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LIBD vs. RLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIBD vs. RLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) and State Street Multi-Asset Real Return ETF (RLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIBD achieves a -2.94% return, which is significantly lower than RLY's 15.77% return.


LIBD

1D
-0.53%
1M
-3.26%
6M
-2.95%
YTD
-2.94%
1Y
-2.03%
3Y*
5Y*
10Y*
ALL TIME*
-2.29%

RLY

1D
-0.46%
1M
4.07%
6M
7.44%
YTD
15.77%
1Y
27.64%
3Y*
12.72%
5Y*
10.48%
10Y*
8.27%
ALL TIME*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.78K$11.16K$6.65K
$4.60M$7.84M$7.75M

LIBD vs. RLY - Yearly Performance Comparison


Correlation

The correlation between LIBD and RLY is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2025

0.12

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Return for Risk

LIBD vs. RLY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LIBD
LIBD Risk / Return Rank: 88
Overall Rank
LIBD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
LIBD Sortino Ratio Rank: 88
Sortino Ratio Rank
LIBD Omega Ratio Rank: 88
Omega Ratio Rank
LIBD Calmar Ratio Rank: 88
Calmar Ratio Rank
LIBD Martin Ratio Rank: 88
Martin Ratio Rank

RLY
RLY Risk / Return Rank: 9191
Overall Rank
RLY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 9393
Sortino Ratio Rank
RLY Omega Ratio Rank: 9393
Omega Ratio Rank
RLY Calmar Ratio Rank: 8989
Calmar Ratio Rank
RLY Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LIBD vs. RLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) and State Street Multi-Asset Real Return ETF (RLY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LIBDRLYDifference
Sharpe ratioReturn per unit of total volatility

-2.77

Sortino ratioReturn per unit of downside risk

-3.73

Omega ratioGain probability vs. loss probability

0.98

1.48

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.18

3.66

-3.84

Martin ratioReturn relative to average drawdown

-0.38

12.77

-13.14

LIBD vs. RLY - Sharpe Ratio Comparison

The current LIBD Sharpe Ratio is -0.16, which is lower than the RLY Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of LIBD and RLY, 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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Drawdowns

LIBD vs. RLY - Drawdown Comparison

The maximum LIBD drawdown since its inception was -7.31%, smaller than the maximum RLY drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for LIBD and RLY.


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Drawdown Indicators


LIBDRLYDifference

Max Drawdown

Largest peak-to-trough decline

-7.31%

-37.75%

+30.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

-7.54%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

Current Drawdown

Current decline from peak

-6.96%

-2.74%

-4.22%

Average Drawdown

Average peak-to-trough decline

-3.46%

-9.40%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.16%

+1.24%

Volatility

LIBD vs. RLY - Volatility Comparison

The current volatility for LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) is 1.81%, while State Street Multi-Asset Real Return ETF (RLY) has a volatility of 2.68%. This indicates that LIBD experiences smaller price fluctuations and is considered to be less risky than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIBDRLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

2.68%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

5.85%

8.44%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

7.85%

10.60%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.94%

13.46%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.94%

13.80%

-3.86%

LIBD vs. RLY - Expense Ratio Comparison

LIBD has a 0.25% expense ratio, which is lower than RLY's 0.50% expense ratio.


Dividends

LIBD vs. RLY - Dividend Comparison

LIBD's dividend yield for the trailing twelve months is around 11.89%, more than RLY's 3.06% yield.


PositionTTM20252024202320222021202020192018201720162015
LIBD
LifeX 2065 Inflation-Protected Longevity Income ETF
11.89%13.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RLY
State Street Multi-Asset Real Return ETF
3.06%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%

Frequently Asked Questions


LIBD and RLY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RLY has higher volatility (2.68%) compared to LIBD (1.81%). In terms of maximum drawdown, LIBD dropped -7.31% vs RLY's -37.75%.

On 1-year performance, RLY leads with 27.64% vs -2.03% for LIBD. On fees, LIBD is cheaper at 0.25% per year. On volatility, LIBD has been the lower-risk option at 1.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RLY has performed better with a 27.64% return vs -2.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LIBD is cheaper with a 0.25% expense ratio, compared with 0.50% for RLY.

LIBD has the higher dividend yield at 11.89%, compared with 3.06% for RLY.

LIBD is categorized as Inflation-Protected Bonds, while RLY is Global Allocation. They also come from different issuers: Stone Ridge and State Street. Their fees differ too: 0.25% for LIBD and 0.50% for RLY.

RLY currently has the higher Sharpe Ratio (2.61 vs -0.16), 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.

Portfolio Optimizer

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