GSIB vs. LIF

Last updated Jul 14, 2026

GSIB (Themes Global Systemically Important Banks ETF) is Financials Equities fund actively managed by Themes, while LIF (Life360, Inc.) is a stock. Over the past year, GSIB returned 42.79% vs -18.64% for LIF. At a 0.31 correlation, their price movements are largely independent.

Performance

GSIB vs. LIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Global Systemically Important Banks ETF (GSIB) and Life360, Inc. (LIF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GSIB achieves a 17.31% return, which is significantly higher than LIF's -18.58% return.

GSIB

• 1D: -0.28%
• 1M: 2.92%
• 6M: 14.51%
• YTD: 17.31%
• 1Y: 42.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LIF

• 1D: -4.31%
• 1M: 15.40%
• 6M: -16.70%
• YTD: -18.58%
• 1Y: -18.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GSIB vs. LIF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GSIB Themes Global Systemically Important Banks ETF	17.31%	61.67%	13.82%
LIF Life360, Inc.	-18.58%	55.42%	58.73%

Correlation

The correlation between GSIB and LIF 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 Jun 6, 2024	0.31

Return for Risk

GSIB vs. LIF — Risk / Return Rank

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

GSIB

GSIB Risk / Return Rank: 83
GSIB Sharpe Ratio Rank: 91
GSIB Sortino Ratio Rank: 91
GSIB Omega Ratio Rank: 86
GSIB Calmar Ratio Rank: 76
GSIB Martin Ratio Rank: 74

LIF

LIF Risk / Return Rank: 35
LIF Sharpe Ratio Rank: 33
LIF Sortino Ratio Rank: 36
LIF Omega Ratio Rank: 36
LIF Calmar Ratio Rank: 36
LIF Martin Ratio Rank: 37

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.

GSIB vs. LIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and Life360, Inc. (LIF). 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.

	GSIB	LIF	Difference
Sharpe ratio: Return per unit of total volatility	2.46	-0.27	+2.74
Sortino ratio: Return per unit of downside risk	3.44	0.07	+3.37
Omega ratio: Gain probability vs. loss probability	1.41	1.01	+0.40
Calmar ratio: Return relative to maximum drawdown	3.09	-0.29	+3.38
Martin ratio: Return relative to average drawdown	10.84	-0.43	+11.27

GSIB vs. LIF - Sharpe Ratio Comparison

The current GSIB Sharpe Ratio is 2.46, which is higher than the LIF Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of GSIB and LIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GSIB vs. LIF - Drawdown Comparison

The maximum GSIB drawdown since its inception was -17.71%, smaller than the maximum LIF drawdown of -65.64%. Use the drawdown chart below to compare losses from any high point for GSIB and LIF.

Drawdown Indicators

	GSIB	LIF	Difference
Max Drawdown Largest peak-to-trough decline	-17.71%	-65.64%	+47.93%
Max Drawdown (1Y) Largest decline over 1 year	-13.90%	-65.64%	+51.74%
Current Drawdown Current decline from peak	-0.28%	-52.91%	+52.63%
Average Drawdown Average peak-to-trough decline	-2.02%	-22.49%	+20.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.96%	43.32%	-39.36%

Volatility

GSIB vs. LIF - Volatility Comparison

The current volatility for Themes Global Systemically Important Banks ETF (GSIB) is 4.69%, while Life360, Inc. (LIF) has a volatility of 18.43%. This indicates that GSIB experiences smaller price fluctuations and is considered to be less risky than LIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GSIB	LIF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	18.43%	-13.74%
Volatility (6M) Calculated over the trailing 6-month period	14.41%	54.88%	-40.47%
Volatility (1Y) Calculated over the trailing 1-year period	17.48%	69.23%	-51.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.38%	63.14%	-44.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.38%	63.14%	-44.76%

Dividends

GSIB vs. LIF - Dividend Comparison

GSIB's dividend yield for the trailing twelve months is around 1.63%, while LIF has not paid dividends to shareholders.

Position	TTM	2025	2024
GSIB Themes Global Systemically Important Banks ETF	1.63%	1.91%	1.67%
LIF Life360, Inc.	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GSIB and LIF in my portfolio?

GSIB and LIF 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.

Which is riskier, GSIB or LIF?

LIF has higher volatility (18.43%) compared to GSIB (4.69%). In terms of maximum drawdown, GSIB dropped -17.71% vs LIF's -65.64%.

Which has better risk-adjusted returns?

GSIB currently has the higher Sharpe Ratio (2.46 vs -0.27), 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.