ICPI vs. LIAU
ICPI (iShares 0-1 Year TIPS Bond ETF) and LIAU (LifeX 2060 Inflation-Protected Longevity Income ETF) are both Inflation-Protected Bonds funds. ICPI is passively managed, while LIAU is actively managed. At a correlation of -0.23, they often move in opposite directions. ICPI charges 0.09%/yr vs 0.25%/yr for LIAU.
Performance
ICPI vs. LIAU - Performance Comparison
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Returns By Period
In the year-to-date period, ICPI achieves a 2.42% return, which is significantly higher than LIAU's 1.26% return.
ICPI
- 1D
- -0.06%
- 1M
- -0.07%
- YTD
- 2.42%
- 6M
- 2.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIAU
- 1D
- 0.89%
- 1M
- 1.53%
- YTD
- 1.26%
- 6M
- 0.68%
- 1Y
- 2.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ICPI vs. LIAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ICPI iShares 0-1 Year TIPS Bond ETF | 2.42% | 0.32% |
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 1.26% | -0.97% |
Correlation
The correlation between ICPI and LIAU is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025 | -0.23 |
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Return for Risk
ICPI vs. LIAU — Risk / Return Rank
ICPI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LIAU
ICPI vs. LIAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-1 Year TIPS Bond ETF (ICPI) and LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU). 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.
| ICPI | LIAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.07 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.56 | — |
| Martin ratioReturn relative to average drawdown | — | 1.21 | — |
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Drawdowns
ICPI vs. LIAU - Drawdown Comparison
The maximum ICPI drawdown since its inception was -0.34%, smaller than the maximum LIAU drawdown of -9.95%. Use the drawdown chart below to compare losses from any high point for ICPI and LIAU.
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Drawdown Indicators
| ICPI | LIAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.34% | -9.95% | +9.61% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.38% | — |
Current DrawdownCurrent decline from peak | -0.34% | -3.85% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -0.04% | -5.21% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.47% | — |
Volatility
ICPI vs. LIAU - Volatility Comparison
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Volatility by Period
| ICPI | LIAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.04% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.28% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.96% | 7.16% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.96% | 8.66% | -7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.96% | 8.66% | -7.70% |
ICPI vs. LIAU - Expense Ratio Comparison
ICPI has a 0.09% expense ratio, which is lower than LIAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ICPI vs. LIAU - Dividend Comparison
ICPI's dividend yield for the trailing twelve months is around 1.80%, less than LIAU's 9.31% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ICPI iShares 0-1 Year TIPS Bond ETF | 1.80% | 0.54% | 0.00% |
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 9.31% | 12.93% | 1.04% |
Frequently Asked Questions
ICPI and LIAU have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ICPI is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ICPI is cheaper with a 0.09% expense ratio, compared with 0.25% for LIAU.
LIAU has the higher dividend yield at 9.31%, compared with 1.80% for ICPI.
They also come from different issuers: iShares and Stone Ridge. Their fees differ too: 0.09% for ICPI and 0.25% for LIAU.
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