LIAE vs. ICPI
LIAE (LifeX 2050 Inflation-Protected Longevity Income ETF) and ICPI (iShares 0-1 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds. LIAE is actively managed, while ICPI is passively managed. At a correlation of -0.19, they often move in opposite directions. LIAE charges 0.25%/yr vs 0.09%/yr for ICPI.
Performance
LIAE vs. ICPI - Performance Comparison
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Returns By Period
In the year-to-date period, LIAE achieves a 0.91% return, which is significantly lower than ICPI's 2.42% return.
LIAE
- 1D
- 0.66%
- 1M
- 0.79%
- YTD
- 0.91%
- 6M
- 0.75%
- 1Y
- 3.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ICPI
- 1D
- -0.06%
- 1M
- -0.07%
- YTD
- 2.42%
- 6M
- 2.46%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIAE vs. ICPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 0.91% | -0.39% |
ICPI iShares 0-1 Year TIPS Bond ETF | 2.42% | 0.32% |
Correlation
The correlation between LIAE and ICPI is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025 | -0.19 |
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Return for Risk
LIAE vs. ICPI — Risk / Return Rank
LIAE
ICPI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LIAE vs. ICPI - 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 0-1 Year TIPS Bond ETF (ICPI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LIAE | ICPI | 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 | 0.98 | — | — |
| Martin ratioReturn relative to average drawdown | 2.40 | — | — |
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Drawdowns
LIAE vs. ICPI - Drawdown Comparison
The maximum LIAE drawdown since its inception was -7.03%, which is greater than ICPI's maximum drawdown of -0.34%. Use the drawdown chart below to compare losses from any high point for LIAE and ICPI.
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Drawdown Indicators
| LIAE | ICPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -0.34% | -6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | — | — |
Current DrawdownCurrent decline from peak | -1.34% | -0.34% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -2.48% | -0.04% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | — | — |
Volatility
LIAE vs. ICPI - Volatility Comparison
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Volatility by Period
| LIAE | ICPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.52% | 0.96% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.57% | 0.96% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.57% | 0.96% | +5.61% |
LIAE vs. ICPI - Expense Ratio Comparison
LIAE has a 0.25% expense ratio, which is higher than ICPI's 0.09% 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. ICPI - Dividend Comparison
LIAE's dividend yield for the trailing twelve months is around 9.71%, more than ICPI's 1.80% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ICPI iShares 0-1 Year TIPS Bond ETF | 1.80% | 0.54% | 0.00% |
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 9.71% | 10.56% | 1.47% |
Frequently Asked Questions
LIAE and ICPI have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ICPI is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ICPI is cheaper with a 0.09% expense ratio, compared with 0.25% for LIAE.
LIAE has the higher dividend yield at 9.71%, compared with 1.80% for ICPI.
They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIAE and 0.09% for ICPI.
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