ITDH vs. TLT
ITDH (Ishares Lifepath Target Date 2060 ETF) and TLT (iShares 20+ Year Treasury Bond ETF) are both exchange-traded funds - ITDH is a Target Retirement Date fund actively managed by iShares, while TLT is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index. ITDH is actively managed, while TLT is passively managed. Over the past year, ITDH returned 29.02% vs 4.93% for TLT. At a 0.22 correlation, their price movements are largely independent. ITDH charges 0.11%/yr vs 0.15%/yr for TLT.
Performance
ITDH vs. TLT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ITDH achieves a 12.29% return, which is significantly higher than TLT's -0.27% return.
ITDH
- 1D
- -0.82%
- 1M
- 4.82%
- YTD
- 12.29%
- 6M
- 13.08%
- 1Y
- 29.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TLT
- 1D
- -0.40%
- 1M
- 0.81%
- YTD
- -0.27%
- 6M
- -2.02%
- 1Y
- 4.93%
- 3Y*
- -1.80%
- 5Y*
- -6.31%
- 10Y*
- -1.66%
ITDH vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITDH Ishares Lifepath Target Date 2060 ETF | 12.29% | 21.75% | 16.71% | 12.83% |
TLT iShares 20+ Year Treasury Bond ETF | -0.27% | 4.25% | -8.05% | 20.64% |
Correlation
The correlation between ITDH and TLT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023 | 0.22 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ITDH vs. TLT — Risk / Return Rank
ITDH
TLT
ITDH vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2060 ETF (ITDH) and iShares 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.09 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 0.65 | +2.37 |
| Martin ratioReturn relative to average drawdown | 13.37 | 1.63 | +11.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ITDH | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 0.51 | +1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.40 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.75 | 0.26 | +1.49 |
Drawdowns
ITDH vs. TLT - Drawdown Comparison
The maximum ITDH drawdown since its inception was -16.25%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ITDH and TLT.
Loading charts...
Drawdown Indicators
| ITDH | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.25% | -48.35% | +32.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -7.58% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -43.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.35% | — |
Current DrawdownCurrent decline from peak | -0.82% | -40.44% | +39.62% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -13.82% | +12.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 3.04% | -0.86% |
Volatility
ITDH vs. TLT - Volatility Comparison
Ishares Lifepath Target Date 2060 ETF (ITDH) has a higher volatility of 3.85% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.76%. This indicates that ITDH's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ITDH | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 2.76% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 6.50% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 9.77% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.52% | 15.87% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.52% | 14.91% | -0.39% |
ITDH vs. TLT - Expense Ratio Comparison
ITDH has a 0.11% expense ratio, which is lower than TLT's 0.15% 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. TLT - Dividend Comparison
ITDH's dividend yield for the trailing twelve months is around 1.43%, less than TLT's 4.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDH Ishares Lifepath Target Date 2060 ETF | 1.43% | 1.60% | 1.66% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.59% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Frequently Asked Questions
ITDH and TLT have a correlation of 0.27, 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 TLT (2.76%). In terms of maximum drawdown, ITDH dropped -16.25% vs TLT's -48.35%.
On 1-year performance, ITDH leads with 29.02% vs 4.93% for TLT. On fees, ITDH is cheaper at 0.11% per year. On volatility, TLT has been the lower-risk option at 2.76%. 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 4.93%. 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 0.15% for TLT.
TLT has the higher dividend yield at 4.59%, compared with 1.43% for ITDH.
ITDH is categorized as Target Retirement Date, while TLT is Government Bonds. Their fees differ too: 0.11% for ITDH and 0.15% for TLT.
ITDH currently has the higher Sharpe Ratio (2.29 vs 0.51), 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.
Find the right allocation for ITDH and TLT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer