LIAM vs. STIP
LIAM (LifeX 2055 Inflation-Protected Longevity Income ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds. LIAM is actively managed, while STIP is passively managed. Over the past year, LIAM returned 3.97% vs 4.53% for STIP. A 0.59 correlation means they provide meaningful diversification when combined. LIAM charges 0.25%/yr vs 0.06%/yr for STIP.
Performance
LIAM vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, LIAM achieves a 0.99% return, which is significantly lower than STIP's 2.01% return.
LIAM
- 1D
- 0.09%
- 1M
- 0.33%
- YTD
- 0.99%
- 6M
- 0.17%
- 1Y
- 3.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STIP
- 1D
- -0.03%
- 1M
- 0.12%
- YTD
- 2.01%
- 6M
- 2.01%
- 1Y
- 4.53%
- 3Y*
- 5.18%
- 5Y*
- 3.36%
- 10Y*
- 3.17%
LIAM vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LIAM LifeX 2055 Inflation-Protected Longevity Income ETF | 0.99% | 5.26% | -7.09% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.01% | 6.03% | 0.06% |
Correlation
The correlation between LIAM and STIP is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2024 | 0.59 |
The correlation between LIAM and STIP has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
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Return for Risk
LIAM vs. STIP — Risk / Return Rank
LIAM
STIP
LIAM vs. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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.
| LIAM | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -4.48 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.67 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 6.56 | -5.66 |
| Martin ratioReturn relative to average drawdown | 2.14 | 26.11 | -23.97 |
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
| LIAM | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 3.13 | -2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 1.07 | -1.16 |
Drawdowns
LIAM vs. STIP - Drawdown Comparison
The maximum LIAM drawdown since its inception was -8.39%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for LIAM and STIP.
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Drawdown Indicators
| LIAM | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.39% | -5.50% | -2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -4.45% | -0.69% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.95% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.50% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -1.97% | -0.06% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -0.99% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 0.18% | +1.68% |
Volatility
LIAM vs. STIP - Volatility Comparison
LifeX 2055 Inflation-Protected Longevity Income ETF (LIAM) has a higher volatility of 1.71% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.38%. This indicates that LIAM's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIAM | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 0.38% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 4.49% | 0.99% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.38% | 1.46% | +4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.65% | 2.75% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.65% | 2.45% | +5.20% |
LIAM vs. STIP - Expense Ratio Comparison
LIAM has a 0.25% expense ratio, which is higher than STIP's 0.06% 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. STIP - Dividend Comparison
LIAM's dividend yield for the trailing twelve months is around 6.44%, more than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LIAM LifeX 2055 Inflation-Protected Longevity Income ETF | 6.44% | 9.02% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
LIAM and STIP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIAM has higher volatility (1.71%) compared to STIP (0.38%). In terms of maximum drawdown, LIAM dropped -8.39% vs STIP's -5.50%.
On 1-year performance, STIP leads with 4.53% vs 3.97% for LIAM. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STIP has performed better with a 4.53% return vs 3.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STIP is cheaper with a 0.06% expense ratio, compared with 0.25% for LIAM.
LIAM has the higher dividend yield at 6.44%, compared with 4.30% for STIP.
They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIAM and 0.06% for STIP.
STIP currently has the higher Sharpe Ratio (3.13 vs 0.63), 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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