LIAM vs. ICPI
LIAM (LifeX 2055 Inflation-Protected Longevity Income ETF) and ICPI (iShares 0-1 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds. LIAM is actively managed, while ICPI is passively managed. Their -0.21 correlation means they have often moved in opposite directions in the past. LIAM charges 0.25%/yr vs 0.09%/yr for ICPI.
Performance
LIAM vs. ICPI - Performance Comparison
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Returns By Period
In the year-to-date period, LIAM achieves a -1.89% return, which is significantly lower than ICPI's 2.90% return.
LIAM
- 1D
- -0.42%
- 1M
- -2.48%
- 6M
- -2.00%
- YTD
- -1.89%
- 1Y
- -0.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -2.19%
ICPI
- 1D
- 0.06%
- 1M
- 0.32%
- 6M
- 2.50%
- YTD
- 2.90%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $269.55K | $218.29K | $247.75K | |
| $16.80K | $47.00K | $60.53K |
LIAM vs. ICPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIAM LifeX 2055 Inflation-Protected Longevity Income ETF | -1.89% | -0.76% |
ICPI iShares 0-1 Year TIPS Bond ETF | 2.90% | 0.32% |
Correlation
The correlation between LIAM and ICPI is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025 | -0.21 |
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Return for Risk
LIAM vs. ICPI — Risk / Return Rank
LIAM
ICPI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LIAM vs. ICPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2055 Inflation-Protected Longevity Income ETF (LIAM) 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.
| LIAM | ICPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.01 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | — | — |
| Martin ratioReturn relative to average drawdown | 0.04 | — | — |
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Drawdowns
LIAM vs. ICPI - Drawdown Comparison
The maximum LIAM drawdown since its inception was -8.39%, which is greater than ICPI's maximum drawdown of -0.34%. Use the drawdown chart below to compare losses from any high point for LIAM and ICPI.
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Drawdown Indicators
| LIAM | ICPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.39% | -0.34% | -8.05% |
Max Drawdown (1Y)Largest decline over 1 year | -4.76% | — | — |
Current DrawdownCurrent decline from peak | -4.76% | 0.00% | -4.76% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -0.05% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | — | — |
Volatility
LIAM vs. ICPI - Volatility Comparison
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Volatility by Period
| LIAM | ICPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.74% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.24% | 0.98% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.55% | 0.98% | +6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.55% | 0.98% | +6.57% |
LIAM vs. ICPI - Expense Ratio Comparison
LIAM 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
LIAM vs. ICPI - Dividend Comparison
LIAM's dividend yield for the trailing twelve months is around 6.59%, more than ICPI's 2.56% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ICPI iShares 0-1 Year TIPS Bond ETF | 2.56% | 0.54% | 0.00% |
LIAM LifeX 2055 Inflation-Protected Longevity Income ETF | 6.59% | 9.02% | 1.21% |
Frequently Asked Questions
LIAM and ICPI have a correlation of -0.21, 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 LIAM.
LIAM has the higher dividend yield at 6.59%, compared with 2.56% for ICPI.
They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIAM and 0.09% for ICPI.
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