ITDJ vs. ITDH
ITDJ (iShares LifePath Target Date 2070 ETF) and ITDH (Ishares Lifepath Target Date 2060 ETF) are both Target Retirement Date funds from iShares. Both are actively managed. Over the past year, ITDJ returned 24.00% vs 23.98% for ITDH. Their 1.00 correlation means they have historically moved very closely together. ITDJ charges 0.12%/yr vs 0.11%/yr for ITDH.
Performance
ITDJ vs. ITDH - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ITDJ having a 11.50% return and ITDH slightly higher at 11.65%.
ITDJ
- 1D
- 0.37%
- 1M
- -0.08%
- 6M
- 8.17%
- YTD
- 11.50%
- 1Y
- 24.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.52%
ITDH
- 1D
- 0.26%
- 1M
- -0.12%
- 6M
- 8.14%
- YTD
- 11.65%
- 1Y
- 23.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 23.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $289.38K | $244.45K | $244.60K | |
| $73.66K | $197.52K | $150.89K |
ITDJ vs. ITDH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 11.50% | 22.02% | -1.70% |
ITDH Ishares Lifepath Target Date 2060 ETF | 11.65% | 21.75% | -1.87% |
Correlation
The correlation between ITDJ and ITDH is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 1.00 |
The correlation between ITDJ and ITDH has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
ITDJ vs. ITDH — Risk / Return Rank
ITDJ
ITDH
ITDJ vs. ITDH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and Ishares Lifepath Target Date 2060 ETF (ITDH). 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 | ITDH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.36 | 0.00 |
| Martin ratioReturn relative to average drawdown | 9.91 | 9.92 | 0.00 |
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Drawdowns
ITDJ vs. ITDH - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, roughly equal to the maximum ITDH drawdown of -16.25%. Use the drawdown chart below to compare losses from any high point for ITDJ and ITDH.
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Drawdown Indicators
| ITDJ | ITDH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -16.25% | -0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -9.64% | -0.01% |
Current DrawdownCurrent decline from peak | -1.35% | -1.39% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -1.89% | -1.59% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.29% | 0.00% |
Volatility
ITDJ vs. ITDH - Volatility Comparison
iShares LifePath Target Date 2070 ETF (ITDJ) and Ishares Lifepath Target Date 2060 ETF (ITDH) have volatilities of 3.91% and 3.94%, 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
| ITDJ | ITDH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.94% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | 11.64% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 13.89% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 14.62% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 14.62% | +1.55% |
ITDJ vs. ITDH - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is higher than ITDH's 0.11% 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%.
Dividends
ITDJ vs. ITDH - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.26%, less than ITDH's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ITDH Ishares Lifepath Target Date 2060 ETF | 1.44% | 1.60% | 1.66% | 0.84% |
ITDJ iShares LifePath Target Date 2070 ETF | 1.26% | 1.40% | 0.82% | 0.00% |
Frequently Asked Questions
With a correlation of 1.00, ITDJ and ITDH 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.
ITDH has higher volatility (3.94%) compared to ITDJ (3.91%). In terms of maximum drawdown, ITDJ dropped -16.63% vs ITDH's -16.25%.
On 1-year performance, ITDJ leads with 24.00% vs 23.98% for ITDH. On fees, ITDH 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, ITDJ has performed better with a 24.00% return vs 23.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDH is cheaper with a 0.11% expense ratio, compared with 0.12% for ITDJ.
ITDH has the higher dividend yield at 1.44%, compared with 1.26% for ITDJ.
Their fees differ too: 0.12% for ITDJ and 0.11% for ITDH.
ITDJ currently has the higher Sharpe Ratio (1.64 vs 1.64), 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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