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ITDI vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITDI vs. ACWI

Last updated Jun 4, 2026

ITDI (Ishares Lifepath Target Date 2065 ETF) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - ITDI is a Target Retirement Date fund actively managed by iShares, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. ITDI is actively managed, while ACWI is passively managed. Over the past year, ITDI returned 29.11% vs 29.18% for ACWI. With a 0.99 correlation, they move nearly in lockstep. ITDI charges 0.11%/yr vs 0.32%/yr for ACWI.

Performance

ITDI vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2065 ETF (ITDI) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ITDI at 12.13% and ACWI at 12.13%.

ITDI

1D
-0.79%
1M
4.83%
YTD
12.13%
6M
13.10%
1Y
29.11%
3Y*
—
5Y*
—
10Y*
—

ACWI

1D
-0.83%
1M
5.28%
YTD
12.13%
6M
12.96%
1Y
29.18%
3Y*
21.15%
5Y*
11.28%
10Y*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDI vs. ACWI - Yearly Performance Comparison

2026 (YTD)202520242023
ITDI
Ishares Lifepath Target Date 2065 ETF		12.13%21.90%16.73%12.83%
ACWI
iShares MSCI ACWI ETF		12.13%22.41%17.45%12.29%

Correlation

The correlation between ITDI and ACWI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

0.99

The correlation between ITDI and ACWI has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

ITDI vs. ACWI - Sectors Allocation Comparison

Sectors
ITDI
ACWI

Technology

26.8%
29.4%

Financial Services

16.1%
16.1%

Industrials

11.9%
10.9%

Consumer Cyclical

9.3%
9.3%

Healthcare

8.3%
8.1%

Communication Services

8.1%
9.0%

Consumer Defensive

4.8%
5.0%

Basic Materials

4.3%
3.7%

Energy

4.3%
4.2%

Real Estate

3.5%
1.8%

Utilities

2.6%
2.6%

Technology

ITDI
26.8%
ACWI
29.4%

Financial Services

ITDI
16.1%
ACWI
16.1%

Industrials

ITDI
11.9%
ACWI
10.9%

Consumer Cyclical

ITDI
9.3%
ACWI
9.3%

Healthcare

ITDI
8.3%
ACWI
8.1%

Communication Services

ITDI
8.1%
ACWI
9.0%

Consumer Defensive

ITDI
4.8%
ACWI
5.0%

Basic Materials

ITDI
4.3%
ACWI
3.7%

Energy

ITDI
4.3%
ACWI
4.2%

Real Estate

ITDI
3.5%
ACWI
1.8%

Utilities

ITDI
2.6%
ACWI
2.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Ishares Lifepath Target Date 2065 ETF

iShares MSCI ACWI ETF

Often compared with ITDI:
ITDI vs. VLXVXITDI vs. ITDHITDI vs. ITDGITDI vs. ITDFITDI vs. ITDEITDI vs. SWYOXITDI vs. VSVNX
Often compared with ACWI:
ACWI vs. VTACWI vs. SPYACWI vs. VWRL.LACWI vs. ACWXACWI vs. ACWI.LACWI vs. VOOACWI vs. VTI

Return for Risk

ITDI vs. ACWI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITDI
ITDI Risk / Return Rank: 6868
Overall Rank
ITDI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITDI Sortino Ratio Rank: 6969
Sortino Ratio Rank
ITDI Omega Ratio Rank: 6868
Omega Ratio Rank
ITDI Calmar Ratio Rank: 6161
Calmar Ratio Rank
ITDI Martin Ratio Rank: 7272
Martin Ratio Rank
ACWI
ACWI Risk / Return Rank: 6666
Overall Rank
ACWI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6767
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ACWI Martin Ratio Rank: 7171
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.

ITDI vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2065 ETF (ITDI) and iShares MSCI ACWI ETF (ACWI). 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.

ITDIACWIDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.29

-0.01

Sortino ratioReturn per unit of downside risk
3.18
3.17

+0.02

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.05

3.01

+0.03

Martin ratioReturn relative to average drawdown

13.40

13.53

-0.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDI vs. ACWI - Sharpe Ratio Comparison

The current ITDI Sharpe Ratio is 2.28, which is comparable to the ACWI Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of ITDI and ACWI, 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

ITDIACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

2.29

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.71

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.75

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.75

0.43

+1.32

Drawdowns

ITDI vs. ACWI - Drawdown Comparison

The maximum ITDI drawdown since its inception was -16.31%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ITDI and ACWI.

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Drawdown Indicators

ITDIACWIDifference

Max Drawdown

Largest peak-to-trough decline

-16.31%

-56.00%

+39.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-9.73%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

—

-16.55%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.42%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.53%

—

Current Drawdown

Current decline from peak

-0.79%

-0.83%

+0.04%

Average Drawdown

Average peak-to-trough decline

-1.57%

-8.61%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.16%

+0.02%

Volatility

ITDI vs. ACWI - Volatility Comparison

Ishares Lifepath Target Date 2065 ETF (ITDI) and iShares MSCI ACWI ETF (ACWI) have volatilities of 3.92% and 3.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ITDIACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.93%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.30%

10.29%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

12.78%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

16.05%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.49%

17.11%

-2.62%

ITDI vs. ACWI - Expense Ratio Comparison

ITDI has a 0.11% expense ratio, which is lower than ACWI's 0.32% expense ratio.

Dividends

ITDI vs. ACWI - Dividend Comparison

ITDI's dividend yield for the trailing twelve months is around 1.45%, more than ACWI's 1.38% yield.

PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF		1.38%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
ITDI
Ishares Lifepath Target Date 2065 ETF		1.45%1.63%1.68%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.99, ITDI and ACWI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ACWI has higher volatility (3.93%) compared to ITDI (3.92%). In terms of maximum drawdown, ITDI dropped -16.31% vs ACWI's -56.00%.

On 1-year performance, ACWI leads with 29.18% vs 29.11% for ITDI. On fees, ITDI is cheaper at 0.11% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ACWI has performed better with a 29.18% return vs 29.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITDI is cheaper with a 0.11% expense ratio, compared with 0.32% for ACWI.

ITDI has the higher dividend yield at 1.45%, compared with 1.38% for ACWI.

ITDI is categorized as Target Retirement Date, while ACWI is Global Equities. Their fees differ too: 0.11% for ITDI and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (2.29 vs 2.28), 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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