ITDJ vs. SCHF
ITDJ (iShares LifePath Target Date 2070 ETF) and SCHF (Schwab International Equity ETF) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while SCHF is a Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. ITDJ is actively managed, while SCHF is passively managed. Over the past year, ITDJ returned 25.85% vs 31.16% for SCHF. Their correlation of 0.87 suggests significant overlap in exposure. ITDJ charges 0.12%/yr vs 0.06%/yr for SCHF.
Performance
ITDJ vs. SCHF - Performance Comparison
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Returns By Period
In the year-to-date period, ITDJ achieves a 10.22% return, which is significantly lower than SCHF's 13.98% return.
ITDJ
- 1D
- -1.87%
- 1M
- -0.24%
- YTD
- 10.22%
- 6M
- 9.57%
- 1Y
- 25.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHF
- 1D
- -3.15%
- 1M
- 0.55%
- YTD
- 13.98%
- 6M
- 13.74%
- 1Y
- 31.16%
- 3Y*
- 19.61%
- 5Y*
- 9.76%
- 10Y*
- 10.82%
ITDJ vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 10.22% | 22.02% | -1.70% |
SCHF Schwab International Equity ETF | 13.98% | 34.55% | -1.72% |
Correlation
The correlation between ITDJ and SCHF is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.87 |
The correlation between ITDJ and SCHF has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
ITDJ vs. SCHF — Risk / Return Rank
ITDJ
SCHF
ITDJ vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and Schwab International Equity ETF (SCHF). 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 | SCHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 2.73 | -0.04 |
| Martin ratioReturn relative to average drawdown | 11.60 | 10.46 | +1.14 |
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Drawdowns
ITDJ vs. SCHF - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for ITDJ and SCHF.
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Drawdown Indicators
| ITDJ | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -34.87% | +18.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -11.48% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.87% | — |
Current DrawdownCurrent decline from peak | -2.48% | -3.15% | +0.67% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -7.36% | +5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.99% | -0.76% |
Volatility
ITDJ vs. SCHF - Volatility Comparison
The current volatility for iShares LifePath Target Date 2070 ETF (ITDJ) is 5.38%, while Schwab International Equity ETF (SCHF) has a volatility of 7.22%. This indicates that ITDJ experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 7.22% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 14.80% | -3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 16.92% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 16.61% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 17.05% | -0.66% |
ITDJ vs. SCHF - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is higher than SCHF's 0.06% 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. SCHF - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.27%, less than SCHF's 3.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.27% | 1.40% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 3.00% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
With a correlation of 0.92, ITDJ and SCHF 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.
SCHF has higher volatility (7.22%) compared to ITDJ (5.38%). In terms of maximum drawdown, ITDJ dropped -16.63% vs SCHF's -34.87%.
On 1-year performance, SCHF leads with 31.16% vs 25.85% for ITDJ. On fees, SCHF is cheaper at 0.06% per year. On volatility, ITDJ has been the lower-risk option at 5.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SCHF has performed better with a 31.16% return vs 25.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHF is cheaper with a 0.06% expense ratio, compared with 0.12% for ITDJ.
SCHF has the higher dividend yield at 3.00%, compared with 1.27% for ITDJ.
ITDJ is categorized as Target Retirement Date, while SCHF is Foreign Large Cap Equities. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.12% for ITDJ and 0.06% for SCHF.
ITDJ currently has the higher Sharpe Ratio (1.92 vs 1.85), 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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