LFAW vs. LIFT
LFAW (LifeX 2060 Longevity Income ETF) and LIFT (LifeX 2028 Income Bucket ETF) are both Government Bonds funds from Stone Ridge. Both are actively managed. A 0.50 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
LFAW vs. LIFT - Performance Comparison
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Returns By Period
In the year-to-date period, LFAW achieves a -0.42% return, which is significantly lower than LIFT's 0.72% return.
LFAW
- 1D
- -0.34%
- 1M
- 0.59%
- YTD
- -0.42%
- 6M
- -1.58%
- 1Y
- 5.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIFT
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 0.72%
- 6M
- 1.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LFAW vs. LIFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFAW LifeX 2060 Longevity Income ETF | -0.42% | 0.07% |
LIFT LifeX 2028 Income Bucket ETF | 0.72% | 1.16% |
Correlation
The correlation between LFAW and LIFT is 0.50, 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 Sep 25, 2025 | 0.50 |
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Return for Risk
LFAW vs. LIFT — Risk / Return Rank
LFAW
LIFT
LFAW vs. LIFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2060 Longevity Income ETF (LFAW) and LifeX 2028 Income Bucket ETF (LIFT). 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.
| LFAW | LIFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | — | — |
| Martin ratioReturn relative to average drawdown | 2.16 | — | — |
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
| LFAW | LIFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 2.24 | -2.53 |
Drawdowns
LFAW vs. LIFT - Drawdown Comparison
The maximum LFAW drawdown since its inception was -11.37%, which is greater than LIFT's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for LFAW and LIFT.
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Drawdown Indicators
| LFAW | LIFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.37% | -0.49% | -10.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | — | — |
Current DrawdownCurrent decline from peak | -4.38% | -0.05% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -0.09% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | — | — |
Volatility
LFAW vs. LIFT - Volatility Comparison
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Volatility by Period
| LFAW | LIFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.65% | 1.24% | +6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.99% | 1.24% | +7.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.99% | 1.24% | +7.75% |
LFAW vs. LIFT - Expense Ratio Comparison
Both LFAW and LIFT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LFAW vs. LIFT - Dividend Comparison
LFAW's dividend yield for the trailing twelve months is around 6.46%, less than LIFT's 31.05% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LFAW LifeX 2060 Longevity Income ETF | 6.46% | 9.85% | 1.47% |
LIFT LifeX 2028 Income Bucket ETF | 31.05% | 8.63% | 0.00% |
Frequently Asked Questions
LFAW and LIFT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LFAW and LIFT have the same expense ratio: 0.25% per year.
LIFT has the higher dividend yield at 31.05%, compared with 6.46% for LFAW.
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