LFAI vs. GGOV
LFAI (LifeX 2050 Longevity Income ETF) and GGOV (iShares Global Government Bond USD Hedged Active ETF) are both exchange-traded funds - LFAI is a Government Bonds fund actively managed by Stone Ridge, while GGOV is a Global Bonds fund managed by iShares. A 0.64 correlation means they provide meaningful diversification when combined. LFAI charges 0.25%/yr vs 0.39%/yr for GGOV.
Performance
LFAI vs. GGOV - Performance Comparison
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Returns By Period
In the year-to-date period, LFAI achieves a -0.43% return, which is significantly lower than GGOV's 2.30% return.
LFAI
- 1D
- -0.31%
- 1M
- 0.37%
- YTD
- -0.43%
- 6M
- -1.22%
- 1Y
- 4.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GGOV
- 1D
- -0.16%
- 1M
- 0.60%
- YTD
- 2.30%
- 6M
- -1.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LFAI vs. GGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFAI LifeX 2050 Longevity Income ETF | -0.43% | 2.37% |
GGOV iShares Global Government Bond USD Hedged Active ETF | 2.30% | -2.81% |
Correlation
The correlation between LFAI and GGOV is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025 | 0.64 |
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Return for Risk
LFAI vs. GGOV — Risk / Return Rank
LFAI
GGOV
LFAI vs. GGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2050 Longevity Income ETF (LFAI) and iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.
| LFAI | GGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | — | — |
| Martin ratioReturn relative to average drawdown | 2.28 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LFAI | GGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | -0.11 | -0.04 |
Drawdowns
LFAI vs. GGOV - Drawdown Comparison
The maximum LFAI drawdown since its inception was -8.64%, which is greater than GGOV's maximum drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for LFAI and GGOV.
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Drawdown Indicators
| LFAI | GGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.64% | -4.69% | -3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.30% | — | — |
Current DrawdownCurrent decline from peak | -3.38% | -1.50% | -1.88% |
Average DrawdownAverage peak-to-trough decline | -3.52% | -1.59% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | — | — |
Volatility
LFAI vs. GGOV - Volatility Comparison
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Volatility by Period
| LFAI | GGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.30% | 5.38% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.16% | 5.38% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.16% | 5.38% | +1.78% |
LFAI vs. GGOV - Expense Ratio Comparison
LFAI has a 0.25% expense ratio, which is lower than GGOV's 0.39% expense ratio.
Dividends
LFAI vs. GGOV - Dividend Comparison
LFAI's dividend yield for the trailing twelve months is around 13.55%, while GGOV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GGOV iShares Global Government Bond USD Hedged Active ETF | 0.00% | 0.00% | 0.00% |
LFAI LifeX 2050 Longevity Income ETF | 13.55% | 16.48% | 1.91% |
Frequently Asked Questions
LFAI and GGOV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LFAI is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LFAI is cheaper with a 0.25% expense ratio, compared with 0.39% for GGOV.
LFAI has the higher dividend yield at 13.55%, compared with 0.00% for GGOV.
LFAI is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LFAI and 0.39% for GGOV.
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