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LIFT vs. GOVZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LIFT vs. GOVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2028 Income Bucket ETF (LIFT) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LIFT achieves a 0.79% return, which is significantly lower than GOVZ's 3.57% return.


LIFT

1D
0.03%
1M
0.03%
YTD
0.79%
6M
0.88%
1Y
3Y*
5Y*
10Y*

GOVZ

1D
2.29%
1M
6.77%
YTD
3.57%
6M
1.48%
1Y
4.27%
3Y*
-6.85%
5Y*
-11.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LIFT vs. GOVZ - Yearly Performance Comparison


Correlation

The correlation between LIFT and GOVZ is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 24, 2025

0.40

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Return for Risk

LIFT vs. GOVZ — Risk / Return Rank

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

LIFT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GOVZ
GOVZ Risk / Return Rank: 1212
Overall Rank
GOVZ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GOVZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
GOVZ Omega Ratio Rank: 1111
Omega Ratio Rank
GOVZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
GOVZ Martin Ratio Rank: 1212
Martin Ratio Rank
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.

LIFT vs. GOVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2028 Income Bucket ETF (LIFT) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). 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.


LIFTGOVZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.30

Martin ratioReturn relative to average drawdown

0.66

LIFT vs. GOVZ - Sharpe Ratio Comparison


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Drawdowns

LIFT vs. GOVZ - Drawdown Comparison

The maximum LIFT drawdown since its inception was -0.49%, smaller than the maximum GOVZ drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for LIFT and GOVZ.


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Drawdown Indicators


LIFTGOVZDifference

Max Drawdown

Largest peak-to-trough decline

-0.49%

-59.65%

+59.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

Max Drawdown (3Y)

Largest decline over 3 years

-28.72%

Max Drawdown (5Y)

Largest decline over 5 years

-57.63%

Current Drawdown

Current decline from peak

-0.04%

-54.49%

+54.45%

Average Drawdown

Average peak-to-trough decline

-0.09%

-40.04%

+39.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

Volatility

LIFT vs. GOVZ - Volatility Comparison


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Volatility by Period


LIFTGOVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

Volatility (1Y)

Calculated over the trailing 1-year period

1.27%

15.89%

-14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.27%

23.88%

-22.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.27%

23.29%

-22.02%

LIFT vs. GOVZ - Expense Ratio Comparison

LIFT has a 0.25% expense ratio, which is higher than GOVZ's 0.15% 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

LIFT vs. GOVZ - Dividend Comparison

LIFT's dividend yield for the trailing twelve months is around 31.03%, more than GOVZ's 4.95% yield.


PositionTTM202520242023202220212020
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.95%5.00%4.68%3.84%3.69%1.76%0.39%
LIFT
LifeX 2028 Income Bucket ETF
31.03%8.63%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LIFT and GOVZ have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOVZ is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOVZ is cheaper with a 0.15% expense ratio, compared with 0.25% for LIFT.

LIFT has the higher dividend yield at 31.03%, compared with 4.95% for GOVZ.

They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LIFT and 0.15% for GOVZ.

Portfolio Optimizer

Find the right allocation for LIFT and GOVZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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