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LIAU vs. WIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIAU vs. WIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIAU achieves a 0.65% return, which is significantly lower than WIP's 4.31% return.


LIAU

1D
-0.40%
1M
0.64%
YTD
0.65%
6M
-0.67%
1Y
4.25%
3Y*
5Y*
10Y*

WIP

1D
-0.72%
1M
0.70%
YTD
4.31%
6M
4.96%
1Y
10.26%
3Y*
5.08%
5Y*
-0.70%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIAU vs. WIP - Yearly Performance Comparison


Correlation

The correlation between LIAU and WIP is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2024

0.37

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Return for Risk

LIAU vs. WIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LIAU
LIAU Risk / Return Rank: 1818
Overall Rank
LIAU Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LIAU Sortino Ratio Rank: 1818
Sortino Ratio Rank
LIAU Omega Ratio Rank: 1818
Omega Ratio Rank
LIAU Calmar Ratio Rank: 1919
Calmar Ratio Rank
LIAU Martin Ratio Rank: 1818
Martin Ratio Rank

WIP
WIP Risk / Return Rank: 3434
Overall Rank
WIP Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
WIP Sortino Ratio Rank: 3030
Sortino Ratio Rank
WIP Omega Ratio Rank: 2929
Omega Ratio Rank
WIP Calmar Ratio Rank: 4040
Calmar Ratio Rank
WIP Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LIAU vs. WIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). 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.


LIAUWIPDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.10

1.20

-0.10

Calmar ratioReturn relative to maximum drawdown

0.79

2.00

-1.20

Martin ratioReturn relative to average drawdown

1.79

5.98

-4.18

LIAU vs. WIP - Sharpe Ratio Comparison

The current LIAU Sharpe Ratio is 0.59, which is lower than the WIP Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of LIAU and WIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LIAUWIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.18

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

0.12

-0.43

Drawdowns

LIAU vs. WIP - Drawdown Comparison

The maximum LIAU drawdown since its inception was -9.95%, smaller than the maximum WIP drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for LIAU and WIP.


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Drawdown Indicators


LIAUWIPDifference

Max Drawdown

Largest peak-to-trough decline

-9.95%

-29.60%

+19.65%

Max Drawdown (1Y)

Largest decline over 1 year

-5.38%

-5.16%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-11.16%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.84%

Current Drawdown

Current decline from peak

-4.43%

-3.87%

-0.56%

Average Drawdown

Average peak-to-trough decline

-5.24%

-8.58%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.72%

+0.65%

Volatility

LIAU vs. WIP - Volatility Comparison

The current volatility for LifeX 2060 Inflation-Protected Longevity Income ETF (LIAU) is 1.93%, while SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a volatility of 2.95%. This indicates that LIAU experiences smaller price fluctuations and is considered to be less risky than WIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIAUWIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

2.95%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

5.08%

6.89%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

7.22%

8.72%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.69%

11.45%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.69%

10.16%

-1.47%

LIAU vs. WIP - Expense Ratio Comparison

LIAU has a 0.25% expense ratio, which is lower than WIP's 0.50% expense ratio.


Dividends

LIAU vs. WIP - Dividend Comparison

LIAU's dividend yield for the trailing twelve months is around 9.36%, more than WIP's 5.79% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
5.79%5.51%6.06%6.54%11.15%4.63%1.59%2.49%4.05%1.91%1.27%1.14%

Frequently Asked Questions


LIAU and WIP have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WIP has higher volatility (2.95%) compared to LIAU (1.93%). In terms of maximum drawdown, LIAU dropped -9.95% vs WIP's -29.60%.

On 1-year performance, WIP leads with 10.26% vs 4.25% for LIAU. On fees, LIAU is cheaper at 0.25% per year. On volatility, LIAU has been the lower-risk option at 1.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WIP has performed better with a 10.26% return vs 4.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LIAU is cheaper with a 0.25% expense ratio, compared with 0.50% for WIP.

LIAU has the higher dividend yield at 9.36%, compared with 5.79% for WIP.

They also come from different issuers: Stone Ridge and State Street. Their fees differ too: 0.25% for LIAU and 0.50% for WIP.

WIP currently has the higher Sharpe Ratio (1.18 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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