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

Correlation

The correlation between ITDI and ITDE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

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.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
29.28%
28.12%
ITDI
ITDE

Key characteristics

Sharpe Ratio

ITDI:

0.63

ITDE:

0.70

Sortino Ratio

ITDI:

0.99

ITDE:

1.08

Omega Ratio

ITDI:

1.14

ITDE:

1.15

Calmar Ratio

ITDI:

0.67

ITDE:

0.74

Martin Ratio

ITDI:

3.05

ITDE:

3.43

Ulcer Index

ITDI:

3.61%

ITDE:

3.17%

Daily Std Dev

ITDI:

17.47%

ITDE:

15.67%

Max Drawdown

ITDI:

-16.31%

ITDE:

-14.67%

Current Drawdown

ITDI:

-6.85%

ITDE:

-5.86%

Returns By Period

In the year-to-date period, ITDI achieves a -1.84% return, which is significantly lower than ITDE's -1.26% return.


ITDI

YTD

-1.84%

1M

-3.56%

6M

-2.17%

1Y

9.72%

5Y*

N/A

10Y*

N/A

ITDE

YTD

-1.26%

1M

-3.08%

6M

-1.95%

1Y

9.78%

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


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 ITDE: 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%
ITDE: 0.11%

Risk-Adjusted Performance

ITDI vs. ITDE — 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

ITDE
The Risk-Adjusted Performance Rank of ITDE is 7373
Overall Rank
The Sharpe Ratio Rank of ITDE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of ITDE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ITDE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ITDE is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ITDE is 7777
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. ITDE - 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 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.


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
ITDE: 0.70
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
ITDE: 1.08
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
ITDE: 1.15
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
ITDE: 0.74
The chart of Martin ratio for ITDI, currently valued at 3.05, compared to the broader market0.0020.0040.0060.00
ITDI: 3.05
ITDE: 3.43

The current ITDI Sharpe Ratio is 0.63, which is comparable to the ITDE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ITDI and ITDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.63
0.70
ITDI
ITDE

Dividends

ITDI vs. ITDE - Dividend Comparison

ITDI's dividend yield for the trailing twelve months is around 1.71%, more than ITDE's 1.67% yield.


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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.85%
-5.86%
ITDI
ITDE

Volatility

ITDI vs. ITDE - Volatility Comparison

Ishares Lifepath Target Date 2065 ETF (ITDI) has a higher volatility of 12.52% compared to Ishares Lifepath Target Date 2045 ETF (ITDE) at 11.27%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.52%
11.27%
ITDI
ITDE