ITDJ vs. IBIT
ITDJ (iShares LifePath Target Date 2070 ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. ITDJ is actively managed, while IBIT is passively managed. Over the past year, ITDJ returned 22.86% vs -47.60% for IBIT. At a 0.46 correlation, their price movements are largely independent. ITDJ charges 0.12%/yr vs 0.25%/yr for IBIT.
Performance
ITDJ vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, ITDJ achieves a 11.22% return, which is significantly higher than IBIT's -29.06% return.
ITDJ
- 1D
- -1.11%
- 1M
- 0.15%
- 6M
- 8.02%
- YTD
- 11.22%
- 1Y
- 22.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIT
- 1D
- -2.79%
- 1M
- -2.28%
- 6M
- -32.10%
- YTD
- -29.06%
- 1Y
- -47.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDJ vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 11.22% | 22.02% | -1.70% |
IBIT iShares Bitcoin Trust ETF | -29.06% | -6.41% | 3.92% |
Correlation
The correlation between ITDJ and IBIT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.46 |
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Return for Risk
ITDJ vs. IBIT — Risk / Return Rank
ITDJ
IBIT
ITDJ vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and iShares Bitcoin Trust ETF (IBIT). 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.
| ITDJ | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.77 | ||
| Sortino ratioReturn per unit of downside risk | +4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.82 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | -0.90 | +3.27 |
| Martin ratioReturn relative to average drawdown | 10.14 | -1.46 | +11.60 |
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Drawdowns
ITDJ vs. IBIT - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum IBIT drawdown of -53.30%. Use the drawdown chart below to compare losses from any high point for ITDJ and IBIT.
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Drawdown Indicators
| ITDJ | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -53.30% | +36.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -53.30% | +43.65% |
Current DrawdownCurrent decline from peak | -1.59% | -50.60% | +49.01% |
Average DrawdownAverage peak-to-trough decline | -1.89% | -17.56% | +15.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 32.72% | -30.46% |
Volatility
ITDJ vs. IBIT - Volatility Comparison
The current volatility for iShares LifePath Target Date 2070 ETF (ITDJ) is 4.47%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 11.51%. This indicates that ITDJ experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 11.51% | -7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 34.79% | -23.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 44.38% | -30.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 49.97% | -33.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 49.97% | -33.73% |
ITDJ vs. IBIT - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is lower than IBIT's 0.25% 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
ITDJ vs. IBIT - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.26%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% |
ITDJ iShares LifePath Target Date 2070 ETF | 1.26% | 1.40% | 0.82% |
Frequently Asked Questions
ITDJ and IBIT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (11.51%) compared to ITDJ (4.47%). In terms of maximum drawdown, ITDJ dropped -16.63% vs IBIT's -53.30%.
On 1-year performance, ITDJ leads with 22.86% vs -47.60% for IBIT. On fees, ITDJ is cheaper at 0.12% per year. On volatility, ITDJ has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDJ has performed better with a 22.86% return vs -47.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDJ is cheaper with a 0.12% expense ratio, compared with 0.25% for IBIT.
ITDJ has the higher dividend yield at 1.26%, compared with 0.00% for IBIT.
ITDJ is categorized as Target Retirement Date, while IBIT is Cryptocurrency. Their fees differ too: 0.12% for ITDJ and 0.25% for IBIT.
ITDJ currently has the higher Sharpe Ratio (1.69 vs -1.08), 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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