ITDE vs. IBIT
ITDE (Ishares Lifepath Target Date 2045 ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - ITDE is a Target Retirement Date fund actively managed by iShares, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. ITDE is actively managed, while IBIT is passively managed. Over the past year, ITDE returned 21.94% vs -45.30% for IBIT. At a 0.41 correlation, their price movements are largely independent. ITDE charges 0.11%/yr vs 0.25%/yr for IBIT.
Performance
ITDE vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, ITDE achieves a 9.36% return, which is significantly higher than IBIT's -32.49% return.
ITDE
- 1D
- 0.23%
- 1M
- -0.81%
- YTD
- 9.36%
- 6M
- 8.62%
- 1Y
- 21.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIT
- 1D
- -1.03%
- 1M
- -22.03%
- YTD
- -32.49%
- 6M
- -32.23%
- 1Y
- -45.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDE vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDE Ishares Lifepath Target Date 2045 ETF | 9.36% | 19.34% | 15.36% |
IBIT iShares Bitcoin Trust ETF | -32.49% | -6.41% | 89.87% |
Correlation
The correlation between ITDE and IBIT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.41 |
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Return for Risk
ITDE vs. IBIT — Risk / Return Rank
ITDE
IBIT
ITDE vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2045 ETF (ITDE) and iShares Bitcoin Trust ETF (IBIT). 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.
| ITDE | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.94 | ||
| Sortino ratioReturn per unit of downside risk | +4.21 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.83 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | -0.86 | +3.47 |
| Martin ratioReturn relative to average drawdown | 11.21 | -1.47 | +12.67 |
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Drawdowns
ITDE vs. IBIT - Drawdown Comparison
The maximum ITDE drawdown since its inception was -14.67%, smaller than the maximum IBIT drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for ITDE and IBIT.
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Drawdown Indicators
| ITDE | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.67% | -52.98% | +38.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.44% | -52.98% | +44.54% |
Current DrawdownCurrent decline from peak | -1.66% | -52.98% | +51.32% |
Average DrawdownAverage peak-to-trough decline | -1.42% | -16.97% | +15.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 30.94% | -28.98% |
Volatility
ITDE vs. IBIT - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2045 ETF (ITDE) is 4.40%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.43%. This indicates that ITDE experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDE | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 13.43% | -9.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 34.60% | -24.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.52% | 44.41% | -32.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 50.21% | -37.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.00% | 50.21% | -37.21% |
ITDE vs. IBIT - Expense Ratio Comparison
ITDE has a 0.11% expense ratio, which is lower than IBIT'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
ITDE vs. IBIT - Dividend Comparison
ITDE's dividend yield for the trailing twelve months is around 1.70%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% |
ITDE Ishares Lifepath Target Date 2045 ETF | 1.70% | 1.86% | 1.64% | 0.87% |
Frequently Asked Questions
ITDE and IBIT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (13.43%) compared to ITDE (4.40%). In terms of maximum drawdown, ITDE dropped -14.67% vs IBIT's -52.98%.
On 1-year performance, ITDE leads with 21.94% vs -45.30% for IBIT. On fees, ITDE is cheaper at 0.11% per year. On volatility, ITDE has been the lower-risk option at 4.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDE has performed better with a 21.94% return vs -45.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDE is cheaper with a 0.11% expense ratio, compared with 0.25% for IBIT.
ITDE has the higher dividend yield at 1.70%, compared with 0.00% for IBIT.
ITDE is categorized as Target Retirement Date, while IBIT is Cryptocurrency. Their fees differ too: 0.11% for ITDE and 0.25% for IBIT.
ITDE currently has the higher Sharpe Ratio (1.91 vs -1.02), 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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