LIAU vs. ICPI
LIAU (LifeX 2060 Inflation-Protected Longevity Income ETF) and ICPI (iShares 0-1 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds. LIAU is actively managed, while ICPI is passively managed. At a correlation of -0.27, they often move in opposite directions. LIAU charges 0.25%/yr vs 0.09%/yr for ICPI.
Performance
LIAU vs. ICPI - Performance Comparison
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Returns By Period
In the year-to-date period, LIAU achieves a 0.65% return, which is significantly lower than ICPI's 2.70% return.
LIAU
- 1D
- -0.40%
- 1M
- 0.64%
- YTD
- 0.65%
- 6M
- -0.67%
- 1Y
- 4.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ICPI
- 1D
- 0.05%
- 1M
- 0.44%
- YTD
- 2.70%
- 6M
- 2.76%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIAU vs. ICPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 0.65% | -0.99% |
ICPI iShares 0-1 Year TIPS Bond ETF | 2.70% | 0.32% |
Correlation
The correlation between LIAU and ICPI is -0.27, 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 | -0.27 |
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Return for Risk
LIAU vs. ICPI — Risk / Return Rank
LIAU
ICPI
LIAU vs. ICPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) 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.
| LIAU | ICPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.10 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | — | — |
| Martin ratioReturn relative to average drawdown | 1.79 | — | — |
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
| LIAU | ICPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.30 | 6.20 | -6.50 |
Drawdowns
LIAU vs. ICPI - Drawdown Comparison
The maximum LIAU drawdown since its inception was -9.95%, which is greater than ICPI's maximum drawdown of -0.22%. Use the drawdown chart below to compare losses from any high point for LIAU and ICPI.
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Drawdown Indicators
| LIAU | ICPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.95% | -0.22% | -9.73% |
Max Drawdown (1Y)Largest decline over 1 year | -5.38% | — | — |
Current DrawdownCurrent decline from peak | -4.43% | 0.00% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -0.03% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | — | — |
Volatility
LIAU vs. ICPI - Volatility Comparison
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Volatility by Period
| LIAU | ICPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 7.22% | 0.95% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.69% | 0.95% | +7.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.69% | 0.95% | +7.74% |
LIAU vs. ICPI - Expense Ratio Comparison
LIAU 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
LIAU vs. ICPI - Dividend Comparison
LIAU's dividend yield for the trailing twelve months is around 9.36%, 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% |
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 9.36% | 12.93% | 1.04% |
Frequently Asked Questions
LIAU and ICPI have a correlation of -0.27, 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 LIAU.
LIAU has the higher dividend yield at 9.36%, compared with 1.80% for ICPI.
They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIAU and 0.09% for ICPI.
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