LIBD vs. TDTF
LIBD (LifeX 2065 Inflation-Protected Longevity Income ETF) and TDTF (FlexShares iBoxx 5-Year Target Duration TIPS Index Fund) are both Inflation-Protected Bonds funds. LIBD is actively managed, while TDTF is passively managed. Over the past year, LIBD returned -2.03% vs 2.15% for TDTF. Their 0.72 correlation means they have sometimes moved together and sometimes differently. LIBD charges 0.25%/yr vs 0.18%/yr for TDTF.
Performance
LIBD vs. TDTF - Performance Comparison
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Returns By Period
In the year-to-date period, LIBD achieves a -2.94% return, which is significantly lower than TDTF's 0.96% return.
LIBD
- 1D
- -0.53%
- 1M
- -3.26%
- 6M
- -2.95%
- YTD
- -2.94%
- 1Y
- -2.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -2.29%
TDTF
- 1D
- -0.04%
- 1M
- -0.17%
- 6M
- 0.35%
- YTD
- 0.96%
- 1Y
- 2.15%
- 3Y*
- 4.52%
- 5Y*
- 1.06%
- 10Y*
- 2.82%
- ALL TIME*
- 2.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.78K | $11.16K | $6.65K | |
| $2.84M | $3.24M | $4.14M |
LIBD vs. TDTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | -2.94% | -0.63% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 0.96% | 7.92% |
Correlation
The correlation between LIBD and TDTF is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025 | 0.72 |
The correlation between LIBD and TDTF has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.
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Return for Risk
LIBD vs. TDTF — Risk / Return Rank
LIBD
TDTF
LIBD vs. TDTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) and FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF). 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 | TDTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.82 | -2.01 |
| Martin ratioReturn relative to average drawdown | -0.38 | 4.65 | -5.02 |
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Drawdowns
LIBD vs. TDTF - Drawdown Comparison
The maximum LIBD drawdown since its inception was -7.31%, smaller than the maximum TDTF drawdown of -12.02%. Use the drawdown chart below to compare losses from any high point for LIBD and TDTF.
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Drawdown Indicators
| LIBD | TDTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.31% | -12.02% | +4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.96% | -1.58% | -5.38% |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.40% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.02% | — |
Current DrawdownCurrent decline from peak | -6.96% | -1.12% | -5.84% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -2.89% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 0.62% | +2.78% |
Volatility
LIBD vs. TDTF - Volatility Comparison
LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) has a higher volatility of 1.81% compared to FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) at 0.76%. This indicates that LIBD's price experiences larger fluctuations and is considered to be riskier than TDTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIBD | TDTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 0.76% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 5.85% | 2.28% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.85% | 3.09% | +4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.94% | 5.67% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.94% | 5.07% | +4.87% |
LIBD vs. TDTF - Expense Ratio Comparison
LIBD has a 0.25% expense ratio, which is higher than TDTF's 0.18% 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. TDTF - Dividend Comparison
LIBD's dividend yield for the trailing twelve months is around 11.89%, more than TDTF's 5.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 5.02% | 4.58% | 3.98% | 3.97% | 7.60% | 4.55% | 1.13% | 1.80% | 2.60% | 2.20% | 1.51% | 0.21% |
Frequently Asked Questions
LIBD and TDTF have a correlation of 0.66, 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 TDTF (0.76%). In terms of maximum drawdown, LIBD dropped -7.31% vs TDTF's -12.02%.
On 1-year performance, TDTF leads with 2.15% vs -2.03% for LIBD. On fees, TDTF is cheaper at 0.18% per year. On volatility, TDTF has been the lower-risk option at 0.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TDTF has performed better with a 2.15% return vs -2.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDTF is cheaper with a 0.18% expense ratio, compared with 0.25% for LIBD.
LIBD has the higher dividend yield at 11.89%, compared with 5.02% for TDTF.
They also come from different issuers: Stone Ridge and Northern Trust. Their fees differ too: 0.25% for LIBD and 0.18% for TDTF.
TDTF currently has the higher Sharpe Ratio (0.93 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.
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