ITDJ vs. VT
ITDJ (iShares LifePath Target Date 2070 ETF) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - ITDJ is a Target Retirement Date fund actively managed by iShares, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. ITDJ is actively managed, while VT is passively managed. Over the past year, ITDJ returned 25.22% vs 24.89% for VT. Their 1.00 correlation means they have historically moved very closely together. ITDJ charges 0.12%/yr vs 0.06%/yr for VT.
Performance
ITDJ vs. VT - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ITDJ having a 12.60% return and VT slightly lower at 12.40%.
ITDJ
- 1D
- 0.98%
- 1M
- 0.91%
- 6M
- 8.65%
- YTD
- 12.60%
- 1Y
- 25.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.10%
VT
- 1D
- 1.12%
- 1M
- 0.92%
- 6M
- 8.48%
- YTD
- 12.40%
- 1Y
- 24.89%
- 3Y*
- 19.46%
- 5Y*
- 10.72%
- 10Y*
- 12.38%
- ALL TIME*
- 8.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $75.99K | $192.56K | $154.76K | |
| $432.10M | $371.73M | $483.41M |
ITDJ vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 12.60% | 22.02% | -1.70% |
VT Vanguard Total World Stock ETF | 12.40% | 22.43% | -1.84% |
Correlation
The correlation between ITDJ and VT is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 1.00 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 1.00 |
The correlation between ITDJ and VT has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.
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Return for Risk
ITDJ vs. VT — Risk / Return Rank
ITDJ
VT
ITDJ vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares LifePath Target Date 2070 ETF (ITDJ) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.58 | +0.04 |
| Martin ratioReturn relative to average drawdown | 11.02 | 10.76 | +0.27 |
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Drawdowns
ITDJ vs. VT - Drawdown Comparison
The maximum ITDJ drawdown since its inception was -16.63%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for ITDJ and VT.
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Drawdown Indicators
| ITDJ | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -50.27% | +33.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -9.67% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.73% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -1.89% | -6.97% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.32% | -0.03% |
Volatility
ITDJ vs. VT - Volatility Comparison
iShares LifePath Target Date 2070 ETF (ITDJ) and Vanguard Total World Stock ETF (VT) have volatilities of 4.03% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITDJ | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 4.14% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | 11.69% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 13.96% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 16.23% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 17.19% | -1.03% |
ITDJ vs. VT - Expense Ratio Comparison
ITDJ has a 0.12% expense ratio, which is higher than VT's 0.06% 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. VT - Dividend Comparison
ITDJ's dividend yield for the trailing twelve months is around 1.24%, less than VT's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.24% | 1.40% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.58% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
With a correlation of 1.00, ITDJ and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VT has higher volatility (4.14%) compared to ITDJ (4.03%). In terms of maximum drawdown, ITDJ dropped -16.63% vs VT's -50.27%.
On 1-year performance, ITDJ leads with 25.22% vs 24.89% for VT. On fees, VT is cheaper at 0.06% per year. On volatility, ITDJ has been the lower-risk option at 4.03%. 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 25.22% return vs 24.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VT is cheaper with a 0.06% expense ratio, compared with 0.12% for ITDJ.
VT has the higher dividend yield at 1.58%, compared with 1.24% for ITDJ.
ITDJ is categorized as Target Retirement Date, while VT is Global Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for ITDJ and 0.06% for VT.
ITDJ currently has the higher Sharpe Ratio (1.83 vs 1.80), 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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