LIAU vs. STIP
LIAU (LifeX 2060 Inflation-Protected Longevity Income ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds. LIAU is actively managed, while STIP is passively managed. Over the past year, LIAU returned 4.25% vs 4.68% for STIP. A 0.55 correlation means they provide meaningful diversification when combined. LIAU charges 0.25%/yr vs 0.06%/yr for STIP.
Performance
LIAU vs. STIP - 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 STIP's 2.04% return.
LIAU
- 1D
- -0.40%
- 1M
- 0.64%
- YTD
- 0.65%
- 6M
- -0.67%
- 1Y
- 4.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
STIP
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 2.04%
- 6M
- 2.03%
- 1Y
- 4.68%
- 3Y*
- 5.23%
- 5Y*
- 3.37%
- 10Y*
- 3.18%
LIAU vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 0.65% | 3.53% | -8.28% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 0.06% |
Correlation
The correlation between LIAU and STIP is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2024 | 0.55 |
The correlation between LIAU and STIP has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
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Return for Risk
LIAU vs. STIP — Risk / Return Rank
LIAU
STIP
LIAU vs. STIP - 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 0-5 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.
| LIAU | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -4.70 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.69 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 6.76 | -5.97 |
| Martin ratioReturn relative to average drawdown | 1.79 | 26.37 | -24.57 |
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 | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 3.23 | -2.64 |
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 | -0.30 | 1.07 | -1.37 |
Drawdowns
LIAU vs. STIP - Drawdown Comparison
The maximum LIAU drawdown since its inception was -9.95%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for LIAU and STIP.
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Drawdown Indicators
| LIAU | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.95% | -5.50% | -4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -5.38% | -0.69% | -4.69% |
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 | -4.43% | -0.03% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -0.99% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 0.18% | +2.19% |
Volatility
LIAU vs. STIP - Volatility Comparison
LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) has a higher volatility of 1.93% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that LIAU'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
| LIAU | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 0.40% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 5.08% | 0.99% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.22% | 1.46% | +5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.69% | 2.75% | +5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.69% | 2.45% | +6.24% |
LIAU vs. STIP - Expense Ratio Comparison
LIAU 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
LIAU vs. STIP - Dividend Comparison
LIAU's dividend yield for the trailing twelve months is around 9.36%, more than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 9.36% | 12.93% | 1.04% | 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
LIAU and STIP have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIAU has higher volatility (1.93%) compared to STIP (0.40%). In terms of maximum drawdown, LIAU dropped -9.95% vs STIP's -5.50%.
On 1-year performance, STIP leads with 4.68% vs 4.25% for LIAU. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.40%. 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 4.68% return vs 4.25%. 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 LIAU.
LIAU has the higher dividend yield at 9.36%, compared with 4.30% for STIP.
They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIAU and 0.06% for STIP.
STIP currently has the higher Sharpe Ratio (3.23 vs 0.59), 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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