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PIMCO 1-5 Year US TIPS Index ETF (STPZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS72201R2058
CUSIP72201R205
IssuerPIMCO
Inception DateAug 20, 2009
RegionNorth America (U.S.)
CategoryInflation-Protected Bonds
Leveraged1x
Index TrackedICE BofA US Inflation-Linked Treasury (1-5 Y)
Asset ClassBond

Expense Ratio

STPZ has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for STPZ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: STPZ vs. JPST, STPZ vs. SPIR, STPZ vs. HYG, STPZ vs. FTBFX, STPZ vs. STIP, STPZ vs. VTIP, STPZ vs. BKLN, STPZ vs. VOO, STPZ vs. FXAIX, STPZ vs. TIP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PIMCO 1-5 Year US TIPS Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.09%
14.38%
STPZ (PIMCO 1-5 Year US TIPS Index ETF)
Benchmark (^GSPC)

Returns By Period

PIMCO 1-5 Year US TIPS Index ETF had a return of 4.19% year-to-date (YTD) and 6.39% in the last 12 months. Over the past 10 years, PIMCO 1-5 Year US TIPS Index ETF had an annualized return of 2.11%, while the S&P 500 had an annualized return of 11.39%, indicating that PIMCO 1-5 Year US TIPS Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.19%25.45%
1 month-0.51%2.91%
6 months3.19%14.05%
1 year6.39%35.64%
5 years (annualized)3.10%14.13%
10 years (annualized)2.11%11.39%

Monthly Returns

The table below presents the monthly returns of STPZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.53%-0.35%0.51%-0.31%1.08%0.58%1.01%0.62%1.10%-0.67%4.19%
20230.76%-0.54%2.12%0.24%-0.84%-0.36%0.42%0.12%-0.40%0.42%1.09%1.21%4.28%
2022-0.98%1.16%-1.00%-0.17%0.35%-1.89%2.13%-1.65%-3.57%1.11%0.42%-0.36%-4.49%
20210.68%-0.04%0.57%0.91%0.70%-0.01%1.46%-0.00%-0.05%0.64%0.04%0.61%5.64%
20200.61%0.44%-2.29%1.75%0.92%0.77%0.81%1.16%-0.21%-0.20%0.60%1.01%5.44%
20190.87%0.08%0.76%0.46%0.65%0.63%-0.02%0.59%-0.29%0.17%0.10%0.72%4.83%
2018-0.31%-0.19%0.58%-0.12%0.33%0.23%-0.21%0.49%-0.25%-0.51%-0.01%0.18%0.20%
20170.51%0.02%0.15%-0.11%0.02%-0.57%0.33%0.30%-0.23%0.19%-0.29%0.19%0.51%
20160.62%0.25%1.10%0.02%-0.23%1.15%-0.15%-0.40%0.84%-0.04%-0.59%0.29%2.88%
20151.16%-0.36%-0.46%0.83%-0.17%-0.04%-0.31%-0.38%-0.08%-0.02%-0.27%-0.17%-0.29%
20140.39%0.21%-0.51%0.57%0.79%0.32%-0.31%-0.14%-1.14%0.10%-0.22%-1.42%-1.39%
20130.20%-0.00%0.18%-0.57%-1.20%-1.22%0.87%-0.66%0.59%0.23%-0.11%-0.37%-2.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of STPZ is 75, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of STPZ is 7575
Combined Rank
The Sharpe Ratio Rank of STPZ is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of STPZ is 8787Sortino Ratio Rank
The Omega Ratio Rank of STPZ is 8181Omega Ratio Rank
The Calmar Ratio Rank of STPZ is 5353Calmar Ratio Rank
The Martin Ratio Rank of STPZ is 7979Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


STPZ
Sharpe ratio
The chart of Sharpe ratio for STPZ, currently valued at 2.60, compared to the broader market-2.000.002.004.006.002.60
Sortino ratio
The chart of Sortino ratio for STPZ, currently valued at 4.29, compared to the broader market0.005.0010.004.29
Omega ratio
The chart of Omega ratio for STPZ, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for STPZ, currently valued at 1.76, compared to the broader market0.005.0010.0015.001.76
Martin ratio
The chart of Martin ratio for STPZ, currently valued at 17.68, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.72

Sharpe Ratio

The current PIMCO 1-5 Year US TIPS Index ETF Sharpe ratio is 2.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of PIMCO 1-5 Year US TIPS Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.60
3.08
STPZ (PIMCO 1-5 Year US TIPS Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

PIMCO 1-5 Year US TIPS Index ETF provided a 1.83% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.96$0.84$2.93$2.02$1.01$0.92$1.22$0.79$0.34$0.25$0.45$0.05

Dividend yield

1.83%1.63%5.88%3.65%1.86%1.76%2.39%1.51%0.65%0.49%0.86%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO 1-5 Year US TIPS Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.10$0.15$0.30$0.16$0.06$0.01$0.05$0.04$0.87
2023$0.00$0.00$0.00$0.10$0.10$0.05$0.11$0.06$0.11$0.05$0.17$0.09$0.84
2022$0.00$0.15$0.09$0.33$0.39$0.56$0.21$0.45$0.63$0.00$0.00$0.12$2.93
2021$0.00$0.00$0.00$0.16$0.22$0.28$0.31$0.32$0.34$0.14$0.00$0.25$2.02
2020$0.00$0.00$0.00$0.17$0.14$0.00$0.00$0.00$0.23$0.25$0.16$0.06$1.01
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.12$0.03$0.16$0.08$0.33$0.92
2018$0.00$0.00$0.00$0.15$0.20$0.12$0.19$0.17$0.08$0.00$0.07$0.24$1.22
2017$0.00$0.00$0.00$0.15$0.13$0.03$0.14$0.03$0.01$0.00$0.05$0.25$0.79
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.14$0.00$0.00$0.04$0.34
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.15$0.00$0.00$0.00$0.00$0.25
2014$0.00$0.00$0.00$0.00$0.12$0.14$0.13$0.06$0.00$0.00$0.00$0.00$0.45
2013$0.01$0.03$0.00$0.00$0.01$0.00$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.89%
0
STPZ (PIMCO 1-5 Year US TIPS Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO 1-5 Year US TIPS Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the PIMCO 1-5 Year US TIPS Index ETF was 6.76%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current PIMCO 1-5 Year US TIPS Index ETF drawdown is 0.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.76%Mar 5, 202010Mar 18, 202056Jun 8, 202066
-6.7%Mar 14, 2022140Sep 30, 2022420Jun 4, 2024560
-4.7%Sep 17, 2012818Dec 16, 2015785Jan 31, 20191603
-2.55%Nov 18, 202158Feb 10, 202212Mar 1, 202270
-2%Aug 11, 201142Oct 10, 201120Nov 7, 201162

Volatility

Volatility Chart

The current PIMCO 1-5 Year US TIPS Index ETF volatility is 0.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
0.55%
3.89%
STPZ (PIMCO 1-5 Year US TIPS Index ETF)
Benchmark (^GSPC)