IYF vs. ITDD
IYF (iShares U.S. Financials ETF) and ITDD (Ishares Lifepath Target Date 2040 ETF) are both exchange-traded funds - IYF is a Financials Equities fund tracking the Dow Jones U.S. Financials Index, while ITDD is a Target Retirement Date fund actively managed by iShares. IYF is passively managed, while ITDD is actively managed. Over the past year, IYF returned 11.89% vs 20.04% for ITDD. A 0.65 correlation means they provide meaningful diversification when combined. IYF charges 0.42%/yr vs 0.11%/yr for ITDD.
Performance
IYF vs. ITDD - Performance Comparison
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Returns By Period
In the year-to-date period, IYF achieves a 0.92% return, which is significantly lower than ITDD's 8.11% return.
IYF
- 1D
- 0.41%
- 1M
- 4.59%
- YTD
- 0.92%
- 6M
- -0.33%
- 1Y
- 11.89%
- 3Y*
- 23.15%
- 5Y*
- 11.53%
- 10Y*
- 13.90%
ITDD
- 1D
- -1.22%
- 1M
- 0.09%
- YTD
- 8.11%
- 6M
- 7.50%
- 1Y
- 20.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYF vs. ITDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IYF iShares U.S. Financials ETF | 0.92% | 18.25% | 31.30% | 15.27% |
ITDD Ishares Lifepath Target Date 2040 ETF | 8.11% | 17.66% | 13.08% | 12.87% |
Correlation
The correlation between IYF and ITDD is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023 | 0.65 |
The correlation between IYF and ITDD has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
IYF vs. ITDD — Risk / Return Rank
IYF
ITDD
IYF vs. ITDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) and Ishares Lifepath Target Date 2040 ETF (ITDD). 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.
| IYF | ITDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.36 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | 2.66 | -1.80 |
| Martin ratioReturn relative to average drawdown | 2.32 | 11.44 | -9.12 |
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Drawdowns
IYF vs. ITDD - Drawdown Comparison
The maximum IYF drawdown since its inception was -79.09%, which is greater than ITDD's maximum drawdown of -12.46%. Use the drawdown chart below to compare losses from any high point for IYF and ITDD.
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Drawdown Indicators
| IYF | ITDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.09% | -12.46% | -66.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -7.56% | -6.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | — | — |
Current DrawdownCurrent decline from peak | -2.17% | -1.59% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -17.58% | -1.25% | -16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.14% | 1.76% | +3.38% |
Volatility
IYF vs. ITDD - Volatility Comparison
iShares U.S. Financials ETF (IYF) and Ishares Lifepath Target Date 2040 ETF (ITDD) have volatilities of 4.13% and 4.07%, 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
| IYF | ITDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 4.07% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.19% | 8.62% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 10.31% | +4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 11.56% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.84% | 11.56% | +9.28% |
IYF vs. ITDD - Expense Ratio Comparison
IYF has a 0.42% expense ratio, which is higher than ITDD's 0.11% expense ratio.
Dividends
IYF vs. ITDD - Dividend Comparison
IYF's dividend yield for the trailing twelve months is around 1.48%, less than ITDD's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITDD Ishares Lifepath Target Date 2040 ETF | 1.69% | 1.82% | 1.56% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYF iShares U.S. Financials ETF | 1.48% | 1.32% | 1.29% | 1.67% | 1.86% | 1.27% | 1.72% | 1.64% | 1.90% | 1.46% | 1.67% | 1.66% |
Frequently Asked Questions
IYF and ITDD have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYF has higher volatility (4.13%) compared to ITDD (4.07%). In terms of maximum drawdown, IYF dropped -79.09% vs ITDD's -12.46%.
On 1-year performance, ITDD leads with 20.04% vs 11.89% for IYF. On fees, ITDD is cheaper at 0.11% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ITDD has performed better with a 20.04% return vs 11.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITDD is cheaper with a 0.11% expense ratio, compared with 0.42% for IYF.
ITDD has the higher dividend yield at 1.69%, compared with 1.48% for IYF.
IYF is categorized as Financials Equities, while ITDD is Target Retirement Date. Their fees differ too: 0.42% for IYF and 0.11% for ITDD.
ITDD currently has the higher Sharpe Ratio (1.96 vs 0.82), 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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