LIBD vs. STIP
LIBD (LifeX 2065 Inflation-Protected Longevity Income ETF) and STIP (iShares 0-5 Year TIPS Bond ETF) are both Inflation-Protected Bonds funds. LIBD is actively managed, while STIP is passively managed. Over the past year, LIBD returned -2.03% vs 3.05% for STIP. Their 0.50 correlation means they have sometimes moved together and sometimes differently. LIBD charges 0.25%/yr vs 0.06%/yr for STIP.
Performance
LIBD vs. STIP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LIBD achieves a -2.94% return, which is significantly lower than STIP's 1.81% return.
LIBD
- 1D
- -0.53%
- 1M
- -3.26%
- 6M
- -2.95%
- YTD
- -2.94%
- 1Y
- -2.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -2.29%
STIP
- 1D
- -0.05%
- 1M
- 0.13%
- 6M
- 1.26%
- YTD
- 1.81%
- 1Y
- 3.05%
- 3Y*
- 5.11%
- 5Y*
- 3.06%
- 10Y*
- 3.14%
- ALL TIME*
- 2.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.78K | $11.16K | $6.65K | |
| $80.85M | $78.77M | $101.18M |
LIBD vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | -2.94% | -0.63% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.81% | 6.04% |
Correlation
The correlation between LIBD and STIP is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025 | 0.50 |
The correlation between LIBD and STIP has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LIBD vs. STIP — Risk / Return Rank
LIBD
STIP
LIBD vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) 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.
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.
| LIBD | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.47 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 4.78 | -4.97 |
| Martin ratioReturn relative to average drawdown | -0.38 | 15.31 | -15.69 |
Loading charts...
Drawdowns
LIBD vs. STIP - Drawdown Comparison
The maximum LIBD drawdown since its inception was -7.31%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for LIBD and STIP.
Loading charts...
Drawdown Indicators
| LIBD | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.31% | -5.50% | -1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -0.73% | -6.23% |
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 | -6.96% | -0.25% | -6.71% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -0.99% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 0.23% | +3.17% |
Volatility
LIBD vs. STIP - Volatility Comparison
LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) has a higher volatility of 1.81% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.38%. This indicates that LIBD'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.
Loading charts...
Volatility by Period
| LIBD | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 0.38% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.85% | 1.17% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.85% | 1.52% | +6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.94% | 2.74% | +7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.94% | 2.45% | +7.49% |
LIBD vs. STIP - Expense Ratio Comparison
LIBD 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
LIBD vs. STIP - Dividend Comparison
LIBD's dividend yield for the trailing twelve months is around 11.89%, more than STIP's 4.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.60% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
LIBD and STIP have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIBD has higher volatility (1.81%) compared to STIP (0.38%). In terms of maximum drawdown, LIBD dropped -7.31% vs STIP's -5.50%.
On 1-year performance, STIP leads with 3.05% vs -2.03% for LIBD. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.38%. 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 3.05% return vs -2.03%. 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 LIBD.
LIBD has the higher dividend yield at 11.89%, compared with 4.60% for STIP.
They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIBD and 0.06% for STIP.
STIP currently has the higher Sharpe Ratio (2.28 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.
Find the right allocation for LIBD and STIP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer