LDDR vs. ITDJ
LDDR (LifeX 2035 Income Bucket ETF) and ITDJ (iShares LifePath Target Date 2070 ETF) are both Target Retirement Date funds. Both are actively managed. Over the past year, LDDR returned 3.60% vs 29.01% for ITDJ. At a 0.19 correlation, their price movements are largely independent. LDDR charges 0.25%/yr vs 0.12%/yr for ITDJ.
Performance
LDDR vs. ITDJ - Performance Comparison
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Returns By Period
In the year-to-date period, LDDR achieves a -0.24% return, which is significantly lower than ITDJ's 12.11% return.
LDDR
- 1D
- -0.14%
- 1M
- -0.06%
- YTD
- -0.24%
- 6M
- -0.43%
- 1Y
- 3.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ITDJ
- 1D
- -0.81%
- 1M
- 4.82%
- YTD
- 12.11%
- 6M
- 13.07%
- 1Y
- 29.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LDDR vs. ITDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LDDR LifeX 2035 Income Bucket ETF | -0.24% | 6.74% |
ITDJ iShares LifePath Target Date 2070 ETF | 12.11% | 20.33% |
Correlation
The correlation between LDDR and ITDJ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025 | 0.19 |
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Return for Risk
LDDR vs. ITDJ — Risk / Return Rank
LDDR
ITDJ
LDDR vs. ITDJ - 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 2070 ETF (ITDJ). 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 | ITDJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 3.02 | -1.57 |
| Martin ratioReturn relative to average drawdown | 4.30 | 13.33 | -9.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDDR | ITDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 2.28 | -1.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 1.32 | -0.17 |
Drawdowns
LDDR vs. ITDJ - Drawdown Comparison
The maximum LDDR drawdown since its inception was -2.50%, smaller than the maximum ITDJ drawdown of -16.63%. Use the drawdown chart below to compare losses from any high point for LDDR and ITDJ.
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Drawdown Indicators
| LDDR | ITDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.50% | -16.63% | +14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -9.65% | +7.15% |
Current DrawdownCurrent decline from peak | -1.77% | -0.81% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -0.68% | -1.91% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 2.18% | -1.34% |
Volatility
LDDR vs. ITDJ - Volatility Comparison
The current volatility for LifeX 2035 Income Bucket ETF (LDDR) is 1.00%, while iShares LifePath Target Date 2070 ETF (ITDJ) has a volatility of 3.90%. This indicates that LDDR experiences smaller price fluctuations and is considered to be less risky than ITDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDDR | ITDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 3.90% | -2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 2.18% | 10.29% | -8.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.23% | 12.78% | -9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.02% | 16.18% | -12.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.02% | 16.18% | -12.16% |
LDDR vs. ITDJ - Expense Ratio Comparison
LDDR has a 0.25% expense ratio, which is higher than ITDJ's 0.12% 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
LDDR vs. ITDJ - Dividend Comparison
LDDR's dividend yield for the trailing twelve months is around 12.68%, more than ITDJ's 1.25% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ITDJ iShares LifePath Target Date 2070 ETF | 1.25% | 1.40% | 0.82% |
LDDR LifeX 2035 Income Bucket ETF | 12.68% | 14.63% | 0.00% |
Frequently Asked Questions
LDDR and ITDJ have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITDJ has higher volatility (3.90%) compared to LDDR (1.00%). In terms of maximum drawdown, LDDR dropped -2.50% vs ITDJ's -16.63%.
On 1-year performance, ITDJ leads with 29.01% vs 3.60% for LDDR. On fees, ITDJ is cheaper at 0.12% per year. On volatility, LDDR has been the lower-risk option at 1.00%. 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 29.01% return vs 3.60%. 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 0.25% for LDDR.
LDDR has the higher dividend yield at 12.68%, compared with 1.25% for ITDJ.
They also come from different issuers: STONE RIDGE and iShares. Their fees differ too: 0.25% for LDDR and 0.12% for ITDJ.
ITDJ currently has the higher Sharpe Ratio (2.28 vs 1.12), 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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