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ITDI vs. ITDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITDI and ITDA is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ITDI vs. ITDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2065 ETF (ITDI) and Ishares Lifepath Target Date 2025 ETF (ITDA). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
29.28%
19.96%
ITDI
ITDA

Key characteristics

Returns By Period


ITDI

YTD

-1.84%

1M

-3.56%

6M

-2.17%

1Y

9.72%

5Y*

N/A

10Y*

N/A

ITDA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ITDI vs. ITDA - Expense Ratio Comparison

ITDI has a 0.11% expense ratio, which is higher than ITDA's 0.09% 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%.


Expense ratio chart for ITDI: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITDI: 0.11%
Expense ratio chart for ITDA: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITDA: 0.09%

Risk-Adjusted Performance

ITDI vs. ITDA — Risk-Adjusted Performance Rank

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

ITDI
The Risk-Adjusted Performance Rank of ITDI is 6969
Overall Rank
The Sharpe Ratio Rank of ITDI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ITDI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ITDI is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ITDI is 7373
Martin Ratio Rank

ITDA
The Risk-Adjusted Performance Rank of ITDA is 8383
Overall Rank
The Sharpe Ratio Rank of ITDA is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ITDA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ITDA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ITDA is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ITDI vs. ITDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2065 ETF (ITDI) and Ishares Lifepath Target Date 2025 ETF (ITDA). 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.


The chart of Sharpe ratio for ITDI, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
ITDI: 0.63
ITDA: 1.76
The chart of Sortino ratio for ITDI, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
ITDI: 0.99
ITDA: 2.68
The chart of Omega ratio for ITDI, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
ITDI: 1.14
ITDA: 1.43
The chart of Calmar ratio for ITDI, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.00
ITDI: 0.67
ITDA: 2.81
The chart of Martin ratio for ITDI, currently valued at 3.05, compared to the broader market0.0020.0040.0060.00
ITDI: 3.05
ITDA: 5.73


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.63
1.76
ITDI
ITDA

Dividends

ITDI vs. ITDA - Dividend Comparison

ITDI's dividend yield for the trailing twelve months is around 1.71%, while ITDA has not paid dividends to shareholders.


Drawdowns

ITDI vs. ITDA - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.85%
-2.01%
ITDI
ITDA

Volatility

ITDI vs. ITDA - Volatility Comparison

Ishares Lifepath Target Date 2065 ETF (ITDI) has a higher volatility of 12.52% compared to Ishares Lifepath Target Date 2025 ETF (ITDA) at 0.00%. This indicates that ITDI's price experiences larger fluctuations and is considered to be riskier than ITDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.52%
0
ITDI
ITDA