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LDRI vs. GTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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LDRI vs. GTIP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LDRI achieves a 0.89% return, which is significantly higher than GTIP's 0.49% return.


LDRI

1D
0.09%
1M
0.12%
YTD
0.89%
6M
1.40%
1Y
3.66%
3Y*
5Y*
10Y*

GTIP

1D
0.04%
1M
-1.35%
YTD
0.49%
6M
0.38%
1Y
2.93%
3Y*
3.06%
5Y*
1.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 8989
Overall Rank
LDRI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LDRI Sortino Ratio Rank: 8787
Sortino Ratio Rank
LDRI Omega Ratio Rank: 8686
Omega Ratio Rank
LDRI Calmar Ratio Rank: 9696
Calmar Ratio Rank
LDRI Martin Ratio Rank: 9393
Martin Ratio Rank

GTIP
GTIP Risk / Return Rank: 3939
Overall Rank
GTIP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GTIP Sortino Ratio Rank: 3737
Sortino Ratio Rank
GTIP Omega Ratio Rank: 3333
Omega Ratio Rank
GTIP Calmar Ratio Rank: 4646
Calmar Ratio Rank
GTIP Martin Ratio Rank: 3838
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.

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.


LDRIGTIPDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.73

+0.92

Sortino ratio

Return per unit of downside risk

2.43

1.03

+1.40

Omega ratio

Gain probability vs. loss probability

1.35

1.13

+0.22

Calmar ratio

Return relative to maximum drawdown

4.62

1.15

+3.47

Martin ratio

Return relative to average drawdown

13.57

3.44

+10.13

LDRI vs. GTIP - Sharpe Ratio Comparison

The current LDRI Sharpe Ratio is 1.65, which is higher than the GTIP Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of LDRI and GTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LDRIGTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.73

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

2.13

0.54

+1.59

Correlation

The correlation between LDRI and GTIP is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LDRI vs. GTIP - Dividend Comparison

LDRI's dividend yield for the trailing twelve months is around 4.19%, less than GTIP's 4.43% yield.


TTM20252024202320222021202020192018
LDRI
iShares iBonds 1-5 Year TIPS Ladder ETF
4.19%4.23%0.83%0.00%0.00%0.00%0.00%0.00%0.00%
GTIP
Goldman Sachs Access Inflation Protected USD Bond ETF
4.43%4.58%3.52%2.77%6.47%3.82%1.04%2.34%0.66%

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.


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Drawdown Indicators


LDRIGTIPDifference

Max Drawdown

Largest peak-to-trough decline

-0.85%

-14.31%

+13.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.85%

-2.86%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-14.31%

Current Drawdown

Current decline from peak

-0.20%

-1.35%

+1.15%

Average Drawdown

Average peak-to-trough decline

-0.21%

-4.32%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

0.96%

-0.67%

Volatility

LDRI vs. GTIP - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) is 0.58%, while Goldman Sachs Access Inflation Protected USD Bond ETF (GTIP) has a volatility of 1.42%. 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.


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Volatility by Period


LDRIGTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

1.42%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

1.37%

2.33%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.24%

4.05%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.37%

6.08%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.37%

6.06%

-3.69%