PIMCO 1-5 Year US TIPS Index ETF (STPZ)
STPZ is a passive ETF by PIMCO tracking the investment results of the ICE BofA US Inflation-Linked Treasury (1-5 Y). STPZ launched on Aug 20, 2009 and has a 0.20% expense ratio.
ETF Info
ISIN | US72201R2058 |
---|---|
CUSIP | 72201R205 |
Issuer | PIMCO |
Inception Date | Aug 20, 2009 |
Region | North America (U.S.) |
Category | Inflation-Protected Bonds |
Index Tracked | ICE BofA US Inflation-Linked Treasury (1-5 Y) |
Asset Class | Bond |
Expense Ratio
The PIMCO 1-5 Year US TIPS Index ETF has a high expense ratio of 0.20%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Compare to other instruments
Popular comparisons: STPZ vs. JPST, STPZ vs. SPIR, STPZ vs. FTBFX, STPZ vs. HYG, STPZ vs. VTIP, STPZ vs. STIP, STPZ vs. BKLN, STPZ vs. VOO
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.
Returns By Period
PIMCO 1-5 Year US TIPS Index ETF had a return of 0.73% year-to-date (YTD) and 3.02% in the last 12 months. Over the past 10 years, PIMCO 1-5 Year US TIPS Index ETF had an annualized return of 1.79%, while the S&P 500 had an annualized return of 10.96%, indicating that PIMCO 1-5 Year US TIPS Index ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 0.73% | 10.04% |
1 month | 0.87% | 3.53% |
6 months | 3.63% | 22.79% |
1 year | 3.02% | 32.16% |
5 years (annualized) | 2.88% | 13.15% |
10 years (annualized) | 1.79% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.53% | -0.35% | ||||||||||
2023 | 0.12% | -0.40% | 0.42% | 1.09% | 1.21% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
PIMCO 1-5 Year US TIPS Index ETF | 1.06 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
PIMCO 1-5 Year US TIPS Index ETF granted a 1.62% dividend yield in the last twelve months. The annual payout for that period amounted to $0.84 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $0.84 | $0.84 | $2.93 | $2.02 | $1.01 | $0.92 | $1.22 | $0.79 | $0.34 | $0.25 | $0.45 | $0.05 |
Dividend yield | 1.62% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
2013 | $0.01 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 0.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-6.76% | Mar 5, 2020 | 10 | Mar 18, 2020 | 56 | Jun 8, 2020 | 66 |
-6.7% | Mar 14, 2022 | 140 | Sep 30, 2022 | — | — | — |
-4.7% | Sep 17, 2012 | 818 | Dec 16, 2015 | 785 | Jan 31, 2019 | 1603 |
-2.55% | Nov 18, 2021 | 58 | Feb 10, 2022 | 12 | Mar 1, 2022 | 70 |
-2% | Aug 11, 2011 | 42 | Oct 10, 2011 | 20 | Nov 7, 2011 | 62 |
Volatility
Volatility Chart
The current PIMCO 1-5 Year US TIPS Index ETF volatility is 0.56%, 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.