PortfoliosLab logoPortfoliosLab logo
LDRI vs. VTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LDRI vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LDRI vs. VTIP - Yearly Performance Comparison


Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with LDRI at 0.87% and VTIP at 0.87%.


LDRI

1D
-0.02%
1M
0.22%
YTD
0.87%
6M
1.30%
1Y
3.75%
3Y*
5Y*
10Y*

VTIP

1D
-0.11%
1M
0.03%
YTD
0.87%
6M
1.15%
1Y
3.80%
3Y*
4.62%
5Y*
3.46%
10Y*
3.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LDRI vs. VTIP - Expense Ratio Comparison

LDRI has a 0.10% expense ratio, which is higher than VTIP's 0.03% expense ratio. However, 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. VTIP — Risk / Return Rank

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

LDRI
LDRI Risk / Return Rank: 8888
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: 9595
Calmar Ratio Rank
LDRI Martin Ratio Rank: 8989
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9292
Overall Rank
VTIP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9494
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9393
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9494
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9191
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. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


LDRIVTIPDifference

Sharpe ratio

Return per unit of total volatility

1.69

2.01

-0.32

Sortino ratio

Return per unit of downside risk

2.49

3.03

-0.54

Omega ratio

Gain probability vs. loss probability

1.36

1.42

-0.06

Calmar ratio

Return relative to maximum drawdown

4.31

3.90

+0.41

Martin ratio

Return relative to average drawdown

12.67

12.53

+0.14

LDRI vs. VTIP - Sharpe Ratio Comparison

The current LDRI Sharpe Ratio is 1.69, which is comparable to the VTIP Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of LDRI and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LDRIVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

2.01

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

2.12

0.87

+1.26

Correlation

The correlation between LDRI and VTIP is 0.67, 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. VTIP - Dividend Comparison

LDRI's dividend yield for the trailing twelve months is around 4.19%, more than VTIP's 3.63% yield.


TTM2025202420232022202120202019201820172016
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%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.63%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Drawdowns

LDRI vs. VTIP - Drawdown Comparison

The maximum LDRI drawdown since its inception was -0.85%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for LDRI and VTIP.


Loading graphics...

Drawdown Indicators


LDRIVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-0.85%

-6.27%

+5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-0.85%

-0.98%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.22%

-0.37%

+0.15%

Average Drawdown

Average peak-to-trough decline

-0.21%

-1.05%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

0.30%

-0.01%

Volatility

LDRI vs. VTIP - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) is 0.58%, while Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) has a volatility of 0.62%. This indicates that LDRI experiences smaller price fluctuations and is considered to be less risky than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LDRIVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.62%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.37%

0.98%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

1.90%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.36%

2.78%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.36%

2.74%

-0.38%