ITDJ vs. SGOV
ITDJ (iShares LifePath Target Date 2070 ETF) and SGOV (iShares 0-3 Month Treasury Bond ETF) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while SGOV is a Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. ITDJ is actively managed, while SGOV is passively managed. Over the past year, ITDJ returned 29.22% vs 3.95% for SGOV. At a correlation of -0.09, they often move in opposite directions. ITDJ charges 0.12%/yr vs 0.09%/yr for SGOV.
Performance
ITDJ vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, ITDJ achieves a 12.62% return, which is significantly higher than SGOV's 1.52% return.
ITDJ
- 1D
- 0.45%
- 1M
- 4.17%
- YTD
- 12.62%
- 6M
- 13.44%
- 1Y
- 29.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.52%
- 6M
- 1.79%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
ITDJ vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 12.62% | 22.02% | -1.70% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.52% | 4.24% | 0.60% |
Correlation
The correlation between ITDJ and SGOV is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2024 | -0.09 |
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Return for Risk
ITDJ vs. SGOV — Risk / Return Rank
ITDJ
SGOV
ITDJ vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| ITDJ | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.98 | ||
| Sortino ratioReturn per unit of downside risk | -272.51 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 195.55 | -194.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 398.20 | -395.16 |
| Martin ratioReturn relative to average drawdown | 13.43 | 4,462.00 | -4,448.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITDJ | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 20.28 | -17.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 14.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.34 | 12.49 | -11.15 |
Drawdowns
ITDJ vs. SGOV - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for ITDJ and SGOV.
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Drawdown Indicators
| ITDJ | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -0.03% | -16.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -0.01% | -9.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.01% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -0.36% | 0.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -0.00% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 0.00% | +2.18% |
Volatility
ITDJ vs. SGOV - Volatility Comparison
iShares LifePath Target Date 2070 ETF (ITDJ) has a higher volatility of 3.81% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that ITDJ's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 0.05% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 0.13% | +10.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.78% | 0.20% | +12.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 0.24% | +15.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 0.24% | +15.92% |
ITDJ vs. SGOV - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is higher than SGOV's 0.09% 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. SGOV - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.24%, less than SGOV's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.24% | 1.40% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.86% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
ITDJ and SGOV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITDJ has higher volatility (3.81%) compared to SGOV (0.05%). In terms of maximum drawdown, ITDJ dropped -16.63% vs SGOV's -0.03%.
On 1-year performance, ITDJ leads with 29.22% vs 3.95% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.05%. 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 29.22% return vs 3.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGOV is cheaper with a 0.09% expense ratio, compared with 0.12% for ITDJ.
SGOV has the higher dividend yield at 3.86%, compared with 1.24% for ITDJ.
ITDJ is categorized as Target Retirement Date, while SGOV is Ultrashort Bond. Their fees differ too: 0.12% for ITDJ and 0.09% for SGOV.
SGOV currently has the higher Sharpe Ratio (20.28 vs 2.30), 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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