LIAE vs. IBIL
LIAE (LifeX 2050 Inflation-Protected Longevity Income ETF) and IBIL (iShares iBonds Oct 2035 Term TIPS ETF) are both Inflation-Protected Bonds funds. LIAE is actively managed, while IBIL is passively managed. Over the past year, LIAE returned 4.97% vs 6.35% for IBIL. Their correlation of 0.85 suggests significant overlap in exposure. LIAE charges 0.25%/yr vs 0.10%/yr for IBIL.
Performance
LIAE vs. IBIL - Performance Comparison
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Returns By Period
In the year-to-date period, LIAE achieves a 0.84% return, which is significantly lower than IBIL's 1.59% return.
LIAE
- 1D
- -0.32%
- 1M
- 0.26%
- YTD
- 0.84%
- 6M
- 0.10%
- 1Y
- 4.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBIL
- 1D
- -0.33%
- 1M
- -0.33%
- YTD
- 1.59%
- 6M
- 1.17%
- 1Y
- 6.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIAE vs. IBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 0.84% | 2.85% |
IBIL iShares iBonds Oct 2035 Term TIPS ETF | 1.59% | 4.75% |
Correlation
The correlation between LIAE and IBIL is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | 0.85 |
The correlation between LIAE and IBIL has been stable across timeframes, ranging from 0.85 to 0.85 - a consistent structural relationship.
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Return for Risk
LIAE vs. IBIL — Risk / Return Rank
LIAE
IBIL
LIAE vs. IBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) and iShares iBonds Oct 2035 Term TIPS ETF (IBIL). 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.
| LIAE | IBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.31 | -0.96 |
| Martin ratioReturn relative to average drawdown | 3.43 | 5.52 | -2.09 |
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
| LIAE | IBIL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.14 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.66 | -0.61 |
Drawdowns
LIAE vs. IBIL - Drawdown Comparison
The maximum LIAE drawdown since its inception was -7.03%, which is greater than IBIL's maximum drawdown of -5.28%. Use the drawdown chart below to compare losses from any high point for LIAE and IBIL.
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Drawdown Indicators
| LIAE | IBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -5.28% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | -2.76% | -0.92% |
Current DrawdownCurrent decline from peak | -1.41% | -0.66% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -1.48% | -1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.15% | +0.30% |
Volatility
LIAE vs. IBIL - Volatility Comparison
LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) has a higher volatility of 1.46% compared to iShares iBonds Oct 2035 Term TIPS ETF (IBIL) at 1.25%. This indicates that LIAE's price experiences larger fluctuations and is considered to be riskier than IBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIAE | IBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 1.25% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 3.08% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 5.58% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 8.20% | -1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.58% | 8.20% | -1.62% |
LIAE vs. IBIL - Expense Ratio Comparison
LIAE has a 0.25% expense ratio, which is higher than IBIL's 0.10% 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
LIAE vs. IBIL - Dividend Comparison
LIAE's dividend yield for the trailing twelve months is around 9.72%, more than IBIL's 3.47% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IBIL iShares iBonds Oct 2035 Term TIPS ETF | 3.47% | 2.93% | 0.00% |
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 9.72% | 10.56% | 1.47% |
Frequently Asked Questions
LIAE and IBIL have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIAE has higher volatility (1.46%) compared to IBIL (1.25%). In terms of maximum drawdown, LIAE dropped -7.03% vs IBIL's -5.28%.
On 1-year performance, IBIL leads with 6.35% vs 4.97% for LIAE. On fees, IBIL is cheaper at 0.10% per year. On volatility, IBIL has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBIL has performed better with a 6.35% return vs 4.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIL is cheaper with a 0.10% expense ratio, compared with 0.25% for LIAE.
LIAE has the higher dividend yield at 9.72%, compared with 3.47% for IBIL.
They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIAE and 0.10% for IBIL.
IBIL currently has the higher Sharpe Ratio (1.14 vs 0.90), 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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