ITDG vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Ishares Lifepath Target Date 2055 ETF (ITDG) and S&P 500 Index (^GSPC).

ITDG is an actively managed fund by iShares. It was launched on Oct 17, 2023.

Performance

ITDG vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2055 ETF (ITDG) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

ITDG vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDG Ishares Lifepath Target Date 2055 ETF	-0.54%	21.85%	16.56%	12.83%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	11.50%

Returns By Period

In the year-to-date period, ITDG achieves a -0.54% return, which is significantly higher than ^GSPC's -3.95% return.

ITDG

• 1D: 1.04%
• 1M: -4.81%
• YTD: -0.54%
• 6M: 2.07%
• 1Y: 22.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ITDG vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ITDG

ITDG Risk / Return Rank: 72
ITDG Sharpe Ratio Rank: 70
ITDG Sortino Ratio Rank: 72
ITDG Omega Ratio Rank: 72
ITDG Calmar Ratio Rank: 69
ITDG Martin Ratio Rank: 76

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITDG vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2055 ETF (ITDG) and S&P 500 Index (^GSPC). 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.

	ITDG	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.29	0.92	+0.37
Sortino ratio Return per unit of downside risk	1.89	1.41	+0.48
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	1.86	1.41	+0.44
Martin ratio Return relative to average drawdown	8.65	6.61	+2.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDG vs. ^GSPC - Sharpe Ratio Comparison

The current ITDG Sharpe Ratio is 1.29, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ITDG and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ITDG	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	0.92	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	0.46	+1.00

Correlation

The correlation between ITDG and ^GSPC is 0.95, 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.

Drawdowns

ITDG vs. ^GSPC - Drawdown Comparison

The maximum ITDG drawdown since its inception was -16.60%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ITDG and ^GSPC.

Drawdown Indicators

	ITDG	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-16.60%	-56.78%	+40.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.02%	-12.14%	+0.12%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-5.93%	-5.78%	-0.15%
Average Drawdown Average peak-to-trough decline	-1.60%	-10.75%	+9.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.60%	-0.02%

Volatility

ITDG vs. ^GSPC - Volatility Comparison

Ishares Lifepath Target Date 2055 ETF (ITDG) has a higher volatility of 6.07% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that ITDG's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITDG	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.07%	5.37%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	9.81%	9.55%	+0.26%
Volatility (1Y) Calculated over the trailing 1-year period	17.13%	18.33%	-1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.45%	16.90%	-2.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.45%	18.05%	-3.60%