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BCKT vs. EDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCKT vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2030 Income Bucket ETF (BCKT) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCKT achieves a 0.49% return, which is significantly higher than EDV's -1.80% return.


BCKT

1D
-0.02%
1M
0.08%
6M
0.51%
YTD
0.49%
1Y
3Y*
5Y*
10Y*

EDV

1D
0.11%
1M
-2.19%
6M
-3.09%
YTD
-1.80%
1Y
2.04%
3Y*
-4.80%
5Y*
-11.37%
10Y*
-4.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCKT vs. EDV - Yearly Performance Comparison


Correlation

The correlation between BCKT and EDV is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.61

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Return for Risk

BCKT vs. EDV — Risk / Return Rank

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

BCKT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EDV
EDV Risk / Return Rank: 99
Overall Rank
EDV Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 99
Sortino Ratio Rank
EDV Omega Ratio Rank: 99
Omega Ratio Rank
EDV Calmar Ratio Rank: 99
Calmar Ratio Rank
EDV Martin Ratio Rank: 99
Martin Ratio Rank
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.

BCKT vs. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2030 Income Bucket ETF (BCKT) and Vanguard Extended Duration Treasury ETF (EDV). 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.


BCKTEDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

-0.02

Martin ratioReturn relative to average drawdown

-0.03

BCKT vs. EDV - Sharpe Ratio Comparison


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Drawdowns

BCKT vs. EDV - Drawdown Comparison

The maximum BCKT drawdown since its inception was -1.00%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for BCKT and EDV.


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Drawdown Indicators


BCKTEDVDifference

Max Drawdown

Largest peak-to-trough decline

-1.00%

-59.96%

+58.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

Max Drawdown (3Y)

Largest decline over 3 years

-26.42%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

-0.41%

-54.94%

+54.53%

Average Drawdown

Average peak-to-trough decline

-0.29%

-23.59%

+23.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

Volatility

BCKT vs. EDV - Volatility Comparison


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Volatility by Period


BCKTEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.56%

14.24%

-12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.56%

21.56%

-20.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.56%

19.76%

-18.20%

BCKT vs. EDV - Expense Ratio Comparison

BCKT has a 0.25% expense ratio, which is higher than EDV's 0.05% 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

BCKT vs. EDV - Dividend Comparison

BCKT's dividend yield for the trailing twelve months is around 20.32%, more than EDV's 5.20% yield.


PositionTTM20252024202320222021202020192018201720162015
BCKT
LifeX 2030 Income Bucket ETF
20.32%5.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF
5.20%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%

Frequently Asked Questions


BCKT and EDV have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDV is cheaper with a 0.05% expense ratio, compared with 0.25% for BCKT.

BCKT has the higher dividend yield at 20.32%, compared with 5.20% for EDV.

They also come from different issuers: Stone Ridge and Vanguard. Their fees differ too: 0.25% for BCKT and 0.05% for EDV.

Portfolio Optimizer

Find the right allocation for BCKT and EDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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