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 3.91% vs 5.07% for TDTF. A 0.73 correlation means they provide meaningful diversification when combined. 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 0.48% return, which is significantly lower than TDTF's 1.52% return.
LIBD
- 1D
- -0.40%
- 1M
- 0.93%
- YTD
- 0.48%
- 6M
- -1.01%
- 1Y
- 3.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TDTF
- 1D
- -0.13%
- 1M
- -0.44%
- YTD
- 1.52%
- 6M
- 1.18%
- 1Y
- 5.07%
- 3Y*
- 4.56%
- 5Y*
- 1.72%
- 10Y*
- 2.93%
LIBD vs. TDTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | 0.48% | 3.37% |
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 1.52% | 7.92% |
Correlation
The correlation between LIBD and TDTF is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2025 | 0.73 |
The correlation between LIBD and TDTF has been stable across timeframes, ranging from 0.68 to 0.73 - 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.
| LIBD | TDTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.22 | -2.58 |
| Martin ratioReturn relative to average drawdown | 1.36 | 10.66 | -9.31 |
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
| LIBD | TDTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.67 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.47 | -0.19 |
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 | -6.19% | -1.58% | -4.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.79% | — |
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 | -3.69% | -0.57% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -3.20% | -2.91% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 0.48% | +2.41% |
Volatility
LIBD vs. TDTF - Volatility Comparison
LifeX 2065 Inflation-Protected Longevity Income ETF (LIBD) has a higher volatility of 2.14% compared to FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) at 0.73%. 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 | 2.14% | 0.73% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 5.64% | 1.97% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.08% | 3.06% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.64% | 5.69% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.64% | 5.07% | +4.57% |
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 11.50%, more than TDTF's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIBD LifeX 2065 Inflation-Protected Longevity Income ETF | 11.50% | 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 | 4.71% | 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 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIBD has higher volatility (2.14%) compared to TDTF (0.73%). In terms of maximum drawdown, LIBD dropped -7.31% vs TDTF's -12.02%.
On 1-year performance, TDTF leads with 5.07% vs 3.91% for LIBD. On fees, TDTF is cheaper at 0.18% per year. On volatility, TDTF has been the lower-risk option at 0.73%. 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 5.07% return vs 3.91%. 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 11.50%, compared with 4.71% 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 (1.67 vs 0.49), 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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