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ITDE vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDE and SCHD is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ITDE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2045 ETF (ITDE) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
28.57%
16.35%
ITDE
SCHD

Key characteristics

Sharpe Ratio

ITDE:

0.65

SCHD:

0.18

Sortino Ratio

ITDE:

1.02

SCHD:

0.35

Omega Ratio

ITDE:

1.14

SCHD:

1.05

Calmar Ratio

ITDE:

0.69

SCHD:

0.18

Martin Ratio

ITDE:

3.18

SCHD:

0.64

Ulcer Index

ITDE:

3.19%

SCHD:

4.44%

Daily Std Dev

ITDE:

15.67%

SCHD:

15.99%

Max Drawdown

ITDE:

-14.67%

SCHD:

-33.37%

Current Drawdown

ITDE:

-5.54%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, ITDE achieves a -0.92% return, which is significantly higher than SCHD's -5.19% return.


ITDE

YTD

-0.92%

1M

-1.79%

6M

-1.33%

1Y

10.65%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

Compare stocks, funds, or ETFs

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ITDE vs. SCHD - Expense Ratio Comparison

ITDE has a 0.11% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for ITDE: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITDE: 0.11%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

ITDE vs. SCHD — Risk-Adjusted Performance Rank

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

ITDE
The Risk-Adjusted Performance Rank of ITDE is 7070
Overall Rank
The Sharpe Ratio Rank of ITDE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ITDE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ITDE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ITDE is 7575
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ITDE vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2045 ETF (ITDE) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for ITDE, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.00
ITDE: 0.65
SCHD: 0.18
The chart of Sortino ratio for ITDE, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.00
ITDE: 1.02
SCHD: 0.35
The chart of Omega ratio for ITDE, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
ITDE: 1.14
SCHD: 1.05
The chart of Calmar ratio for ITDE, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
ITDE: 0.69
SCHD: 0.18
The chart of Martin ratio for ITDE, currently valued at 3.18, compared to the broader market0.0020.0040.0060.00
ITDE: 3.18
SCHD: 0.64

The current ITDE Sharpe Ratio is 0.65, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of ITDE and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.65
0.18
ITDE
SCHD

Dividends

ITDE vs. SCHD - Dividend Comparison

ITDE's dividend yield for the trailing twelve months is around 1.66%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
ITDE
Ishares Lifepath Target Date 2045 ETF
1.66%1.64%0.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ITDE vs. SCHD - Drawdown Comparison

The maximum ITDE drawdown since its inception was -14.67%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ITDE and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.54%
-11.47%
ITDE
SCHD

Volatility

ITDE vs. SCHD - Volatility Comparison

Ishares Lifepath Target Date 2045 ETF (ITDE) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 11.24% and 11.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.24%
11.20%
ITDE
SCHD