ITDG vs. ITDI
Compare and contrast key facts about Ishares Lifepath Target Date 2055 ETF (ITDG) and Ishares Lifepath Target Date 2065 ETF (ITDI).
ITDG and ITDI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITDG is an actively managed fund by iShares. It was launched on Oct 17, 2023. ITDI is an actively managed fund by iShares. It was launched on Oct 17, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDG or ITDI.
Key characteristics
| ITDG | ITDI | |
|---|---|---|
| YTD Return | 18.59% | 18.64% |
| 1Y Return | 27.00% | 27.05% |
| Sharpe Ratio | 2.53 | 2.52 |
| Sortino Ratio | 3.49 | 3.46 |
| Omega Ratio | 1.46 | 1.46 |
| Calmar Ratio | 3.74 | 3.72 |
| Martin Ratio | 16.69 | 16.68 |
| Ulcer Index | 1.80% | 1.80% |
| Daily Std Dev | 11.85% | 11.92% |
| Max Drawdown | -8.03% | -8.08% |
| Current Drawdown | -1.23% | -1.16% |
Correlation
The correlation between ITDG and ITDI 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
ITDG vs. ITDI - Performance Comparison
The year-to-date returns for both investments are quite close, with ITDG having a 18.59% return and ITDI slightly higher at 18.64%. 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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ITDG vs. ITDI - Expense Ratio Comparison
Both ITDG and ITDI have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
ITDG vs. ITDI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2055 ETF (ITDG) and Ishares Lifepath Target Date 2065 ETF (ITDI). 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
ITDG vs. ITDI - Dividend Comparison
ITDG's dividend yield for the trailing twelve months is around 0.71%, which matches ITDI's 0.71% yield.
| TTM | 2023 | |
|---|---|---|
ITDG Ishares Lifepath Target Date 2055 ETF | 0.71% | 0.84% |
ITDI Ishares Lifepath Target Date 2065 ETF | 0.71% | 0.84% |
Drawdowns
ITDG vs. ITDI - Drawdown Comparison
The maximum ITDG drawdown since its inception was -8.03%, roughly equal to the maximum ITDI drawdown of -8.08%. Use the drawdown chart below to compare losses from any high point for ITDG and ITDI. For additional features, visit the drawdowns tool.
Volatility
ITDG vs. ITDI - Volatility Comparison
Ishares Lifepath Target Date 2055 ETF (ITDG) and Ishares Lifepath Target Date 2065 ETF (ITDI) have volatilities of 3.14% and 3.22%, 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.