ITDH vs. ITDF

Last updated Apr 2, 2026

Compare and contrast key facts about Ishares Lifepath Target Date 2060 ETF (ITDH) and Ishares Lifepath Target Date 2050 ETF (ITDF).

ITDH and ITDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITDH is an actively managed fund by iShares. It was launched on Oct 17, 2023. ITDF is an actively managed fund by iShares. It was launched on Oct 17, 2023.

Performance

ITDH vs. ITDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2060 ETF (ITDH) and Ishares Lifepath Target Date 2050 ETF (ITDF). The values are adjusted to include any dividend payments, if applicable.

ITDH vs. ITDF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDH Ishares Lifepath Target Date 2060 ETF	-0.56%	21.75%	16.71%	12.83%
ITDF Ishares Lifepath Target Date 2050 ETF	-0.46%	20.86%	16.15%	12.92%

Returns By Period

In the year-to-date period, ITDH achieves a -0.56% return, which is significantly lower than ITDF's -0.46% return.

ITDH

• 1D: 0.81%
• 1M: -4.93%
• YTD: -0.56%
• 6M: 1.98%
• 1Y: 22.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITDF

• 1D: 1.04%
• 1M: -4.69%
• YTD: -0.46%
• 6M: 1.89%
• 1Y: 20.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ITDH vs. ITDF - Expense Ratio Comparison

Both ITDH and ITDF 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%.

ITDH

Ishares Lifepath Target Date 2060 ETF

ITDF

Ishares Lifepath Target Date 2050 ETF

Return for Risk

ITDH vs. ITDF — Risk / Return Rank

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

ITDH

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

ITDF

ITDF Risk / Return Rank: 72
ITDF Sharpe Ratio Rank: 70
ITDF Sortino Ratio Rank: 73
ITDF Omega Ratio Rank: 72
ITDF Calmar Ratio Rank: 69
ITDF Martin Ratio Rank: 75

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.

ITDH vs. ITDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2060 ETF (ITDH) and Ishares Lifepath Target Date 2050 ETF (ITDF). 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.

	ITDH	ITDF	Difference
Sharpe ratio Return per unit of total volatility	1.29	1.30	0.00
Sortino ratio Return per unit of downside risk	1.89	1.90	-0.01
Omega ratio Gain probability vs. loss probability	1.28	1.28	0.00
Calmar ratio Return relative to maximum drawdown	1.93	1.86	+0.07
Martin ratio Return relative to average drawdown	8.62	8.46	+0.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDH vs. ITDF - Sharpe Ratio Comparison

The current ITDH Sharpe Ratio is 1.29, which is comparable to the ITDF Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of ITDH and ITDF, 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

	ITDH	ITDF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	1.30	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	1.49	-0.03

Correlation

The correlation between ITDH and ITDF 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.

Dividends

ITDH vs. ITDF - Dividend Comparison

ITDH's dividend yield for the trailing twelve months is around 1.61%, less than ITDF's 1.66% yield.

	TTM	2025	2024	2023
ITDH Ishares Lifepath Target Date 2060 ETF	1.61%	1.60%	1.66%	0.84%
ITDF Ishares Lifepath Target Date 2050 ETF	1.66%	1.65%	1.55%	0.85%

Drawdowns

ITDH vs. ITDF - Drawdown Comparison

The maximum ITDH drawdown since its inception was -16.25%, roughly equal to the maximum ITDF drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for ITDH and ITDF.

Drawdown Indicators

	ITDH	ITDF	Difference
Max Drawdown Largest peak-to-trough decline	-16.25%	-15.67%	-0.58%
Max Drawdown (1Y) Largest decline over 1 year	-11.56%	-11.43%	-0.13%
Current Drawdown Current decline from peak	-6.08%	-5.80%	-0.28%
Average Drawdown Average peak-to-trough decline	-1.62%	-1.55%	-0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.52%	+0.07%

Volatility

ITDH vs. ITDF - Volatility Comparison

Ishares Lifepath Target Date 2060 ETF (ITDH) has a higher volatility of 6.22% compared to Ishares Lifepath Target Date 2050 ETF (ITDF) at 5.91%. This indicates that ITDH's price experiences larger fluctuations and is considered to be riskier than ITDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ITDH	ITDF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.22%	5.91%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	9.99%	9.39%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	17.12%	16.26%	+0.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	13.89%	+0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	13.89%	+0.64%