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 22.07% vs -5.15% for META. A 0.52 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 11.02% return, which is significantly higher than META's 0.85% return.
ITDF
- 1D
- -0.58%
- 1M
- -0.61%
- 6M
- 8.11%
- YTD
- 11.02%
- 1Y
- 22.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
META
- 1D
- -2.46%
- 1M
- 10.72%
- 6M
- 7.24%
- YTD
- 0.85%
- 1Y
- -5.15%
- 3Y*
- 29.23%
- 5Y*
- 14.46%
- 10Y*
- 18.83%
ITDF vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 11.02% | 20.86% | 16.15% | 12.92% |
META Meta Platforms, Inc. | 0.85% | 13.09% | 66.05% | 11.67% |
Correlation
The correlation between ITDF and META is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.52 |
The correlation between ITDF and META has been stable across timeframes, ranging from 0.48 to 0.52 - 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 | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.01 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.16 | +2.54 |
| Martin ratioReturn relative to average drawdown | 10.21 | -0.29 | +10.51 |
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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 | -1.19% | -15.61% | +14.42% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -15.88% | +14.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 17.56% | -15.39% |
Volatility
ITDF vs. META - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2050 ETF (ITDF) is 3.30%, while Meta Platforms, Inc. (META) has a volatility of 15.85%. 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 | 3.30% | 15.85% | -12.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 31.06% | -20.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 38.61% | -25.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 44.58% | -30.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.93% | 38.98% | -25.05% |
Dividends
ITDF vs. META - Dividend Comparison
ITDF's dividend yield for the trailing twelve months is around 1.48%, more than META's 0.32% 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. | 0.32% | 0.32% | 0.34% | 0.00% |
Frequently Asked Questions
ITDF and META have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
META has higher volatility (15.85%) compared to ITDF (3.30%). In terms of maximum drawdown, ITDF dropped -15.67% vs META's -76.74%.
ITDF currently has the higher Sharpe Ratio (1.74 vs -0.13), 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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