LFDR vs. TLTX

Last updated Jun 4, 2026

LFDR (LifeX Durable Income ETF) and TLTX (Global X Treasury Bond Enhanced Income ETF) are both Government Bonds funds. Both are actively managed. A 0.67 correlation means they provide meaningful diversification when combined. LFDR charges 0.25%/yr vs 0.29%/yr for TLTX.

Performance

LFDR vs. TLTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX Durable Income ETF (LFDR) and Global X Treasury Bond Enhanced Income ETF (TLTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFDR achieves a -0.39% return, which is significantly lower than TLTX's -0.36% return.

LFDR

• 1D: -0.36%
• 1M: 0.65%
• YTD: -0.39%
• 6M: -1.72%
• 1Y: 4.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TLTX

• 1D: -0.37%
• 1M: -0.19%
• YTD: -0.36%
• 6M: -1.55%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFDR vs. TLTX - Yearly Performance Comparison

	2026 (YTD)	2025
LFDR LifeX Durable Income ETF	-0.39%	4.48%
TLTX Global X Treasury Bond Enhanced Income ETF	-0.36%	5.40%

Correlation

The correlation between LFDR and TLTX is 0.67, 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 Jul 17, 2025	0.67

Return for Risk

LFDR vs. TLTX — Risk / Return Rank

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

LFDR

LFDR Risk / Return Rank: 17
LFDR Sharpe Ratio Rank: 18
LFDR Sortino Ratio Rank: 17
LFDR Omega Ratio Rank: 17
LFDR Calmar Ratio Rank: 17
LFDR Martin Ratio Rank: 18

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.

LFDR vs. TLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX Durable Income ETF (LFDR) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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.

	LFDR	TLTX	Difference
Sharpe ratio: Return per unit of total volatility	0.54	—	—
Sortino ratio: Return per unit of downside risk	0.84	—	—
Omega ratio: Gain probability vs. loss probability	1.09	—	—
Calmar ratio: Return relative to maximum drawdown	0.67	—	—
Martin ratio: Return relative to average drawdown	1.76	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LFDR	TLTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.63	-0.43

Drawdowns

LFDR vs. TLTX - Drawdown Comparison

The maximum LFDR drawdown since its inception was -7.77%, which is greater than TLTX's maximum drawdown of -6.35%. Use the drawdown chart below to compare losses from any high point for LFDR and TLTX.

Drawdown Indicators

	LFDR	TLTX	Difference
Max Drawdown Largest peak-to-trough decline	-7.77%	-6.35%	-1.42%
Max Drawdown (1Y) Largest decline over 1 year	-6.75%	—	—
Current Drawdown Current decline from peak	-4.12%	-4.05%	-0.07%
Average Drawdown Average peak-to-trough decline	-2.95%	-2.27%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	—	—

Volatility

Volatility by Period

	LFDR	TLTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	5.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.37%	9.14%	-0.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.61%	9.14%	+0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.61%	9.14%	+0.47%

LFDR vs. TLTX - Expense Ratio Comparison

LFDR has a 0.25% expense ratio, which is lower than TLTX's 0.29% expense ratio.

Dividends

LFDR vs. TLTX - Dividend Comparison

LFDR's dividend yield for the trailing twelve months is around 8.27%, less than TLTX's 15.79% yield.

Position	TTM	2025
LFDR LifeX Durable Income ETF	8.27%	13.10%
TLTX Global X Treasury Bond Enhanced Income ETF	15.79%	7.54%

Frequently Asked Questions

Can I hold both LFDR and TLTX in my portfolio?

LFDR and TLTX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LFDR or TLTX?

On fees, LFDR is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LFDR or TLTX?

LFDR is cheaper with a 0.25% expense ratio, compared with 0.29% for TLTX.

Which ETF pays a higher dividend yield, LFDR or TLTX?

TLTX has the higher dividend yield at 15.79%, compared with 8.27% for LFDR.

What is the main difference between LFDR and TLTX?

They also come from different issuers: Stone Ridge and Global X. Their fees differ too: 0.25% for LFDR and 0.29% for TLTX.