ITDG vs. SCHD
Compare and contrast key facts about Ishares Lifepath Target Date 2055 ETF (ITDG) and Schwab US Dividend Equity ETF (SCHD).
ITDG and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITDG or SCHD.
Key characteristics
| ITDG | SCHD | |
|---|---|---|
| YTD Return | 18.59% | 17.47% |
| 1Y Return | 27.00% | 27.61% |
| Sharpe Ratio | 2.53 | 2.70 |
| Sortino Ratio | 3.49 | 3.89 |
| Omega Ratio | 1.46 | 1.48 |
| Calmar Ratio | 3.74 | 3.71 |
| Martin Ratio | 16.69 | 14.94 |
| Ulcer Index | 1.80% | 2.04% |
| Daily Std Dev | 11.85% | 11.25% |
| Max Drawdown | -8.03% | -33.37% |
| Current Drawdown | -1.23% | -0.51% |
Correlation
The correlation between ITDG and SCHD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ITDG vs. SCHD - Performance Comparison
In the year-to-date period, ITDG achieves a 18.59% return, which is significantly higher than SCHD's 17.47% return. 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. SCHD - Expense Ratio Comparison
ITDG has a 0.11% expense ratio, which is higher than SCHD'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%.
Risk-Adjusted Performance
ITDG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2055 ETF (ITDG) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
ITDG's dividend yield for the trailing twelve months is around 0.71%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDG Ishares Lifepath Target Date 2055 ETF | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ITDG vs. SCHD - Drawdown Comparison
The maximum ITDG drawdown since its inception was -8.03%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ITDG and SCHD. For additional features, visit the drawdowns tool.
Volatility
ITDG vs. SCHD - Volatility Comparison
The current volatility for Ishares Lifepath Target Date 2055 ETF (ITDG) is 3.14%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.49%. This indicates that ITDG experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.