ITDF vs. VT
ITDF (Ishares Lifepath Target Date 2050 ETF) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - ITDF is a Target Retirement Date fund actively managed by iShares, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. ITDF is actively managed, while VT is passively managed. Over the past year, ITDF returned 24.75% vs 25.71% for VT. With a 0.99 correlation, they move nearly in lockstep. ITDF charges 0.11%/yr vs 0.06%/yr for VT.
Performance
ITDF vs. VT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ITDF having a 9.93% return and VT slightly higher at 10.06%.
ITDF
- 1D
- -1.59%
- 1M
- -0.07%
- YTD
- 9.93%
- 6M
- 9.22%
- 1Y
- 24.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VT
- 1D
- -2.05%
- 1M
- -0.44%
- YTD
- 10.06%
- 6M
- 9.32%
- 1Y
- 25.71%
- 3Y*
- 19.92%
- 5Y*
- 10.51%
- 10Y*
- 12.96%
ITDF vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 9.93% | 20.86% | 16.15% | 12.92% |
VT Vanguard Total World Stock ETF | 10.06% | 22.43% | 16.49% | 11.93% |
Correlation
The correlation between ITDF and VT is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.99 |
The correlation between ITDF and VT has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
ITDF vs. VT — Risk / Return Rank
ITDF
VT
ITDF vs. VT - Risk-Adjusted Trends 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.
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 | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.67 | 0.00 |
| Martin ratioReturn relative to average drawdown | 11.57 | 11.57 | -0.01 |
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Drawdowns
ITDF vs. VT - Drawdown Comparison
The maximum ITDF drawdown since its inception was -15.67%, 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.
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Drawdown Indicators
| ITDF | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -50.27% | +34.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -9.67% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | -2.16% | -2.80% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -1.52% | -7.00% | +5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.23% | -0.09% |
Volatility
ITDF vs. VT - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2050 ETF (ITDF) is 4.95%, while Vanguard Total World Stock ETF (VT) has a volatility of 5.65%. This indicates that ITDF experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDF | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.65% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 11.32% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 13.58% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 16.19% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 17.20% | -3.18% |
ITDF vs. VT - Expense Ratio Comparison
ITDF has a 0.11% expense ratio, which is higher than VT's 0.06% 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. VT - Dividend Comparison
ITDF's dividend yield for the trailing twelve months is around 1.50%, less than VT's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDF Ishares Lifepath Target Date 2050 ETF | 1.50% | 1.65% | 1.55% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.61% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
With a correlation of 0.99, ITDF and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VT has higher volatility (5.65%) compared to ITDF (4.95%). In terms of maximum drawdown, ITDF dropped -15.67% vs VT's -50.27%.
On 1-year performance, VT leads with 25.71% vs 24.75% for ITDF. On fees, VT is cheaper at 0.06% per year. On volatility, ITDF has been the lower-risk option at 4.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VT has performed better with a 25.71% return vs 24.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VT is cheaper with a 0.06% expense ratio, compared with 0.11% for ITDF.
VT has the higher dividend yield at 1.61%, compared with 1.50% for ITDF.
ITDF is categorized as Target Retirement Date, while VT is Global Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.11% for ITDF and 0.06% for VT.
ITDF currently has the higher Sharpe Ratio (1.95 vs 1.91), 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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