ITDF vs. IVV

Last updated Jun 24, 2026

ITDF (Ishares Lifepath Target Date 2050 ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - ITDF is a Target Retirement Date fund actively managed by iShares, while IVV is a S&P 500 fund tracking the S&P 500 Index. ITDF is actively managed, while IVV is passively managed. Over the past year, ITDF returned 24.75% vs 23.72% for IVV. Their correlation of 0.95 suggests significant overlap in exposure. ITDF charges 0.11%/yr vs 0.03%/yr for IVV.

Performance

ITDF vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2050 ETF (ITDF) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDF achieves a 9.93% return, which is significantly higher than IVV's 8.20% return.

ITDF

• 1D: -1.59%
• 1M: -0.07%
• YTD: 9.93%
• 6M: 9.22%
• 1Y: 24.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVV

• 1D: -1.42%
• 1M: -1.34%
• YTD: 8.20%
• 6M: 7.25%
• 1Y: 23.72%
• 3Y*: 20.79%
• 5Y*: 13.13%
• 10Y*: 15.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDF vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDF Ishares Lifepath Target Date 2050 ETF	9.93%	20.86%	16.15%	12.92%
IVV iShares Core S&P 500 ETF	8.20%	17.85%	24.93%	10.93%

Correlation

The correlation between ITDF and IVV is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023	0.95

The correlation between ITDF and IVV has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

Return for Risk

ITDF vs. IVV — Risk / Return Rank

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

ITDF

ITDF Risk / Return Rank: 63
ITDF Sharpe Ratio Rank: 63
ITDF Sortino Ratio Rank: 62
ITDF Omega Ratio Rank: 63
ITDF Calmar Ratio Rank: 58
ITDF Martin Ratio Rank: 67

IVV

IVV Risk / Return Rank: 59
IVV Sharpe Ratio Rank: 59
IVV Sortino Ratio Rank: 56
IVV Omega Ratio Rank: 58
IVV Calmar Ratio Rank: 56
IVV Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITDF vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) and iShares Core S&P 500 ETF (IVV). 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.

	ITDF	IVV	Difference
Sharpe ratio: Return per unit of total volatility	1.95	1.91	+0.04
Sortino ratio: Return per unit of downside risk	2.72	2.60	+0.12
Omega ratio: Gain probability vs. loss probability	1.36	1.35	+0.01
Calmar ratio: Return relative to maximum drawdown	2.67	2.68	-0.01
Martin ratio: Return relative to average drawdown	11.57	11.98	-0.41

ITDF vs. IVV - Sharpe Ratio Comparison

The current ITDF Sharpe Ratio is 1.95, which is comparable to the IVV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ITDF and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ITDF vs. IVV - Drawdown Comparison

The maximum ITDF drawdown since its inception was -15.67%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ITDF and IVV.

Drawdown Indicators

	ITDF	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-15.67%	-55.25%	+39.58%
Max Drawdown (1Y) Largest decline over 1 year	-9.32%	-8.89%	-0.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-2.16%	-3.14%	+0.98%
Average Drawdown Average peak-to-trough decline	-1.52%	-10.76%	+9.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	1.99%	+0.15%

Volatility

ITDF vs. IVV - Volatility Comparison

Ishares Lifepath Target Date 2050 ETF (ITDF) and iShares Core S&P 500 ETF (IVV) have volatilities of 4.95% and 4.88%, 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.

Volatility by Period

	ITDF	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.95%	4.88%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	9.85%	+0.72%
Volatility (1Y) Calculated over the trailing 1-year period	12.74%	12.48%	+0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.02%	16.98%	-2.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.02%	18.07%	-4.05%

ITDF vs. IVV - Expense Ratio Comparison

ITDF has a 0.11% expense ratio, which is higher than IVV's 0.03% 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%.

Dividends

ITDF vs. IVV - Dividend Comparison

ITDF's dividend yield for the trailing twelve months is around 1.50%, more than IVV's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITDF Ishares Lifepath Target Date 2050 ETF	1.50%	1.65%	1.55%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVV iShares Core S&P 500 ETF	1.11%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%

Frequently Asked Questions

Can I hold both ITDF and IVV in my portfolio?

With a correlation of 0.95, ITDF and IVV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ITDF or IVV?

ITDF has higher volatility (4.95%) compared to IVV (4.88%). In terms of maximum drawdown, ITDF dropped -15.67% vs IVV's -55.25%.

Which ETF is better, ITDF or IVV?

On 1-year performance, ITDF leads with 24.75% vs 23.72% for IVV. On fees, IVV is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDF or IVV?

Over the 1-year period, ITDF has performed better with a 24.75% return vs 23.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDF or IVV?

IVV is cheaper with a 0.03% expense ratio, compared with 0.11% for ITDF.

Which ETF pays a higher dividend yield, ITDF or IVV?

ITDF has the higher dividend yield at 1.50%, compared with 1.11% for IVV.

What is the main difference between ITDF and IVV?

ITDF is categorized as Target Retirement Date, while IVV is S&P 500. Their fees differ too: 0.11% for ITDF and 0.03% for IVV.

Which has better risk-adjusted returns?

ITDF currently has the higher Sharpe Ratio (1.95 vs 1.91), 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.