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LIAE vs. LIFT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIAE vs. LIFT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) and LifeX 2028 Income Bucket ETF (LIFT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIAE achieves a 0.84% return, which is significantly higher than LIFT's 0.72% return.


LIAE

1D
-0.32%
1M
0.26%
YTD
0.84%
6M
0.10%
1Y
4.97%
3Y*
5Y*
10Y*

LIFT

1D
0.00%
1M
0.31%
YTD
0.72%
6M
1.04%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIAE vs. LIFT - Yearly Performance Comparison


Correlation

The correlation between LIAE and LIFT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 25, 2025

0.49

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Return for Risk

LIAE vs. LIFT — Risk / Return Rank

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

LIAE
LIAE Risk / Return Rank: 2626
Overall Rank
LIAE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LIAE Sortino Ratio Rank: 2525
Sortino Ratio Rank
LIAE Omega Ratio Rank: 2424
Omega Ratio Rank
LIAE Calmar Ratio Rank: 2929
Calmar Ratio Rank
LIAE Martin Ratio Rank: 2626
Martin Ratio Rank

LIFT
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.

LIAE vs. LIFT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2050 Inflation-Protected Longevity Income ETF (LIAE) and LifeX 2028 Income Bucket ETF (LIFT). 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.


LIAELIFTDifference
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

LIAE vs. LIFT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LIAELIFTDifference

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

2.24

-2.19

Drawdowns

LIAE vs. LIFT - Drawdown Comparison

The maximum LIAE drawdown since its inception was -7.03%, which is greater than LIFT's maximum drawdown of -0.49%. Use the drawdown chart below to compare losses from any high point for LIAE and LIFT.


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Drawdown Indicators


LIAELIFTDifference

Max Drawdown

Largest peak-to-trough decline

-7.03%

-0.49%

-6.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

Current Drawdown

Current decline from peak

-1.41%

-0.05%

-1.36%

Average Drawdown

Average peak-to-trough decline

-2.52%

-0.09%

-2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

Volatility

LIAE vs. LIFT - Volatility Comparison


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Volatility by Period


LIAELIFTDifference

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%

1.24%

+4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.58%

1.24%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.58%

1.24%

+5.34%

LIAE vs. LIFT - Expense Ratio Comparison

Both LIAE and LIFT have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LIAE vs. LIFT - Dividend Comparison

LIAE's dividend yield for the trailing twelve months is around 9.72%, less than LIFT's 31.05% yield.


PositionTTM20252024
LIAE
LifeX 2050 Inflation-Protected Longevity Income ETF
9.72%10.56%1.47%
LIFT
LifeX 2028 Income Bucket ETF
31.05%8.63%0.00%

Frequently Asked Questions


LIAE and LIFT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LIAE and LIFT have the same expense ratio: 0.25% per year.

LIFT has the higher dividend yield at 31.05%, compared with 9.72% for LIAE.

LIAE is categorized as Inflation-Protected Bonds, while LIFT is Government Bonds.

Portfolio Optimizer

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