LDDR vs. ITDE

Last updated Apr 2, 2026

Compare and contrast key facts about LifeX 2035 Income Bucket ETF (LDDR) and Ishares Lifepath Target Date 2045 ETF (ITDE).

LDDR and ITDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDDR is an actively managed fund by STONE RIDGE. It was launched on Jan 3, 2025. ITDE is an actively managed fund by iShares. It was launched on Oct 17, 2023.

Performance

LDDR vs. ITDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2035 Income Bucket ETF (LDDR) and Ishares Lifepath Target Date 2045 ETF (ITDE). The values are adjusted to include any dividend payments, if applicable.

LDDR vs. ITDE - Yearly Performance Comparison

	2026 (YTD)	2025
LDDR LifeX 2035 Income Bucket ETF	-0.03%	6.74%
ITDE Ishares Lifepath Target Date 2045 ETF	-0.34%	18.00%

Returns By Period

In the year-to-date period, LDDR achieves a -0.03% return, which is significantly higher than ITDE's -0.34% return.

LDDR

• 1D: -0.14%
• 1M: -1.20%
• YTD: -0.03%
• 6M: 0.71%
• 1Y: 3.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITDE

• 1D: 0.73%
• 1M: -4.39%
• YTD: -0.34%
• 6M: 1.93%
• 1Y: 19.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LDDR vs. ITDE - Expense Ratio Comparison

LDDR has a 0.25% expense ratio, which is higher than ITDE's 0.11% 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%.

LDDR

LifeX 2035 Income Bucket ETF

ITDE

Ishares Lifepath Target Date 2045 ETF

Return for Risk

LDDR vs. ITDE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LDDR

LDDR Risk / Return Rank: 43
LDDR Sharpe Ratio Rank: 44
LDDR Sortino Ratio Rank: 43
LDDR Omega Ratio Rank: 37
LDDR Calmar Ratio Rank: 52
LDDR Martin Ratio Rank: 42

ITDE

ITDE Risk / Return Rank: 71
ITDE Sharpe Ratio Rank: 70
ITDE Sortino Ratio Rank: 72
ITDE Omega Ratio Rank: 73
ITDE Calmar Ratio Rank: 66
ITDE Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LDDR vs. ITDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2035 Income Bucket ETF (LDDR) 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.

	LDDR	ITDE	Difference
Sharpe ratio Return per unit of total volatility	0.88	1.28	-0.40
Sortino ratio Return per unit of downside risk	1.28	1.89	-0.61
Omega ratio Gain probability vs. loss probability	1.16	1.28	-0.12
Calmar ratio Return relative to maximum drawdown	1.54	1.80	-0.26
Martin ratio Return relative to average drawdown	4.58	8.45	-3.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDDR vs. ITDE - Sharpe Ratio Comparison

The current LDDR Sharpe Ratio is 0.88, which is lower than the ITDE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of LDDR and ITDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LDDR	ITDE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	1.28	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	1.51	-0.20

Correlation

The correlation between LDDR and ITDE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LDDR vs. ITDE - Dividend Comparison

LDDR's dividend yield for the trailing twelve months is around 12.26%, more than ITDE's 1.86% yield.

	TTM	2025	2024	2023
LDDR LifeX 2035 Income Bucket ETF	12.26%	14.63%	0.00%	0.00%
ITDE Ishares Lifepath Target Date 2045 ETF	1.86%	1.86%	1.64%	0.87%

Drawdowns

LDDR vs. ITDE - Drawdown Comparison

The maximum LDDR drawdown since its inception was -2.38%, smaller than the maximum ITDE drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for LDDR and ITDE.

Drawdown Indicators

	LDDR	ITDE	Difference
Max Drawdown Largest peak-to-trough decline	-2.38%	-14.67%	+12.29%
Max Drawdown (1Y) Largest decline over 1 year	-2.38%	-10.88%	+8.50%
Current Drawdown Current decline from peak	-1.57%	-5.40%	+3.83%
Average Drawdown Average peak-to-trough decline	-0.56%	-1.45%	+0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.80%	2.32%	-1.52%

Volatility

LDDR vs. ITDE - Volatility Comparison

The current volatility for LifeX 2035 Income Bucket ETF (LDDR) is 1.27%, while Ishares Lifepath Target Date 2045 ETF (ITDE) has a volatility of 5.40%. This indicates that LDDR experiences smaller price fluctuations and is considered to be less risky than ITDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LDDR	ITDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.27%	5.40%	-4.13%
Volatility (6M) Calculated over the trailing 6-month period	2.13%	8.47%	-6.34%
Volatility (1Y) Calculated over the trailing 1-year period	3.87%	15.03%	-11.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.14%	12.92%	-8.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.14%	12.92%	-8.78%