LDRI vs. GTIP

Last updated Jun 3, 2026

LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) and GTIP (Goldman Sachs Access Inflation Protected USD Bond ETF) are both Inflation-Protected Bonds funds - LDRI tracks the BlackRock iBonds® 1-5 Year TIPS Ladder Index while GTIP tracks the FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index. Both are passively managed. Over the past year, LDRI returned 4.59% vs 5.12% for GTIP. A 0.55 correlation means they provide meaningful diversification when combined. LDRI charges 0.10%/yr vs 0.12%/yr for GTIP.

Performance

LDRI vs. GTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) and Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LDRI achieves a 1.92% return, which is significantly higher than GTIP's 1.78% return.

LDRI

• 1D: 0.00%
• 1M: 0.04%
• YTD: 1.92%
• 6M: 2.16%
• 1Y: 4.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GTIP

• 1D: -0.05%
• 1M: -0.09%
• YTD: 1.78%
• 6M: 1.48%
• 1Y: 5.12%
• 3Y*: 4.04%
• 5Y*: 1.20%
• 10Y*: —

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

LDRI vs. GTIP - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF	1.92%	5.94%	0.10%
GTIP Goldman Sachs Access Inflation Protected USD Bond ETF	1.78%	6.63%	-1.43%

Correlation

The correlation between LDRI and GTIP is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Nov 11, 2024	0.55

The correlation between LDRI and GTIP has been stable across timeframes, ranging from 0.52 to 0.55 - a consistent structural relationship.

Return for Risk

LDRI vs. GTIP — Risk / Return Rank

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

LDRI

LDRI Risk / Return Rank: 85
LDRI Sharpe Ratio Rank: 74
LDRI Sortino Ratio Rank: 82
LDRI Omega Ratio Rank: 87
LDRI Calmar Ratio Rank: 94
LDRI Martin Ratio Rank: 89

GTIP

GTIP Risk / Return Rank: 45
GTIP Sharpe Ratio Rank: 44
GTIP Sortino Ratio Rank: 47
GTIP Omega Ratio Rank: 43
GTIP Calmar Ratio Rank: 48
GTIP Martin Ratio Rank: 45

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.

LDRI vs. GTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) and Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP). 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.

	LDRI	GTIP	Difference
Sharpe ratio Return per unit of total volatility	2.45	1.54	+0.91
Sortino ratio Return per unit of downside risk	3.74	2.34	+1.39
Omega ratio Gain probability vs. loss probability	1.55	1.28	+0.27
Calmar ratio Return relative to maximum drawdown	7.56	2.40	+5.17
Martin ratio Return relative to average drawdown	20.29	7.57	+12.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LDRI vs. GTIP - Sharpe Ratio Comparison

The current LDRI Sharpe Ratio is 2.45, which is higher than the GTIP Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of LDRI and GTIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LDRI	GTIP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	1.54	+0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.27	0.56	+1.71

Drawdowns

LDRI vs. GTIP - Drawdown Comparison

The maximum LDRI drawdown since its inception was -0.85%, smaller than the maximum GTIP drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for LDRI and GTIP.

Drawdown Indicators

	LDRI	GTIP	Difference
Max Drawdown Largest peak-to-trough decline	-0.85%	-14.31%	+13.46%
Max Drawdown (1Y) Largest decline over 1 year	-0.60%	-2.02%	+1.42%
Max Drawdown (3Y) Largest decline over 3 years	—	-4.47%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.31%	—
Current Drawdown Current decline from peak	-0.04%	-0.09%	+0.05%
Average Drawdown Average peak-to-trough decline	-0.20%	-4.24%	+4.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.22%	0.64%	-0.42%

Volatility

LDRI vs. GTIP - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) is 0.46%, while Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) has a volatility of 0.99%. This indicates that LDRI experiences smaller price fluctuations and is considered to be less risky than GTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LDRI	GTIP	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.46%	0.99%	-0.53%
Volatility (6M) Calculated over the trailing 6-month period	1.40%	2.36%	-0.96%
Volatility (1Y) Calculated over the trailing 1-year period	1.88%	3.35%	-1.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.28%	6.07%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.28%	6.01%	-3.73%

LDRI vs. GTIP - Expense Ratio Comparison

LDRI has a 0.10% expense ratio, which is lower than GTIP's 0.12% 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

LDRI vs. GTIP - Dividend Comparison

LDRI's dividend yield for the trailing twelve months is around 3.52%, less than GTIP's 4.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GTIP Goldman Sachs Access Inflation Protected USD Bond ETF	4.68%	4.58%	3.52%	2.77%	6.47%	3.82%	1.04%	2.34%	0.66%
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF	3.52%	4.23%	0.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LDRI and GTIP in my portfolio?

LDRI and GTIP have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LDRI or GTIP?

GTIP has higher volatility (0.99%) compared to LDRI (0.46%). In terms of maximum drawdown, LDRI dropped -0.85% vs GTIP's -14.31%.

Which ETF is better, LDRI or GTIP?

On 1-year performance, GTIP leads with 5.12% vs 4.59% for LDRI. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LDRI or GTIP?

Over the 1-year period, GTIP has performed better with a 5.12% return vs 4.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LDRI or GTIP?

LDRI is cheaper with a 0.10% expense ratio, compared with 0.12% for GTIP.

Which ETF pays a higher dividend yield, LDRI or GTIP?

GTIP has the higher dividend yield at 4.68%, compared with 3.52% for LDRI.

What is the main difference between LDRI and GTIP?

LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder Index, while GTIP tracks FTSE Goldman Sachs Treasury Inflation Protected USD Bond Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.10% for LDRI and 0.12% for GTIP.

Which has better risk-adjusted returns?

LDRI currently has the higher Sharpe Ratio (2.45 vs 1.54), 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.