PortfoliosLab logoPortfoliosLab logo
VTIP vs. LDRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIP vs. LDRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with VTIP having a 1.38% return and LDRI slightly higher at 1.41%.


VTIP

1D
0.02%
1M
-0.20%
YTD
1.38%
6M
1.47%
1Y
3.60%
3Y*
5.01%
5Y*
3.27%
10Y*
3.03%

LDRI

1D
0.04%
1M
-0.12%
YTD
1.41%
6M
1.59%
1Y
3.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIP vs. LDRI - Yearly Performance Comparison


Correlation

The correlation between VTIP and LDRI is 0.69, 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

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2024

0.68

The correlation between VTIP and LDRI has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VTIP vs. LDRI — Risk / Return Rank

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

VTIP
VTIP Risk / Return Rank: 8787
Overall Rank
VTIP Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 8888
Sortino Ratio Rank
VTIP Omega Ratio Rank: 8686
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9090
Calmar Ratio Rank
VTIP Martin Ratio Rank: 8888
Martin Ratio Rank

LDRI
LDRI Risk / Return Rank: 8181
Overall Rank
LDRI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LDRI Sortino Ratio Rank: 7272
Sortino Ratio Rank
LDRI Omega Ratio Rank: 8181
Omega Ratio Rank
LDRI Calmar Ratio Rank: 9494
Calmar Ratio Rank
LDRI Martin Ratio Rank: 8686
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.

VTIP vs. LDRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) 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.


VTIPLDRIDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.47

1.43

+0.04

Calmar ratioReturn relative to maximum drawdown

5.06

6.33

-1.27

Martin ratioReturn relative to average drawdown

17.61

16.06

+1.55

VTIP vs. LDRI - Sharpe Ratio Comparison

The current VTIP Sharpe Ratio is 2.30, which is comparable to the LDRI Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of VTIP and LDRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VTIP vs. LDRI - Drawdown Comparison

The maximum VTIP drawdown since its inception was -6.27%, which is greater than LDRI's maximum drawdown of -0.85%. Use the drawdown chart below to compare losses from any high point for VTIP and LDRI.


Loading charts...

Drawdown Indicators


VTIPLDRIDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-0.85%

-5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-0.71%

-0.60%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.67%

-0.55%

-0.12%

Average Drawdown

Average peak-to-trough decline

-1.04%

-0.20%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.24%

-0.04%

Volatility

VTIP vs. LDRI - Volatility Comparison

Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and iShares iBonds 1-5 Year TIPS Ladder ETF (LDRI) have volatilities of 0.64% and 0.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VTIPLDRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.64%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

1.48%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

1.57%

1.94%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.77%

2.29%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

2.29%

+0.45%

VTIP vs. LDRI - Expense Ratio Comparison

VTIP has a 0.03% expense ratio, which is lower than LDRI's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VTIP vs. LDRI - Dividend Comparison

VTIP's dividend yield for the trailing twelve months is around 3.61%, more than LDRI's 3.54% yield.


PositionTTM2025202420232022202120202019201820172016
LDRI
iShares iBonds 1-5 Year TIPS Ladder ETF
3.54%4.23%0.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.61%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


VTIP and LDRI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LDRI has higher volatility (0.64%) compared to VTIP (0.64%). In terms of maximum drawdown, VTIP dropped -6.27% vs LDRI's -0.85%.

On 1-year performance, LDRI leads with 3.78% vs 3.60% for VTIP. On fees, VTIP is cheaper at 0.03% per year. Their volatility is very similar. 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 3.78% return vs 3.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 0.10% for LDRI.

VTIP has the higher dividend yield at 3.61%, compared with 3.54% for LDRI.

VTIP tracks Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index, while LDRI tracks BlackRock iBonds® 1-5 Year TIPS Ladder Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VTIP and 0.10% for LDRI.

VTIP currently has the higher Sharpe Ratio (2.30 vs 1.96), 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.

Portfolio Optimizer

Find the right allocation for VTIP and LDRI

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

Open Portfolio Optimizer