LIF vs. GSIB

Last updated Apr 1, 2026

Compare and contrast key facts about Life360, Inc. (LIF) and Themes Global Systemically Important Banks ETF (GSIB).

GSIB is an actively managed fund by Themes. It was launched on Dec 14, 2023.

Performance

LIF vs. GSIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Life360, Inc. (LIF) and Themes Global Systemically Important Banks ETF (GSIB). The values are adjusted to include any dividend payments, if applicable.

LIF vs. GSIB - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LIF Life360, Inc.	-36.36%	55.42%	52.85%
GSIB Themes Global Systemically Important Banks ETF	-3.15%	61.67%	13.40%

Returns By Period

In the year-to-date period, LIF achieves a -36.36% return, which is significantly lower than GSIB's -3.15% return.

LIF

• 1D: 7.08%
• 1M: -22.47%
• YTD: -36.36%
• 6M: -61.60%
• 1Y: 6.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GSIB

• 1D: 4.01%
• 1M: -4.96%
• YTD: -3.15%
• 6M: 7.71%
• 1Y: 36.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LIF vs. GSIB — Risk / Return Rank

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

LIF

LIF Risk / Return Rank: 45
LIF Sharpe Ratio Rank: 45
LIF Sortino Ratio Rank: 46
LIF Omega Ratio Rank: 47
LIF Calmar Ratio Rank: 43
LIF Martin Ratio Rank: 43

GSIB

GSIB Risk / Return Rank: 86
GSIB Sharpe Ratio Rank: 88
GSIB Sortino Ratio Rank: 88
GSIB Omega Ratio Rank: 86
GSIB Calmar Ratio Rank: 86
GSIB Martin Ratio Rank: 82

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.

LIF vs. GSIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Life360, Inc. (LIF) and Themes Global Systemically Important Banks ETF (GSIB). 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.

	LIF	GSIB	Difference
Sharpe ratio Return per unit of total volatility	0.09	1.79	-1.69
Sortino ratio Return per unit of downside risk	0.64	2.39	-1.76
Omega ratio Gain probability vs. loss probability	1.09	1.34	-0.25
Calmar ratio Return relative to maximum drawdown	0.09	2.51	-2.43
Martin ratio Return relative to average drawdown	0.19	8.62	-8.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LIF vs. GSIB - Sharpe Ratio Comparison

The current LIF Sharpe Ratio is 0.09, which is lower than the GSIB Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of LIF and GSIB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LIF	GSIB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	1.79	-1.69
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	2.15	-1.73

Correlation

The correlation between LIF and GSIB is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

LIF vs. GSIB - Dividend Comparison

LIF has not paid dividends to shareholders, while GSIB's dividend yield for the trailing twelve months is around 1.97%.

	TTM	2025	2024
LIF Life360, Inc.	0.00%	0.00%	0.00%
GSIB Themes Global Systemically Important Banks ETF	1.97%	1.91%	1.67%

Drawdowns

LIF vs. GSIB - Drawdown Comparison

The maximum LIF drawdown since its inception was -65.62%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for LIF and GSIB.

Drawdown Indicators

	LIF	GSIB	Difference
Max Drawdown Largest peak-to-trough decline	-65.62%	-17.71%	-47.91%
Max Drawdown (1Y) Largest decline over 1 year	-65.62%	-14.59%	-51.03%
Current Drawdown Current decline from peak	-63.19%	-9.87%	-53.32%
Average Drawdown Average peak-to-trough decline	-16.95%	-2.06%	-14.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.33%	4.25%	+26.08%

Volatility

LIF vs. GSIB - Volatility Comparison

Life360, Inc. (LIF) has a higher volatility of 24.94% compared to Themes Global Systemically Important Banks ETF (GSIB) at 7.69%. This indicates that LIF's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LIF	GSIB	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.94%	7.69%	+17.25%
Volatility (6M) Calculated over the trailing 6-month period	53.25%	13.05%	+40.20%
Volatility (1Y) Calculated over the trailing 1-year period	68.76%	20.79%	+47.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.14%	18.39%	+43.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.14%	18.39%	+43.75%