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 -0.24, they often move in opposite directions. LIAE charges 0.25%/yr vs 0.09%/yr for ICPI.
Performance
LIAE vs. ICPI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LIAE achieves a 0.84% return, which is significantly lower than ICPI's 2.70% return.
LIAE
- 1D
- -0.32%
- 1M
- 0.26%
- YTD
- 0.84%
- 6M
- 0.10%
- 1Y
- 4.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ICPI
- 1D
- 0.05%
- 1M
- 0.44%
- YTD
- 2.70%
- 6M
- 2.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIAE vs. ICPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIAE LifeX 2050 Inflation-Protected Longevity Income ETF | 0.84% | -0.42% |
ICPI iShares 0-1 Year TIPS Bond ETF | 2.70% | 0.32% |
Correlation
The correlation between LIAE and ICPI is -0.24, 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 21, 2025 | -0.24 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LIAE vs. ICPI — Risk / Return Rank
LIAE
ICPI
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.
| LIAE | ICPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.16 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | — | — |
| Martin ratioReturn relative to average drawdown | 3.43 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LIAE | ICPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 6.20 | -6.16 |
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 -0.22%. Use the drawdown chart below to compare losses from any high point for LIAE and ICPI.
Loading charts...
Drawdown Indicators
| LIAE | ICPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.03% | -0.22% | -6.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.68% | — | — |
Current DrawdownCurrent decline from peak | -1.41% | 0.00% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -0.03% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | — | — |
Volatility
LIAE vs. ICPI - Volatility Comparison
Loading charts...
Volatility by Period
| LIAE | ICPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 0.95% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.58% | 0.95% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.58% | 0.95% | +5.63% |
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 9.72%, 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 | 9.72% | 10.56% | 1.47% |
Frequently Asked Questions
LIAE and ICPI have a correlation of -0.24, 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 9.72%, 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.
Find the right allocation for LIAE and ICPI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer