ITDF vs. VT
Compare and contrast key facts about Ishares Lifepath Target Date 2050 ETF (ITDF) and Vanguard Total World Stock ETF (VT).
ITDF and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITDF is an actively managed fund by iShares. It was launched on Oct 17, 2023. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDF or VT.
Key characteristics
| ITDF | VT | |
|---|---|---|
| YTD Return | 19.16% | 19.50% |
| 1Y Return | 32.16% | 32.36% |
| Sharpe Ratio | 2.72 | 2.67 |
| Sortino Ratio | 3.72 | 3.64 |
| Omega Ratio | 1.49 | 1.48 |
| Calmar Ratio | 4.06 | 3.01 |
| Martin Ratio | 18.00 | 17.59 |
| Ulcer Index | 1.74% | 1.79% |
| Daily Std Dev | 11.50% | 11.82% |
| Max Drawdown | -7.71% | -50.27% |
| Current Drawdown | -0.24% | -0.28% |
Correlation
The correlation between ITDF and VT is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ITDF vs. VT - Performance Comparison
The year-to-date returns for both investments are quite close, with ITDF having a 19.16% return and VT slightly higher at 19.50%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ITDF vs. VT - Expense Ratio Comparison
ITDF has a 0.11% expense ratio, which is higher than VT's 0.07% 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%.
Risk-Adjusted Performance
ITDF vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2050 ETF (ITDF) and Vanguard Total World Stock ETF (VT). 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.
Dividends
ITDF vs. VT - Dividend Comparison
ITDF's dividend yield for the trailing twelve months is around 0.71%, less than VT's 1.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 0.71% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.83% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
ITDF vs. VT - Drawdown Comparison
The maximum ITDF drawdown since its inception was -7.71%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ITDF and VT. For additional features, visit the drawdowns tool.
Volatility
ITDF vs. VT - Volatility Comparison
Ishares Lifepath Target Date 2050 ETF (ITDF) and Vanguard Total World Stock ETF (VT) have volatilities of 3.21% and 3.29%, 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.