ITOT vs. ITDE
ITOT (iShares Core S&P Total U.S. Stock Market ETF) and ITDE (Ishares Lifepath Target Date 2045 ETF) are both exchange-traded funds - ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index, while ITDE is a Target Retirement Date fund actively managed by iShares. ITOT is passively managed, while ITDE is actively managed. Over the past year, ITOT returned 22.95% vs 21.94% for ITDE. With a 0.95 correlation, they move nearly in lockstep. ITOT charges 0.03%/yr vs 0.11%/yr for ITDE.
Performance
ITOT vs. ITDE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ITOT having a 8.95% return and ITDE slightly higher at 9.36%.
ITOT
- 1D
- 0.08%
- 1M
- -1.51%
- YTD
- 8.95%
- 6M
- 7.49%
- 1Y
- 22.95%
- 3Y*
- 20.80%
- 5Y*
- 11.85%
- 10Y*
- 15.35%
ITDE
- 1D
- 0.23%
- 1M
- -0.81%
- YTD
- 9.36%
- 6M
- 8.62%
- 1Y
- 21.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITOT vs. ITDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 8.95% | 17.00% | 23.80% | 11.89% |
ITDE Ishares Lifepath Target Date 2045 ETF | 9.36% | 19.34% | 14.62% | 13.21% |
Correlation
The correlation between ITOT and ITDE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.95 |
The correlation between ITOT and ITDE has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.
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Return for Risk
ITOT vs. ITDE — Risk / Return Rank
ITOT
ITDE
ITOT vs. ITDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) and Ishares Lifepath Target Date 2045 ETF (ITDE). 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.
| ITOT | ITDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.61 | -0.02 |
| Martin ratioReturn relative to average drawdown | 11.40 | 11.21 | +0.19 |
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Drawdowns
ITOT vs. ITDE - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, which is greater than ITDE's maximum drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for ITOT and ITDE.
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Drawdown Indicators
| ITOT | ITDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -14.67% | -40.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -8.44% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | — | — |
Current DrawdownCurrent decline from peak | -2.78% | -1.66% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -1.42% | -5.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 1.96% | +0.06% |
Volatility
ITOT vs. ITDE - Volatility Comparison
iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a higher volatility of 4.87% compared to Ishares Lifepath Target Date 2045 ETF (ITDE) at 4.40%. This indicates that ITOT's price experiences larger fluctuations and is considered to be riskier than ITDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOT | ITDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 4.40% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 9.61% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 11.52% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 13.00% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 13.00% | +5.27% |
ITOT vs. ITDE - Expense Ratio Comparison
ITOT has a 0.03% expense ratio, which is lower than ITDE's 0.11% 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
ITOT vs. ITDE - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.02%, less than ITDE's 1.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDE Ishares Lifepath Target Date 2045 ETF | 1.70% | 1.86% | 1.64% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.02% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
With a correlation of 0.95, ITOT and ITDE 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.
ITOT has higher volatility (4.87%) compared to ITDE (4.40%). In terms of maximum drawdown, ITOT dropped -55.20% vs ITDE's -14.67%.
On 1-year performance, ITOT leads with 22.95% vs 21.94% for ITDE. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITDE has been the lower-risk option at 4.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITOT has performed better with a 22.95% return vs 21.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.11% for ITDE.
ITDE has the higher dividend yield at 1.70%, compared with 1.02% for ITOT.
ITOT is categorized as Large Cap Blend Equities, while ITDE is Target Retirement Date. Their fees differ too: 0.03% for ITOT and 0.11% for ITDE.
ITDE currently has the higher Sharpe Ratio (1.91 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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