ITDF vs. META

Last updated Jun 4, 2026

ITDF (Ishares Lifepath Target Date 2050 ETF) is Target Retirement Date fund actively managed by iShares, while META (Meta Platforms, Inc.) is a stock. Over the past year, ITDF returned 27.50% vs -6.29% for META. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

ITDF vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2050 ETF (ITDF) and Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDF achieves a 11.50% return, which is significantly higher than META's -5.54% return.

ITDF

• 1D: -0.76%
• 1M: 4.54%
• YTD: 11.50%
• 6M: 12.25%
• 1Y: 27.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

META

• 1D: 4.24%
• 1M: 2.06%
• YTD: -5.54%
• 6M: -2.44%
• 1Y: -6.29%
• 3Y*: 32.06%
• 5Y*: 13.70%
• 10Y*: 18.15%

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

ITDF vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDF Ishares Lifepath Target Date 2050 ETF	11.50%	20.86%	16.15%	12.92%
META Meta Platforms, Inc.	-5.54%	13.09%	66.05%	13.15%

Correlation

The correlation between ITDF and META is 0.51, 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	0.51
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023	0.53

The correlation between ITDF and META has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

Return for Risk

ITDF vs. META — Risk / Return Rank

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

ITDF

ITDF Risk / Return Rank: 67
ITDF Sharpe Ratio Rank: 69
ITDF Sortino Ratio Rank: 70
ITDF Omega Ratio Rank: 68
ITDF Calmar Ratio Rank: 59
ITDF Martin Ratio Rank: 70

META

META Risk / Return Rank: 32
META Sharpe Ratio Rank: 33
META Sortino Ratio Rank: 29
META Omega Ratio Rank: 29
META Calmar Ratio Rank: 34
META Martin Ratio Rank: 34

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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) and Meta Platforms, Inc. (META). 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.

	ITDF	META	Difference
Sharpe ratio: Return per unit of total volatility	2.29	-0.18	+2.47
Sortino ratio: Return per unit of downside risk	3.22	-0.01	+3.23
Omega ratio: Gain probability vs. loss probability	1.42	1.00	+0.42
Calmar ratio: Return relative to maximum drawdown	2.97	-0.19	+3.16
Martin ratio: Return relative to average drawdown	13.13	-0.41	+13.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDF vs. META - Sharpe Ratio Comparison

The current ITDF Sharpe Ratio is 2.29, which is higher than the META Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of ITDF and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ITDF	META	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	-0.18	+2.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.76	0.56	+1.21

Drawdowns

ITDF vs. META - Drawdown Comparison

The maximum ITDF drawdown since its inception was -15.67%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for ITDF and META.

Drawdown Indicators

	ITDF	META	Difference
Max Drawdown Largest peak-to-trough decline	-15.67%	-76.74%	+61.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.32%	-33.30%	+23.98%
Max Drawdown (3Y) Largest decline over 3 years	—	-34.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-76.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-76.74%	—
Current Drawdown Current decline from peak	-0.76%	-20.96%	+20.20%
Average Drawdown Average peak-to-trough decline	-1.51%	-15.25%	+13.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	15.47%	-13.37%

Volatility

ITDF vs. META - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2050 ETF (ITDF) is 3.79%, while Meta Platforms, Inc. (META) has a volatility of 8.84%. This indicates that ITDF experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITDF	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.79%	8.84%	-5.05%
Volatility (6M) Calculated over the trailing 6-month period	9.67%	26.58%	-16.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.04%	35.23%	-23.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.88%	43.99%	-30.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.88%	38.64%	-24.76%

Dividends

ITDF vs. META - Dividend Comparison

ITDF's dividend yield for the trailing twelve months is around 1.48%, more than META's 0.34% yield.

Position	TTM	2025	2024	2023
ITDF Ishares Lifepath Target Date 2050 ETF	1.48%	1.65%	1.55%	0.85%
META Meta Platforms, Inc.	0.34%	0.32%	0.34%	0.00%

Frequently Asked Questions

Can I hold both ITDF and META in my portfolio?

ITDF and META have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITDF or META?

META has higher volatility (8.84%) compared to ITDF (3.79%). In terms of maximum drawdown, ITDF dropped -15.67% vs META's -76.74%.

Which has better risk-adjusted returns?

ITDF currently has the higher Sharpe Ratio (2.29 vs -0.18), 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.