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LDRI vs. TIPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRI vs. TIPX - 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 SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LDRI achieves a 1.92% return, which is significantly higher than TIPX's 1.72% return.


LDRI

1D
0.00%
1M
0.02%
YTD
1.92%
6M
2.12%
1Y
4.51%
3Y*
5Y*
10Y*

TIPX

1D
-0.05%
1M
-0.17%
YTD
1.72%
6M
1.48%
1Y
5.04%
3Y*
4.84%
5Y*
2.26%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRI vs. TIPX - Yearly Performance Comparison


2026 (YTD)20252024
LDRI
iShares iBonds 1-5 Year TIPS Ladder ETF
1.92%5.94%0.10%
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
1.72%7.15%-0.61%

Correlation

The correlation between LDRI and TIPX is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.63

The correlation between LDRI and TIPX has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

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Return for Risk

LDRI vs. TIPX — Risk / Return Rank

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

LDRI
LDRI Risk / Return Rank: 8585
Overall Rank
LDRI Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LDRI Sortino Ratio Rank: 8282
Sortino Ratio Rank
LDRI Omega Ratio Rank: 8787
Omega Ratio Rank
LDRI Calmar Ratio Rank: 9494
Calmar Ratio Rank
LDRI Martin Ratio Rank: 8989
Martin Ratio Rank

TIPX
TIPX Risk / Return Rank: 6666
Overall Rank
TIPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TIPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIPX Omega Ratio Rank: 5959
Omega Ratio Rank
TIPX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TIPX Martin Ratio Rank: 7171
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. TIPX - 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 SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX). 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.


LDRITIPXDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.54

1.36

+0.17

Calmar ratioReturn relative to maximum drawdown

7.56

3.92

+3.64

Martin ratioReturn relative to average drawdown

20.35

13.22

+7.13

LDRI vs. TIPX - Sharpe Ratio Comparison

The current LDRI Sharpe Ratio is 2.41, which is comparable to the TIPX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LDRI and TIPX, 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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Sharpe Ratios by Period


LDRITIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

1.94

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

2.26

0.50

+1.76

Drawdowns

LDRI vs. TIPX - Drawdown Comparison

The maximum LDRI drawdown since its inception was -0.85%, smaller than the maximum TIPX drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for LDRI and TIPX.


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Drawdown Indicators


LDRITIPXDifference

Max Drawdown

Largest peak-to-trough decline

-0.85%

-10.06%

+9.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.60%

-1.29%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-10.06%

Max Drawdown (10Y)

Largest decline over 10 years

-10.06%

Current Drawdown

Current decline from peak

-0.04%

-0.30%

+0.26%

Average Drawdown

Average peak-to-trough decline

-0.20%

-2.28%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

0.38%

-0.16%

Volatility

LDRI vs. TIPX - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) is 0.46%, while SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) has a volatility of 0.74%. This indicates that LDRI experiences smaller price fluctuations and is considered to be less risky than TIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LDRITIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

0.74%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

1.79%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

1.88%

2.61%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.28%

4.64%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.28%

4.37%

-2.09%

LDRI vs. TIPX - Expense Ratio Comparison

LDRI has a 0.10% expense ratio, which is lower than TIPX's 0.15% 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. TIPX - Dividend Comparison

LDRI's dividend yield for the trailing twelve months is around 3.52%, less than TIPX's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
4.54%3.78%3.57%3.57%6.08%4.26%1.73%2.53%1.90%2.84%1.04%0.06%

Frequently Asked Questions


LDRI and TIPX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TIPX has higher volatility (0.74%) compared to LDRI (0.46%). In terms of maximum drawdown, LDRI dropped -0.85% vs TIPX's -10.06%.

On 1-year performance, TIPX leads with 5.04% vs 4.51% 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.

Over the 1-year period, TIPX has performed better with a 5.04% return vs 4.51%. 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 0.15% for TIPX.

TIPX has the higher dividend yield at 4.54%, compared with 3.52% for LDRI.

LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder Index, while TIPX tracks Bloomberg US Govt Inflation-Linked (1-10 Y). They also come from different issuers: iShares and State Street. Their fees differ too: 0.10% for LDRI and 0.15% for TIPX.

LDRI currently has the higher Sharpe Ratio (2.41 vs 1.94), 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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