TDTF vs. LDRI
TDTF (FlexShares iBoxx 5-Year Target Duration TIPS Index Fund) and LDRI (iShares iBonds 1-5 Year TIPS Ladder ETF) are both Inflation-Protected Bonds funds - TDTF tracks the iBoxx 5-Year Target Duration TIPS while LDRI tracks the BlackRock iBonds® 1-5 Year TIPS Ladder Index. Both are passively managed. Over the past year, TDTF returned 2.01% vs 2.90% for LDRI. Their 0.62 correlation means they have sometimes moved together and sometimes differently. TDTF charges 0.18%/yr vs 0.10%/yr for LDRI.
Performance
TDTF vs. LDRI - Performance Comparison
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Returns By Period
In the year-to-date period, TDTF achieves a 1.01% return, which is significantly lower than LDRI's 1.63% return.
TDTF
- 1D
- 0.11%
- 1M
- -0.12%
- 6M
- 0.53%
- YTD
- 1.01%
- 1Y
- 2.01%
- 3Y*
- 4.41%
- 5Y*
- 1.18%
- 10Y*
- 2.82%
- ALL TIME*
- 2.23%
LDRI
- 1D
- 0.05%
- 1M
- 0.10%
- 6M
- 1.35%
- YTD
- 1.63%
- 1Y
- 2.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $135.90K | $196.88K | $205.69K | |
| $3.31M | $3.20M | $4.11M |
TDTF vs. LDRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund | 1.01% | 7.83% | -0.96% |
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 1.63% | 5.94% | 0.10% |
Correlation
The correlation between TDTF and LDRI is 0.64, 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. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024 | 0.62 |
The correlation between TDTF and LDRI has been stable across timeframes, ranging from 0.62 to 0.64 - a consistent structural relationship.
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Return for Risk
TDTF vs. LDRI — Risk / Return Rank
TDTF
LDRI
TDTF vs. LDRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) and iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI). 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.
| TDTF | LDRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 4.62 | -3.34 |
| Martin ratioReturn relative to average drawdown | 3.21 | 11.56 | -8.35 |
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Drawdowns
TDTF vs. LDRI - Drawdown Comparison
The maximum TDTF drawdown since its inception was -12.02%, which is greater than LDRI's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for TDTF and LDRI.
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Drawdown Indicators
| TDTF | LDRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.02% | -0.85% | -11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -1.58% | -0.63% | -0.95% |
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 | -1.07% | -0.33% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -0.21% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.25% | +0.38% |
Volatility
TDTF vs. LDRI - Volatility Comparison
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund (TDTF) has a higher volatility of 0.71% compared to iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) at 0.45%. This indicates that TDTF's price experiences larger fluctuations and is considered to be riskier than LDRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TDTF | LDRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 0.45% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.27% | 1.21% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.01% | 1.83% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.68% | 2.25% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 2.25% | +2.82% |
TDTF vs. LDRI - Expense Ratio Comparison
TDTF has a 0.18% expense ratio, which is higher than LDRI's 0.10% 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
TDTF vs. LDRI - Dividend Comparison
TDTF's dividend yield for the trailing twelve months is around 5.84%, more than LDRI's 5.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDRI iShares iBonds 1-5 Year TIPS Ladder ETF | 5.02% | 4.23% | 0.83% | 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 | 5.84% | 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
TDTF and LDRI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDTF has higher volatility (0.71%) compared to LDRI (0.45%). In terms of maximum drawdown, TDTF dropped -12.02% vs LDRI's -0.85%.
On 1-year performance, LDRI leads with 2.90% vs 2.01% for TDTF. On fees, LDRI is cheaper at 0.10% per year. On volatility, LDRI has been the lower-risk option at 0.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LDRI has performed better with a 2.90% return vs 2.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LDRI is cheaper with a 0.10% expense ratio, compared with 0.18% for TDTF.
TDTF has the higher dividend yield at 5.84%, compared with 5.02% for LDRI.
TDTF tracks iBoxx 5-Year Target Duration TIPS, while LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder Index. They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.18% for TDTF and 0.10% for LDRI.
LDRI currently has the higher Sharpe Ratio (1.59 vs 0.67), 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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