PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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
Index TrackedICE BofA US Inflation-Linked Treasury (1-5 Y)
Asset ClassBond

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.


0.50%1.00%1.50%2.00%0.20%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with STPZ

PIMCO 1-5 Year US TIPS Index ETF

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.


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
34.11%
411.48%
STPZ (PIMCO 1-5 Year US TIPS Index ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date0.73%10.04%
1 month0.87%3.53%
6 months3.63%22.79%
1 year3.02%32.16%
5 years (annualized)2.88%13.15%
10 years (annualized)1.79%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.53%-0.35%
20230.12%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
STPZ
PIMCO 1-5 Year US TIPS Index ETF
1.06
^GSPC
S&P 500
2.76

Sharpe Ratio

The current PIMCO 1-5 Year US TIPS Index ETF Sharpe ratio is 1.06. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.06
2.76
STPZ (PIMCO 1-5 Year US TIPS Index ETF)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019201820172016201520142013
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.84%
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 0.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.76%Mar 5, 202010Mar 18, 202056Jun 8, 202066
-6.7%Mar 14, 2022140Sep 30, 2022
-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 0.56%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.56%
2.82%
STPZ (PIMCO 1-5 Year US TIPS Index ETF)
Benchmark (^GSPC)