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IBTL vs. LIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTL vs. LIF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Treasury ETF (IBTL) and Life360, Inc. (LIF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBTL achieves a -0.37% return, which is significantly higher than LIF's -29.45% return.


IBTL

1D
-0.15%
1M
0.59%
YTD
-0.37%
6M
-0.06%
1Y
3.51%
3Y*
3.19%
5Y*
10Y*

LIF

1D
-0.07%
1M
17.44%
YTD
-29.45%
6M
-33.03%
1Y
-25.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTL vs. LIF - Yearly Performance Comparison


2026 (YTD)20252024
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
-0.37%7.85%1.43%
LIF
Life360, Inc.
-29.45%55.42%58.73%

Correlation

The correlation between IBTL and LIF is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2024

0.06

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Return for Risk

IBTL vs. LIF — Risk / Return Rank

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

IBTL
IBTL Risk / Return Rank: 2828
Overall Rank
IBTL Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IBTL Sortino Ratio Rank: 3030
Sortino Ratio Rank
IBTL Omega Ratio Rank: 2727
Omega Ratio Rank
IBTL Calmar Ratio Rank: 2727
Calmar Ratio Rank
IBTL Martin Ratio Rank: 2727
Martin Ratio Rank

LIF
LIF Risk / Return Rank: 2727
Overall Rank
LIF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LIF Sortino Ratio Rank: 2727
Sortino Ratio Rank
LIF Omega Ratio Rank: 2626
Omega Ratio Rank
LIF Calmar Ratio Rank: 2828
Calmar Ratio Rank
LIF Martin Ratio Rank: 3030
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.

IBTL vs. LIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) 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.


IBTLLIFDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.16

0.97

+0.19

Calmar ratioReturn relative to maximum drawdown

1.16

-0.43

+1.60

Martin ratioReturn relative to average drawdown

3.19

-0.70

+3.89

IBTL vs. LIF - Sharpe Ratio Comparison

The current IBTL Sharpe Ratio is 0.94, which is higher than the LIF Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of IBTL 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.


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Drawdowns

IBTL vs. LIF - Drawdown Comparison

The maximum IBTL drawdown since its inception was -20.93%, smaller than the maximum LIF drawdown of -65.64%. Use the drawdown chart below to compare losses from any high point for IBTL and LIF.


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Drawdown Indicators


IBTLLIFDifference

Max Drawdown

Largest peak-to-trough decline

-20.93%

-65.64%

+44.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-65.64%

+62.81%

Max Drawdown (3Y)

Largest decline over 3 years

-7.38%

Current Drawdown

Current decline from peak

-7.16%

-59.19%

+52.03%

Average Drawdown

Average peak-to-trough decline

-11.43%

-21.35%

+9.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

40.82%

-39.79%

Volatility

IBTL vs. LIF - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Treasury ETF (IBTL) is 1.11%, while Life360, Inc. (LIF) has a volatility of 16.67%. This indicates that IBTL 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.


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Volatility by Period


IBTLLIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

16.67%

-15.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

52.85%

-50.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

67.08%

-63.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.44%

62.97%

-55.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.44%

62.97%

-55.53%

Dividends

IBTL vs. LIF - Dividend Comparison

IBTL's dividend yield for the trailing twelve months is around 3.97%, while LIF has not paid dividends to shareholders.


PositionTTM20252024202320222021
IBTL
iShares iBonds Dec 2031 Term Treasury ETF
3.97%3.93%4.07%3.04%2.36%0.70%
LIF
Life360, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBTL and LIF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIF has higher volatility (16.67%) compared to IBTL (1.11%). In terms of maximum drawdown, IBTL dropped -20.93% vs LIF's -65.64%.

IBTL currently has the higher Sharpe Ratio (0.94 vs -0.43), 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.

Portfolio Optimizer

Find the right allocation for IBTL and LIF

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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