ITDF vs. META
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 23.00% vs -21.44% for META. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
ITDF vs. META - Performance Comparison
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Returns By Period
In the year-to-date period, ITDF achieves a 9.76% return, which is significantly higher than META's -15.37% return.
ITDF
- 1D
- -0.15%
- 1M
- -0.22%
- YTD
- 9.76%
- 6M
- 8.79%
- 1Y
- 23.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
META
- 1D
- -0.81%
- 1M
- -8.53%
- YTD
- -15.37%
- 6M
- -16.31%
- 1Y
- -21.44%
- 3Y*
- 24.90%
- 5Y*
- 10.51%
- 10Y*
- 17.51%
ITDF vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 9.76% | 20.86% | 16.15% | 12.92% |
META Meta Platforms, Inc. | -15.37% | 13.09% | 66.05% | 11.67% |
Correlation
The correlation between ITDF and META is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.53 |
The correlation between ITDF and META has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.
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Return for Risk
ITDF vs. META — Risk / Return Rank
ITDF
META
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.
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 | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.42 | ||
| Sortino ratioReturn per unit of downside risk | +3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.91 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | -0.65 | +3.13 |
| Martin ratioReturn relative to average drawdown | 10.73 | -1.29 | +12.01 |
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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.
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Drawdown Indicators
| ITDF | META | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.31% | -29.18% | +26.87% |
Average DrawdownAverage peak-to-trough decline | -1.52% | -15.85% | +14.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 16.68% | -14.53% |
Volatility
ITDF vs. META - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2050 ETF (ITDF) is 4.94%, while Meta Platforms, Inc. (META) has a volatility of 12.88%. 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.
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Volatility by Period
| ITDF | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 12.88% | -7.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 27.85% | -17.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 36.11% | -23.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 44.18% | -30.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.01% | 38.76% | -24.75% |
Dividends
ITDF vs. META - Dividend Comparison
ITDF's dividend yield for the trailing twelve months is around 1.50%, more than META's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 1.50% | 1.65% | 1.55% | 0.85% |
META Meta Platforms, Inc. | 0.38% | 0.32% | 0.34% | 0.00% |
Frequently Asked Questions
ITDF and META have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (12.88%) compared to ITDF (4.94%). In terms of maximum drawdown, ITDF dropped -15.67% vs META's -76.74%.
ITDF currently has the higher Sharpe Ratio (1.82 vs -0.60), 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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