LIAU vs. VTP
LIAU (LifeX 2060 Inflation-Protected Longevity Income ETF) and VTP (Vanguard Total Inflation-Protected Securities ETF) are both Inflation-Protected Bonds funds. LIAU is actively managed, while VTP is passively managed. Their correlation of 0.88 suggests significant overlap in exposure. LIAU charges 0.25%/yr vs 0.05%/yr for VTP.
Performance
LIAU vs. VTP - 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 VTP's 1.55% return.
LIAU
- 1D
- -0.40%
- 1M
- 0.64%
- YTD
- 0.65%
- 6M
- -0.67%
- 1Y
- 4.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTP
- 1D
- -0.16%
- 1M
- -0.08%
- YTD
- 1.55%
- 6M
- 1.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LIAU vs. VTP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 0.65% | 1.61% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.55% | 2.27% |
Correlation
The correlation between LIAU and VTP is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2025 | 0.88 |
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Return for Risk
LIAU vs. VTP — Risk / Return Rank
LIAU
VTP
LIAU vs. VTP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) and Vanguard Total Inflation-Protected Securities ETF (VTP). 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 | VTP | 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 | VTP | 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 | 1.31 | -1.62 |
Drawdowns
LIAU vs. VTP - Drawdown Comparison
The maximum LIAU drawdown since its inception was -9.95%, which is greater than VTP's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for LIAU and VTP.
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Drawdown Indicators
| LIAU | VTP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.95% | -1.92% | -8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.38% | — | — |
Current DrawdownCurrent decline from peak | -4.43% | -0.30% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -0.52% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | — | — |
Volatility
LIAU vs. VTP - Volatility Comparison
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Volatility by Period
| LIAU | VTP | 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% | 3.26% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.69% | 3.26% | +5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.69% | 3.26% | +5.43% |
LIAU vs. VTP - Expense Ratio Comparison
LIAU has a 0.25% expense ratio, which is higher than VTP's 0.05% 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. VTP - Dividend Comparison
LIAU's dividend yield for the trailing twelve months is around 9.36%, more than VTP's 1.61% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LIAU LifeX 2060 Inflation-Protected Longevity Income ETF | 9.36% | 12.93% | 1.04% |
VTP Vanguard Total Inflation-Protected Securities ETF | 1.61% | 1.56% | 0.00% |
Frequently Asked Questions
LIAU and VTP have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTP is cheaper with a 0.05% expense ratio, compared with 0.25% for LIAU.
LIAU has the higher dividend yield at 9.36%, compared with 1.61% for VTP.
They also come from different issuers: Stone Ridge and Vanguard. Their fees differ too: 0.25% for LIAU and 0.05% for VTP.
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