ITDF vs. SGOV
ITDF (Ishares Lifepath Target Date 2050 ETF) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - ITDF is a Target Retirement Date fund actively managed by iShares, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. ITDF is actively managed, while SGOV is passively managed. Over the past year, ITDF returned 27.50% vs 3.95% for SGOV. At a correlation of -0.01, they often move in opposite directions. ITDF charges 0.11%/yr vs 0.09%/yr for SGOV.
Performance
ITDF vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, ITDF achieves a 11.50% return, which is significantly higher than SGOV's 1.51% return.
ITDF
- 1D
- -0.76%
- 1M
- 4.54%
- YTD
- 11.50%
- 6M
- 12.25%
- 1Y
- 27.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.51%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
ITDF vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 11.50% | 20.86% | 16.15% | 12.92% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.51% | 4.24% | 5.27% | 1.05% |
Correlation
The correlation between ITDF and SGOV is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023 | -0.01 |
The correlation between ITDF and SGOV shifts across timeframes, from -0.14 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITDF vs. SGOV — Risk / Return Rank
ITDF
SGOV
ITDF vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.98 | ||
| Sortino ratioReturn per unit of downside risk | -272.47 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 195.55 | -194.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 398.20 | -395.23 |
| Martin ratioReturn relative to average drawdown | 13.13 | 4,462.00 | -4,448.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITDF | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 20.28 | -17.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 14.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.76 | 12.48 | -10.72 |
Drawdowns
ITDF vs. SGOV - Drawdown Comparison
The maximum ITDF drawdown since its inception was -15.67%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for ITDF and SGOV.
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Drawdown Indicators
| ITDF | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -0.03% | -15.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -0.01% | -9.31% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -0.76% | 0.00% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -0.00% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 0.00% | +2.10% |
Volatility
ITDF vs. SGOV - Volatility Comparison
Ishares Lifepath Target Date 2050 ETF (ITDF) has a higher volatility of 3.79% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that ITDF's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDF | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 0.05% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 0.13% | +9.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 0.20% | +11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 0.24% | +13.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 0.24% | +13.64% |
ITDF vs. SGOV - Expense Ratio Comparison
ITDF has a 0.11% expense ratio, which is higher than SGOV's 0.09% 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. SGOV - Dividend Comparison
ITDF's dividend yield for the trailing twelve months is around 1.48%, less than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 1.48% | 1.65% | 1.55% | 0.85% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
ITDF and SGOV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITDF has higher volatility (3.79%) compared to SGOV (0.05%). In terms of maximum drawdown, ITDF dropped -15.67% vs SGOV's -0.03%.
On 1-year performance, ITDF leads with 27.50% vs 3.95% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDF has performed better with a 27.50% return vs 3.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.11% for ITDF.
SGOV has the higher dividend yield at 3.86%, compared with 1.48% for ITDF.
ITDF is categorized as Target Retirement Date, while SGOV is Ultrashort Bond. Their fees differ too: 0.11% for ITDF and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.28 vs 2.29), 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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