ITDJ vs. USFR
ITDJ (iShares LifePath Target Date 2070 ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. ITDJ is actively managed, while USFR is passively managed. Over the past year, ITDJ returned 29.36% vs 3.97% for USFR. At a correlation of -0.07, they often move in opposite directions. ITDJ charges 0.12%/yr vs 0.15%/yr for USFR.
Performance
ITDJ vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, ITDJ achieves a 12.33% return, which is significantly higher than USFR's 1.78% return.
ITDJ
- 1D
- -0.15%
- 1M
- 1.67%
- YTD
- 12.33%
- 6M
- 12.14%
- 1Y
- 29.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.78%
- 6M
- 1.89%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.70%
- 10Y*
- 2.43%
ITDJ vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 12.33% | 22.02% | -1.70% |
USFR WisdomTree Floating Rate Treasury Fund | 1.78% | 4.23% | 0.74% |
Correlation
The correlation between ITDJ and USFR is -0.12, 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 | -0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | -0.07 |
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Return for Risk
ITDJ vs. USFR — Risk / Return Rank
ITDJ
USFR
ITDJ vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and WisdomTree Floating Rate Treasury Fund (USFR). 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 | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.45 | ||
| Sortino ratioReturn per unit of downside risk | -46.87 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 13.24 | -11.85 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 200.29 | -197.24 |
| Martin ratioReturn relative to average drawdown | 13.21 | 775.73 | -762.52 |
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Drawdowns
ITDJ vs. USFR - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for ITDJ and USFR.
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Drawdown Indicators
| ITDJ | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -1.36% | -15.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -0.02% | -9.63% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -0.62% | 0.00% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -0.15% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 0.01% | +2.22% |
Volatility
ITDJ vs. USFR - Volatility Comparison
iShares LifePath Target Date 2070 ETF (ITDJ) has a higher volatility of 5.01% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that ITDJ's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 0.08% | +4.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 0.19% | +10.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 0.27% | +13.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 0.40% | +15.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 0.78% | +15.55% |
ITDJ vs. USFR - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is lower than USFR's 0.15% expense ratio. Despite the difference, 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. USFR - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.25%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.25% | 1.40% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
ITDJ and USFR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITDJ has higher volatility (5.01%) compared to USFR (0.08%). In terms of maximum drawdown, ITDJ dropped -16.63% vs USFR's -1.36%.
On 1-year performance, ITDJ leads with 29.36% vs 3.97% for USFR. On fees, ITDJ is cheaper at 0.12% per year. On volatility, USFR has been the lower-risk option at 0.08%. 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 29.36% return vs 3.97%. 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 0.15% for USFR.
USFR has the higher dividend yield at 3.91%, compared with 1.25% for ITDJ.
ITDJ is categorized as Target Retirement Date, while USFR is Government Bonds. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for ITDJ and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.65 vs 2.20), 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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