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ITDI vs. ITDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITDI vs. ITDE - 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 2045 ETF (ITDE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITDI achieves a 12.37% return, which is significantly higher than ITDE's 10.71% return.


ITDI

1D
-0.12%
1M
1.70%
YTD
12.37%
6M
12.19%
1Y
29.40%
3Y*
5Y*
10Y*

ITDE

1D
-0.10%
1M
1.48%
YTD
10.71%
6M
10.61%
1Y
25.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDI vs. ITDE - Yearly Performance Comparison


2026 (YTD)202520242023
ITDI
Ishares Lifepath Target Date 2065 ETF
12.37%21.90%16.73%12.17%
ITDE
Ishares Lifepath Target Date 2045 ETF
10.71%19.34%14.62%13.21%

Correlation

The correlation between ITDI and ITDE 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 19, 2023

0.99

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

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Return for Risk

ITDI vs. ITDE — Risk / Return Rank

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

ITDI
ITDI Risk / Return Rank: 6969
Overall Rank
ITDI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ITDI Sortino Ratio Rank: 7070
Sortino Ratio Rank
ITDI Omega Ratio Rank: 6969
Omega Ratio Rank
ITDI Calmar Ratio Rank: 6464
Calmar Ratio Rank
ITDI Martin Ratio Rank: 7373
Martin Ratio Rank

ITDE
ITDE Risk / Return Rank: 7070
Overall Rank
ITDE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ITDE Sortino Ratio Rank: 7171
Sortino Ratio Rank
ITDE Omega Ratio Rank: 7272
Omega Ratio Rank
ITDE Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITDE Martin Ratio Rank: 7272
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. ITDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2065 ETF (ITDI) and Ishares Lifepath Target Date 2045 ETF (ITDE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ITDIITDEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.08

3.02

+0.05

Martin ratioReturn relative to average drawdown

13.25

13.04

+0.21

ITDI vs. ITDE - Sharpe Ratio Comparison

The current ITDI Sharpe Ratio is 2.20, which is comparable to the ITDE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ITDI and ITDE, 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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Drawdowns

ITDI vs. ITDE - Drawdown Comparison

The maximum ITDI drawdown since its inception was -16.31%, which is greater than ITDE's maximum drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for ITDI and ITDE.


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Drawdown Indicators


ITDIITDEDifference

Max Drawdown

Largest peak-to-trough decline

-16.31%

-14.67%

-1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-8.44%

-1.16%

Current Drawdown

Current decline from peak

-0.58%

-0.45%

-0.13%

Average Drawdown

Average peak-to-trough decline

-1.58%

-1.41%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

1.95%

+0.27%

Volatility

ITDI vs. ITDE - Volatility Comparison

Ishares Lifepath Target Date 2065 ETF (ITDI) has a higher volatility of 4.99% compared to Ishares Lifepath Target Date 2045 ETF (ITDE) at 4.28%. This indicates that ITDI's price experiences larger fluctuations and is considered to be riskier than ITDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITDIITDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

4.28%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

9.53%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.46%

11.52%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

13.00%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

13.00%

+1.62%

ITDI vs. ITDE - Expense Ratio Comparison

Both ITDI and ITDE 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%.


Dividends

ITDI vs. ITDE - Dividend Comparison

ITDI's dividend yield for the trailing twelve months is around 1.45%, less than ITDE's 1.68% yield.


PositionTTM202520242023
ITDE
Ishares Lifepath Target Date 2045 ETF
1.68%1.86%1.64%0.87%
ITDI
Ishares Lifepath Target Date 2065 ETF
1.45%1.63%1.68%0.84%

Frequently Asked Questions


With a correlation of 0.99, ITDI and ITDE 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.

ITDI has higher volatility (4.99%) compared to ITDE (4.28%). In terms of maximum drawdown, ITDI dropped -16.31% vs ITDE's -14.67%.

On 1-year performance, ITDI leads with 29.40% vs 25.41% for ITDE. Both ETFs have the same 0.11% expense ratio. On volatility, ITDE has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ITDI has performed better with a 29.40% return vs 25.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITDI and ITDE have the same expense ratio: 0.11% per year.

ITDE has the higher dividend yield at 1.68%, compared with 1.45% for ITDI.

ITDE currently has the higher Sharpe Ratio (2.22 vs 2.20), 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.

Portfolio Optimizer

Find the right allocation for ITDI and ITDE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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