ISHARES LIFEPATH TARGET DATE 2050 ETF
Symbol: ITDF
Exchange: NYSE
Sector: Technology
Category: Target-Date 2050
Inception date: 17/10/2023
Latest date: 17/07/2026
Current price: $40.99
Expense ratio: 0.11%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.41%
Ann. -41.60% (Sharpe / Sortino numerator)
Volatility
20.38%
Sharpe ratio
-2.219
VaR 95%
-1.89%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.98%
Ann. -4.55% (Sharpe / Sortino numerator)
Volatility
15.15%
Sharpe ratio
-0.540
VaR 95%
-1.62%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.94%
Ann. 3.34% (Sharpe / Sortino numerator)
Volatility
13.32%
Sharpe ratio
-0.021
VaR 95%
-1.48%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.58%
Ann. 20.11% (Sharpe / Sortino numerator)
Volatility
16.21%
Sharpe ratio
1.017
VaR 95%
-1.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.64%
Ann. 14.55% (Sharpe / Sortino numerator)
Volatility
14.43%
Sharpe ratio
0.757
VaR 95%
-1.41%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
76.76%
Ann. 25.10% (Sharpe / Sortino numerator)
Volatility
14.08%
Sharpe ratio
1.528
VaR 95%
-1.34%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 17/07/2025 - 17/07/2026.
Average daily return
0.078%
Best day
2.96%
Worst day
-2.775%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $40.84 | $41.05 | $40.80 | $40.99 | 7,600 |
| 16/07/2026 | $41.42 | $41.44 | $41.24 | $41.28 | 12,800 |
| 15/07/2026 | $41.50 | $41.59 | $41.45 | $41.52 | 18,400 |
| 14/07/2026 | $41.29 | $41.50 | $41.29 | $41.40 | 4,500 |
| 13/07/2026 | $41.46 | $41.46 | $41.03 | $41.16 | 5,100 |
| 10/07/2026 | $41.60 | $41.61 | $41.50 | $41.60 | 7,400 |
| 09/07/2026 | $41.26 | $41.54 | $41.26 | $41.45 | 7,100 |
| 08/07/2026 | $40.98 | $41.22 | $40.91 | $41.19 | 7,500 |
| 07/07/2026 | $41.44 | $41.56 | $41.28 | $41.33 | 9,300 |
| 06/07/2026 | $41.56 | $41.73 | $41.56 | $41.70 | 11,300 |