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ITDH vs. LDDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITDH vs. LDDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2060 ETF (ITDH) and LifeX 2035 Income Bucket ETF (LDDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITDH achieves a 12.29% return, which is significantly higher than LDDR's -0.24% return.


ITDH

1D
-0.82%
1M
4.82%
YTD
12.29%
6M
13.08%
1Y
29.02%
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)

ITDH vs. LDDR - Yearly Performance Comparison


2026 (YTD)2025
ITDH
Ishares Lifepath Target Date 2060 ETF
12.29%20.07%
LDDR
LifeX 2035 Income Bucket ETF
-0.24%6.74%

Correlation

The correlation between ITDH 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

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Return for Risk

ITDH vs. LDDR — Risk / Return Rank

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

ITDH
ITDH Risk / Return Rank: 6868
Overall Rank
ITDH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITDH Sortino Ratio Rank: 7070
Sortino Ratio Rank
ITDH Omega Ratio Rank: 6868
Omega Ratio Rank
ITDH Calmar Ratio Rank: 6161
Calmar Ratio Rank
ITDH Martin Ratio Rank: 7272
Martin Ratio Rank

LDDR
LDDR Risk / Return Rank: 3131
Overall Rank
LDDR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LDDR Sortino Ratio Rank: 3232
Sortino Ratio Rank
LDDR Omega Ratio Rank: 3030
Omega Ratio Rank
LDDR Calmar Ratio Rank: 3030
Calmar Ratio Rank
LDDR Martin Ratio Rank: 3030
Martin Ratio Rank
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. LDDR - Risk-Adjusted Trends Comparison

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


ITDHLDDRDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.41

1.20

+0.22

Calmar ratioReturn relative to maximum drawdown

3.02

1.45

+1.58

Martin ratioReturn relative to average drawdown

13.37

4.30

+9.07

ITDH vs. LDDR - Sharpe Ratio Comparison

The current ITDH Sharpe Ratio is 2.29, which is higher than the LDDR Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ITDH 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.


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Sharpe Ratios by Period


ITDHLDDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.12

+1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.75

1.15

+0.60

Drawdowns

ITDH vs. LDDR - Drawdown Comparison

The maximum ITDH drawdown since its inception was -16.25%, which is greater than LDDR's maximum drawdown of -2.50%. Use the drawdown chart below to compare losses from any high point for ITDH and LDDR.


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Drawdown Indicators


ITDHLDDRDifference

Max Drawdown

Largest peak-to-trough decline

-16.25%

-2.50%

-13.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.64%

-2.50%

-7.14%

Current Drawdown

Current decline from peak

-0.82%

-1.77%

+0.95%

Average Drawdown

Average peak-to-trough decline

-1.58%

-0.68%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

0.84%

+1.34%

Volatility

ITDH vs. LDDR - Volatility Comparison

Ishares Lifepath Target Date 2060 ETF (ITDH) has a higher volatility of 3.85% compared to LifeX 2035 Income Bucket ETF (LDDR) at 1.00%. This indicates that ITDH'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.


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Volatility by Period


ITDHLDDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

1.00%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

2.18%

+8.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

3.23%

+9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

4.02%

+10.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.52%

4.02%

+10.50%

ITDH vs. LDDR - Expense Ratio Comparison

ITDH 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

ITDH vs. LDDR - Dividend Comparison

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


PositionTTM202520242023
ITDH
Ishares Lifepath Target Date 2060 ETF
1.43%1.60%1.66%0.84%
LDDR
LifeX 2035 Income Bucket ETF
12.68%14.63%0.00%0.00%

Frequently Asked Questions


ITDH 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.

ITDH has higher volatility (3.85%) compared to LDDR (1.00%). In terms of maximum drawdown, ITDH dropped -16.25% vs LDDR's -2.50%.

On 1-year performance, ITDH leads with 29.02% vs 3.60% for LDDR. On fees, ITDH 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.

Over the 1-year period, ITDH has performed better with a 29.02% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

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

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

ITDH currently has the higher Sharpe Ratio (2.29 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.

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