ITDG vs. LDDR

Last updated Jun 4, 2026

ITDG (Ishares Lifepath Target Date 2055 ETF) and LDDR (LifeX 2035 Income Bucket ETF) are both Target Retirement Date funds. Both are actively managed. Over the past year, ITDG returned 28.74% vs 3.60% for LDDR. At a 0.19 correlation, their price movements are largely independent. ITDG charges 0.11%/yr vs 0.25%/yr for LDDR.

Performance

ITDG vs. LDDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2055 ETF (ITDG) and LifeX 2035 Income Bucket ETF (LDDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDG achieves a 12.04% return, which is significantly higher than LDDR's -0.24% return.

ITDG

• 1D: -0.79%
• 1M: 4.78%
• YTD: 12.04%
• 6M: 12.96%
• 1Y: 28.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LDDR

• 1D: -0.14%
• 1M: -0.06%
• YTD: -0.24%
• 6M: -0.43%
• 1Y: 3.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ITDG vs. LDDR - Yearly Performance Comparison

	2026 (YTD)	2025
ITDG Ishares Lifepath Target Date 2055 ETF	12.04%	20.03%
LDDR LifeX 2035 Income Bucket ETF	-0.24%	6.74%

Correlation

The correlation between ITDG and LDDR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025	0.19

Return for Risk

ITDG vs. LDDR — Risk / Return Rank

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

ITDG

ITDG Risk / Return Rank: 68
ITDG Sharpe Ratio Rank: 69
ITDG Sortino Ratio Rank: 69
ITDG Omega Ratio Rank: 68
ITDG Calmar Ratio Rank: 60
ITDG Martin Ratio Rank: 71

LDDR

LDDR Risk / Return Rank: 31
LDDR Sharpe Ratio Rank: 32
LDDR Sortino Ratio Rank: 32
LDDR Omega Ratio Rank: 30
LDDR Calmar Ratio Rank: 30
LDDR Martin Ratio Rank: 30

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. LDDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2055 ETF (ITDG) and LifeX 2035 Income Bucket ETF (LDDR). 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	LDDR	Difference
Sharpe ratio: Return per unit of total volatility	2.30	1.12	+1.19
Sortino ratio: Return per unit of downside risk	3.20	1.70	+1.50
Omega ratio: Gain probability vs. loss probability	1.41	1.20	+0.22
Calmar ratio: Return relative to maximum drawdown	3.03	1.45	+1.58
Martin ratio: Return relative to average drawdown	13.34	4.30	+9.04
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. LDDR - Sharpe Ratio Comparison

The current ITDG Sharpe Ratio is 2.30, which is higher than the LDDR Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ITDG and LDDR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ITDG	LDDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	1.12	+1.19
Sharpe Ratio (All Time) Calculated using the full available price history	1.75	1.15	+0.60

Drawdowns

ITDG vs. LDDR - Drawdown Comparison

The maximum ITDG drawdown since its inception was -16.60%, which is greater than LDDR's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for ITDG and LDDR.

Drawdown Indicators

	ITDG	LDDR	Difference
Max Drawdown Largest peak-to-trough decline	-16.60%	-2.50%	-14.10%
Max Drawdown (1Y) Largest decline over 1 year	-9.54%	-2.50%	-7.04%
Current Drawdown Current decline from peak	-0.79%	-1.77%	+0.98%
Average Drawdown Average peak-to-trough decline	-1.57%	-0.68%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	0.84%	+1.32%

Volatility

ITDG vs. LDDR - Volatility Comparison

Ishares Lifepath Target Date 2055 ETF (ITDG) has a higher volatility of 3.84% compared to LifeX 2035 Income Bucket ETF (LDDR) at 1.00%. This indicates that ITDG's price experiences larger fluctuations and is considered to be riskier than LDDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITDG	LDDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	1.00%	+2.84%
Volatility (6M) Calculated over the trailing 6-month period	10.06%	2.18%	+7.88%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	3.23%	+9.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.44%	4.02%	+10.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.44%	4.02%	+10.42%

ITDG vs. LDDR - Expense Ratio Comparison

ITDG has a 0.11% expense ratio, which is lower than LDDR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ITDG vs. LDDR - Dividend Comparison

ITDG's dividend yield for the trailing twelve months is around 1.43%, less than LDDR's 12.68% yield.

Position	TTM	2025	2024	2023
ITDG Ishares Lifepath Target Date 2055 ETF	1.43%	1.60%	1.44%	0.84%
LDDR LifeX 2035 Income Bucket ETF	12.68%	14.63%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ITDG and LDDR in my portfolio?

ITDG and LDDR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITDG or LDDR?

ITDG has higher volatility (3.84%) compared to LDDR (1.00%). In terms of maximum drawdown, ITDG dropped -16.60% vs LDDR's -2.50%.

Which ETF is better, ITDG or LDDR?

On 1-year performance, ITDG leads with 28.74% vs 3.60% for LDDR. On fees, ITDG is cheaper at 0.11% per year. On volatility, LDDR has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDG or LDDR?

Over the 1-year period, ITDG has performed better with a 28.74% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDG or LDDR?

ITDG is cheaper with a 0.11% expense ratio, compared with 0.25% for LDDR.

Which ETF pays a higher dividend yield, ITDG or LDDR?

LDDR has the higher dividend yield at 12.68%, compared with 1.43% for ITDG.

What is the main difference between ITDG and LDDR?

They also come from different issuers: iShares and STONE RIDGE. Their fees differ too: 0.11% for ITDG and 0.25% for LDDR.

Which has better risk-adjusted returns?

ITDG currently has the higher Sharpe Ratio (2.30 vs 1.12), 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.