ITDJ vs. SLTY

Last updated Jun 4, 2026

ITDJ (iShares LifePath Target Date 2070 ETF) and SLTY (YieldMax Ultra Short Option Income Strategy ETF) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while SLTY is a Derivative Income fund actively managed by YieldMax. Both are actively managed. At a correlation of -0.62, they often move in opposite directions. ITDJ charges 0.12%/yr vs 1.24%/yr for SLTY.

Performance

ITDJ vs. SLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares LifePath Target Date 2070 ETF (ITDJ) and YieldMax Ultra Short Option Income Strategy ETF (SLTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDJ achieves a 12.11% return, which is significantly higher than SLTY's -6.01% return.

ITDJ

• 1D: -0.81%
• 1M: 4.82%
• YTD: 12.11%
• 6M: 13.07%
• 1Y: 29.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SLTY

• 1D: 0.65%
• 1M: -1.73%
• YTD: -6.01%
• 6M: -5.54%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDJ vs. SLTY - Yearly Performance Comparison

	2026 (YTD)	2025
ITDJ iShares LifePath Target Date 2070 ETF	12.11%	7.94%
SLTY YieldMax Ultra Short Option Income Strategy ETF	-6.01%	-12.17%

Correlation

The correlation between ITDJ and SLTY is -0.62, 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 (All Time) Calculated using the full available price history since Aug 22, 2025	-0.62

Return for Risk

ITDJ vs. SLTY — Risk / Return Rank

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

ITDJ

ITDJ Risk / Return Rank: 69
ITDJ Sharpe Ratio Rank: 71
ITDJ Sortino Ratio Rank: 70
ITDJ Omega Ratio Rank: 70
ITDJ Calmar Ratio Rank: 61
ITDJ Martin Ratio Rank: 72

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. SLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and YieldMax Ultra Short Option Income Strategy ETF (SLTY). 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	SLTY	Difference
Sharpe ratio Return per unit of total volatility	2.28	—	—
Sortino ratio Return per unit of downside risk	3.16	—	—
Omega ratio Gain probability vs. loss probability	1.41	—	—
Calmar ratio Return relative to maximum drawdown	3.02	—	—
Martin ratio Return relative to average drawdown	13.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ITDJ	SLTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	-1.19	+2.50

Drawdowns

ITDJ vs. SLTY - Drawdown Comparison

The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum SLTY drawdown of -20.88%. Use the drawdown chart below to compare losses from any high point for ITDJ and SLTY.

Drawdown Indicators

	ITDJ	SLTY	Difference
Max Drawdown Largest peak-to-trough decline	-16.63%	-20.88%	+4.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.65%	—	—
Current Drawdown Current decline from peak	-0.81%	-17.45%	+16.64%
Average Drawdown Average peak-to-trough decline	-1.91%	-13.72%	+11.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	—	—

Volatility

Volatility by Period

	ITDJ	SLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.78%	18.42%	-5.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.18%	18.42%	-2.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.18%	18.42%	-2.24%

ITDJ vs. SLTY - Expense Ratio Comparison

ITDJ has a 0.12% expense ratio, which is lower than SLTY's 1.24% expense ratio.

Dividends

ITDJ vs. SLTY - Dividend Comparison

ITDJ's dividend yield for the trailing twelve months is around 1.25%, less than SLTY's 74.24% yield.

Position	TTM	2025	2024
ITDJ iShares LifePath Target Date 2070 ETF	1.25%	1.40%	0.82%
SLTY YieldMax Ultra Short Option Income Strategy ETF	74.24%	29.68%	0.00%

Frequently Asked Questions

Can I hold both ITDJ and SLTY in my portfolio?

ITDJ and SLTY have a correlation of -0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ITDJ or SLTY?

On fees, ITDJ is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ITDJ or SLTY?

ITDJ is cheaper with a 0.12% expense ratio, compared with 1.24% for SLTY.

Which ETF pays a higher dividend yield, ITDJ or SLTY?

SLTY has the higher dividend yield at 74.24%, compared with 1.25% for ITDJ.

What is the main difference between ITDJ and SLTY?

ITDJ is categorized as Target Retirement Date, while SLTY is Derivative Income. They also come from different issuers: iShares and YieldMax. Their fees differ too: 0.12% for ITDJ and 1.24% for SLTY.