LDRI vs. TDTT
LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) and TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund) are both Inflation-Protected Bonds funds - LDRI tracks the BlackRock iBonds® 1-5 Year TIPS Ladder Index while TDTT tracks the iBoxx 3-Year Target Duration TIPS. Both are passively managed. Over the past year, LDRI returned 3.59% vs 3.17% for TDTT. A 0.67 correlation means they provide meaningful diversification when combined. LDRI charges 0.10%/yr vs 0.18%/yr for TDTT.
Performance
LDRI vs. TDTT - Performance Comparison
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Returns By Period
In the year-to-date period, LDRI achieves a 1.52% return, which is significantly higher than TDTT's 1.34% return.
LDRI
- 1D
- -0.06%
- 1M
- -0.24%
- 6M
- 1.62%
- YTD
- 1.52%
- 1Y
- 3.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TDTT
- 1D
- -0.08%
- 1M
- -0.20%
- 6M
- 1.26%
- YTD
- 1.34%
- 1Y
- 3.17%
- 3Y*
- 4.90%
- 5Y*
- 2.65%
- 10Y*
- 3.01%
LDRI vs. TDTT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 1.52% | 5.94% | 0.10% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 1.34% | 6.67% | -0.27% |
Correlation
The correlation between LDRI and TDTT is 0.66, 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 | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.67 |
The correlation between LDRI and TDTT has been stable across timeframes, ranging from 0.66 to 0.67 - a consistent structural relationship.
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Return for Risk
LDRI vs. TDTT — Risk / Return Rank
LDRI
TDTT
LDRI vs. TDTT - 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 FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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.
| LDRI | TDTT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 6.02 | 3.29 | +2.73 |
| Martin ratioReturn relative to average drawdown | 15.39 | 9.42 | +5.97 |
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Drawdowns
LDRI vs. TDTT - Drawdown Comparison
The maximum LDRI drawdown since its inception was -0.85%, smaller than the maximum TDTT drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for LDRI and TDTT.
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Drawdown Indicators
| LDRI | TDTT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.85% | -6.97% | +6.12% |
Max Drawdown (1Y)Largest decline over 1 year | -0.60% | -0.97% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.53% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -6.97% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -6.97% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.59% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -0.20% | -1.59% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 0.34% | -0.11% |
Volatility
LDRI vs. TDTT - Volatility Comparison
The current volatility for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) is 0.65%, while FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) has a volatility of 0.81%. This indicates that LDRI experiences smaller price fluctuations and is considered to be less risky than TDTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDRI | TDTT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 0.81% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 1.17% | 1.42% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.88% | 1.94% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.27% | 3.66% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.27% | 3.38% | -1.11% |
LDRI vs. TDTT - Expense Ratio Comparison
LDRI has a 0.10% expense ratio, which is lower than TDTT's 0.18% 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. TDTT - Dividend Comparison
LDRI's dividend yield for the trailing twelve months is around 5.02%, less than TDTT's 5.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 5.02% | 4.23% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 5.15% | 4.52% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% |
Frequently Asked Questions
LDRI and TDTT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDTT has higher volatility (0.81%) compared to LDRI (0.65%). In terms of maximum drawdown, LDRI dropped -0.85% vs TDTT's -6.97%.
On 1-year performance, LDRI leads with 3.59% vs 3.17% for TDTT. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRI has performed better with a 3.59% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRI is cheaper with a 0.10% expense ratio, compared with 0.18% for TDTT.
TDTT has the higher dividend yield at 5.15%, compared with 5.02% for LDRI.
LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder Index, while TDTT tracks iBoxx 3-Year Target Duration TIPS. They also come from different issuers: iShares and Northern Trust. Their fees differ too: 0.10% for LDRI and 0.18% for TDTT.
LDRI currently has the higher Sharpe Ratio (1.93 vs 1.65), 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.
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