ITDJ vs. UGA
ITDJ (iShares LifePath Target Date 2070 ETF) and UGA (United States Gasoline Fund LP) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while UGA is a Oil & Gas fund tracking the Front Month Unleaded Gasoline. ITDJ is actively managed, while UGA is passively managed. Over the past year, ITDJ returned 24.06% vs 62.68% for UGA. At a correlation of -0.12, they often move in opposite directions. ITDJ charges 0.12%/yr vs 0.75%/yr for UGA.
Performance
ITDJ vs. UGA - Performance Comparison
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Returns By Period
In the year-to-date period, ITDJ achieves a 10.07% return, which is significantly lower than UGA's 59.54% return.
ITDJ
- 1D
- -0.14%
- 1M
- -0.38%
- YTD
- 10.07%
- 6M
- 9.14%
- 1Y
- 24.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
UGA
- 1D
- -2.77%
- 1M
- -14.54%
- YTD
- 59.54%
- 6M
- 55.91%
- 1Y
- 62.68%
- 3Y*
- 17.85%
- 5Y*
- 22.22%
- 10Y*
- 13.99%
ITDJ vs. UGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 10.07% | 22.02% | -1.70% |
UGA United States Gasoline Fund LP | 59.54% | -2.00% | 3.89% |
Correlation
The correlation between ITDJ and UGA is -0.26, 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 | -0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | -0.12 |
The correlation between ITDJ and UGA shifts across timeframes, from -0.26 (1 year) to -0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITDJ vs. UGA — Risk / Return Rank
ITDJ
UGA
ITDJ vs. UGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and United States Gasoline Fund LP (UGA). 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 | UGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 3.10 | -0.60 |
| Martin ratioReturn relative to average drawdown | 10.77 | 9.66 | +1.11 |
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Drawdowns
ITDJ vs. UGA - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for ITDJ and UGA.
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Drawdown Indicators
| ITDJ | UGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -86.59% | +69.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -20.32% | +10.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.68% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.89% | — |
Current DrawdownCurrent decline from peak | -2.62% | -20.32% | +17.70% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -36.69% | +34.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 6.51% | -4.27% |
Volatility
ITDJ vs. UGA - Volatility Comparison
The current volatility for iShares LifePath Target Date 2070 ETF (ITDJ) is 5.38%, while United States Gasoline Fund LP (UGA) has a volatility of 9.45%. This indicates that ITDJ experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | UGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 9.45% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.27% | 30.74% | -19.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 34.84% | -21.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 34.47% | -18.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 37.22% | -20.85% |
ITDJ vs. UGA - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is lower than UGA's 0.75% expense ratio.
Dividends
ITDJ vs. UGA - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.27%, while UGA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.27% | 1.40% | 0.82% |
UGA United States Gasoline Fund LP | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITDJ and UGA have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UGA has higher volatility (9.45%) compared to ITDJ (5.38%). In terms of maximum drawdown, ITDJ dropped -16.63% vs UGA's -86.59%.
On 1-year performance, UGA leads with 62.68% vs 24.06% for ITDJ. On fees, ITDJ is cheaper at 0.12% 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, UGA has performed better with a 62.68% return vs 24.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDJ is cheaper with a 0.12% expense ratio, compared with 0.75% for UGA.
ITDJ has the higher dividend yield at 1.27%, compared with 0.00% for UGA.
ITDJ is categorized as Target Retirement Date, while UGA is Oil & Gas. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.12% for ITDJ and 0.75% for UGA.
UGA currently has the higher Sharpe Ratio (1.82 vs 1.79), 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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