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ITDJ vs. ITDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITDJ vs. ITDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares LifePath Target Date 2070 ETF (ITDJ) and Ishares Lifepath Target Date 2065 ETF (ITDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ITDJ having a 10.22% return and ITDI slightly higher at 10.29%.


ITDJ

1D
-1.87%
1M
-0.24%
YTD
10.22%
6M
9.57%
1Y
25.85%
3Y*
5Y*
10Y*

ITDI

1D
-1.85%
1M
-0.18%
YTD
10.29%
6M
9.64%
1Y
25.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDJ vs. ITDI - Yearly Performance Comparison


2026 (YTD)20252024
ITDJ
iShares LifePath Target Date 2070 ETF
10.22%22.02%-1.70%
ITDI
Ishares Lifepath Target Date 2065 ETF
10.29%21.90%-1.83%

Correlation

The correlation between ITDJ and ITDI is 1.00 - 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

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2024

1.00

The correlation between ITDJ and ITDI 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. ITDI — Risk / Return Rank

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

ITDJ
ITDJ Risk / Return Rank: 6464
Overall Rank
ITDJ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ITDJ Sortino Ratio Rank: 6262
Sortino Ratio Rank
ITDJ Omega Ratio Rank: 6363
Omega Ratio Rank
ITDJ Calmar Ratio Rank: 6060
Calmar Ratio Rank
ITDJ Martin Ratio Rank: 6969
Martin Ratio Rank

ITDI
ITDI Risk / Return Rank: 6262
Overall Rank
ITDI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ITDI Sortino Ratio Rank: 6060
Sortino Ratio Rank
ITDI Omega Ratio Rank: 6161
Omega Ratio Rank
ITDI Calmar Ratio Rank: 5959
Calmar Ratio Rank
ITDI Martin Ratio Rank: 6767
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.

ITDJ vs. ITDI - 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 2065 ETF (ITDI). 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.


ITDJITDIDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.35

1.35

0.00

Calmar ratioReturn relative to maximum drawdown

2.69

2.71

-0.02

Martin ratioReturn relative to average drawdown

11.60

11.66

-0.06

ITDJ vs. ITDI - Sharpe Ratio Comparison

The current ITDJ Sharpe Ratio is 1.92, which is comparable to the ITDI Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ITDJ and ITDI, 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

ITDJ vs. ITDI - Drawdown Comparison

The maximum ITDJ drawdown since its inception was -16.63%, roughly equal to the maximum ITDI drawdown of -16.31%. Use the drawdown chart below to compare losses from any high point for ITDJ and ITDI.


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Drawdown Indicators


ITDJITDIDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-16.31%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-9.60%

-0.05%

Current Drawdown

Current decline from peak

-2.48%

-2.42%

-0.06%

Average Drawdown

Average peak-to-trough decline

-1.91%

-1.58%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.23%

0.00%

Volatility

ITDJ vs. ITDI - Volatility Comparison

iShares LifePath Target Date 2070 ETF (ITDJ) and Ishares Lifepath Target Date 2065 ETF (ITDI) have volatilities of 5.38% and 5.35%, 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


ITDJITDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

5.35%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

11.29%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

13.57%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

14.66%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

14.66%

+1.73%

ITDJ vs. ITDI - Expense Ratio Comparison

ITDJ has a 0.12% expense ratio, which is higher than ITDI'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. ITDI - Dividend Comparison

ITDJ's dividend yield for the trailing twelve months is around 1.27%, less than ITDI's 1.48% yield.


PositionTTM202520242023
ITDI
Ishares Lifepath Target Date 2065 ETF
1.48%1.63%1.68%0.84%
ITDJ
iShares LifePath Target Date 2070 ETF
1.27%1.40%0.82%0.00%

Frequently Asked Questions


With a correlation of 1.00, ITDJ and ITDI 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.

ITDJ has higher volatility (5.38%) compared to ITDI (5.35%). In terms of maximum drawdown, ITDJ dropped -16.63% vs ITDI's -16.31%.

On 1-year performance, ITDI leads with 25.94% vs 25.85% for ITDJ. On fees, ITDI 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, ITDI has performed better with a 25.94% return vs 25.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITDI is cheaper with a 0.11% expense ratio, compared with 0.12% for ITDJ.

ITDI has the higher dividend yield at 1.48%, compared with 1.27% for ITDJ.

Their fees differ too: 0.12% for ITDJ and 0.11% for ITDI.

ITDI currently has the higher Sharpe Ratio (1.92 vs 1.92), 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 ITDJ and ITDI

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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