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LFBE vs. ILTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFBE vs. ILTB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2065 Longevity Income ETF (LFBE) and iShares Core 10+ Year USD Bond ETF (ILTB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LFBE achieves a -0.38% return, which is significantly lower than ILTB's 0.30% return.


LFBE

1D
-0.36%
1M
0.65%
YTD
-0.38%
6M
-1.72%
1Y
4.42%
3Y*
5Y*
10Y*

ILTB

1D
-0.33%
1M
1.04%
YTD
0.30%
6M
-0.71%
1Y
7.17%
3Y*
2.78%
5Y*
-2.88%
10Y*
1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LFBE vs. ILTB - Yearly Performance Comparison


Correlation

The correlation between LFBE and ILTB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2025

0.96

The correlation between LFBE and ILTB has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

LFBE vs. ILTB — Risk / Return Rank

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

LFBE
LFBE Risk / Return Rank: 1717
Overall Rank
LFBE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LFBE Sortino Ratio Rank: 1717
Sortino Ratio Rank
LFBE Omega Ratio Rank: 1616
Omega Ratio Rank
LFBE Calmar Ratio Rank: 1818
Calmar Ratio Rank
LFBE Martin Ratio Rank: 1818
Martin Ratio Rank

ILTB
ILTB Risk / Return Rank: 2525
Overall Rank
ILTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2424
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2727
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2525
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.

LFBE vs. ILTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Longevity Income ETF (LFBE) and iShares Core 10+ Year USD Bond ETF (ILTB). 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.


LFBEILTBDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.09

1.16

-0.06

Calmar ratioReturn relative to maximum drawdown

0.66

1.33

-0.67

Martin ratioReturn relative to average drawdown

1.72

3.38

-1.65

LFBE vs. ILTB - Sharpe Ratio Comparison

The current LFBE Sharpe Ratio is 0.53, which is lower than the ILTB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LFBE and ILTB, 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


LFBEILTBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.91

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.35

+0.01

Drawdowns

LFBE vs. ILTB - Drawdown Comparison

The maximum LFBE drawdown since its inception was -7.65%, smaller than the maximum ILTB drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for LFBE and ILTB.


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Drawdown Indicators


LFBEILTBDifference

Max Drawdown

Largest peak-to-trough decline

-7.65%

-36.88%

+29.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.76%

-5.42%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-4.11%

-21.28%

+17.17%

Average Drawdown

Average peak-to-trough decline

-2.89%

-9.92%

+7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.13%

+0.44%

Volatility

LFBE vs. ILTB - Volatility Comparison

LifeX 2065 Longevity Income ETF (LFBE) and iShares Core 10+ Year USD Bond ETF (ILTB) have volatilities of 2.57% and 2.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFBEILTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.50%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

5.73%

5.54%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

8.31%

7.88%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.37%

12.64%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.37%

11.56%

-2.19%

LFBE vs. ILTB - Expense Ratio Comparison

LFBE has a 0.25% expense ratio, which is higher than ILTB's 0.06% 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%.


Dividends

LFBE vs. ILTB - Dividend Comparison

LFBE's dividend yield for the trailing twelve months is around 8.29%, more than ILTB's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
ILTB
iShares Core 10+ Year USD Bond ETF
4.96%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%
LFBE
LifeX 2065 Longevity Income ETF
8.29%12.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, LFBE and ILTB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

LFBE has higher volatility (2.57%) compared to ILTB (2.50%). In terms of maximum drawdown, LFBE dropped -7.65% vs ILTB's -36.88%.

On 1-year performance, ILTB leads with 7.17% vs 4.42% for LFBE. On fees, ILTB is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ILTB has performed better with a 7.17% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILTB is cheaper with a 0.06% expense ratio, compared with 0.25% for LFBE.

LFBE has the higher dividend yield at 8.29%, compared with 4.96% for ILTB.

LFBE is categorized as Government Bonds, while ILTB is Long-Term Bond. They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LFBE and 0.06% for ILTB.

ILTB currently has the higher Sharpe Ratio (0.91 vs 0.53), 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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