ITDJ vs. USOY
ITDJ (iShares LifePath Target Date 2070 ETF) and USOY (Defiance Oil Enhanced Options Income ETF) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while USOY is a Derivative Income fund actively managed by Defiance. Both are actively managed. Over the past year, ITDJ returned 25.85% vs 26.28% for USOY. At a correlation of -0.14, they often move in opposite directions. ITDJ charges 0.12%/yr vs 1.22%/yr for USOY.
Performance
ITDJ vs. USOY - 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 USOY's 34.69% return.
ITDJ
- 1D
- -1.87%
- 1M
- -0.24%
- YTD
- 10.22%
- 6M
- 9.57%
- 1Y
- 25.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USOY
- 1D
- -1.29%
- 1M
- -17.01%
- YTD
- 34.69%
- 6M
- 34.18%
- 1Y
- 26.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDJ vs. USOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 10.22% | 22.02% | -1.70% |
USOY Defiance Oil Enhanced Options Income ETF | 34.69% | -7.93% | 9.56% |
Correlation
The correlation between ITDJ and USOY is -0.29, 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 | -0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | -0.14 |
The correlation between ITDJ and USOY shifts across timeframes, from -0.29 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITDJ vs. USOY — Risk / Return Rank
ITDJ
USOY
ITDJ vs. USOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and Defiance Oil Enhanced Options Income ETF (USOY). 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 | USOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.18 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.25 | +1.45 |
| Martin ratioReturn relative to average drawdown | 11.60 | 4.10 | +7.50 |
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Drawdowns
ITDJ vs. USOY - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum USOY drawdown of -21.19%. Use the drawdown chart below to compare losses from any high point for ITDJ and USOY.
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Drawdown Indicators
| ITDJ | USOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -21.19% | +4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -21.19% | +11.54% |
Current DrawdownCurrent decline from peak | -2.48% | -21.19% | +18.71% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -6.63% | +4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 6.44% | -4.21% |
Volatility
ITDJ vs. USOY - Volatility Comparison
The current volatility for iShares LifePath Target Date 2070 ETF (ITDJ) is 5.38%, while Defiance Oil Enhanced Options Income ETF (USOY) has a volatility of 10.34%. This indicates that ITDJ experiences smaller price fluctuations and is considered to be less risky than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | USOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 10.34% | -4.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 28.44% | -17.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 31.56% | -18.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 26.51% | -10.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 26.51% | -10.12% |
ITDJ vs. USOY - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is lower than USOY's 1.22% expense ratio.
Dividends
ITDJ vs. USOY - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.27%, less than USOY's 68.29% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.27% | 1.40% | 0.82% |
USOY Defiance Oil Enhanced Options Income ETF | 68.29% | 104.32% | 48.60% |
Frequently Asked Questions
ITDJ and USOY have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USOY has higher volatility (10.34%) compared to ITDJ (5.38%). In terms of maximum drawdown, ITDJ dropped -16.63% vs USOY's -21.19%.
On 1-year performance, USOY leads with 26.28% vs 25.85% 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, USOY has performed better with a 26.28% return vs 25.85%. 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 1.22% for USOY.
USOY has the higher dividend yield at 68.29%, compared with 1.27% for ITDJ.
ITDJ is categorized as Target Retirement Date, while USOY is Derivative Income. They also come from different issuers: iShares and Defiance. Their fees differ too: 0.12% for ITDJ and 1.22% for USOY.
ITDJ currently has the higher Sharpe Ratio (1.92 vs 0.85), 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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