads with 20.04% vs 2.74% for LDDR. On fees, ITDD is cheaper at 0.11% per year. On volatility, LDDR has been the lower-risk option at 0.93%. 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 20.04% return vs 2.74%. 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 0.25% for LDDR.
LDDR has the higher dividend yield at 12.67%, compared with 1.69% for ITDD.
They also come from different issuers: iShares and STONE RIDGE. Their fees differ too: 0.11% for ITDD and 0.25% for LDDR.
ITDD currently has the higher Sharpe Ratio (1.96 vs 0.88), 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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