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ISIN
US72201R4039
CUSIP
72201R403
Issuer
PIMCO
Inception Date
Sep 3, 2009
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
ICE BofA US Inflation-Linked Treasury
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$106M

Share Price Chart


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Performance

TIPZ Performance Chart

PIMCO Broad US TIPS Index ETF (TIPZ) is up 2.8% since the beginning of the year. TIPZ is currently trading at $53 per share. Investors who bought $1,000 worth of TIPZ shares 5 years ago would now be looking at an investment worth $1,047.


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S&P 500 Index

Returns By Period

PIMCO Broad US TIPS Index ETF (TIPZ) has returned 2.79% so far this year and 5.19% over the past 12 months. Over the last ten years, TIPZ has returned 2.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


PIMCO Broad US TIPS Index ETF

1D
0.02%
1M
-0.03%
YTD
2.79%
6M
1.43%
1Y
5.19%
3Y*
3.93%
5Y*
0.92%
10Y*
2.51%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIPZ Monthly Returns History

Based on dividend-adjusted daily data since Sep 9, 2009, TIPZ's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jul 2022 with a return of +5.0%, while the worst month was Sep 2022 at -7.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TIPZ closed higher 52% of trading days. The best single day was Mar 20, 2020 with a return of +4.5%, while the worst single day was Mar 11, 2020 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.62%1.29%-1.41%1.03%0.20%0.07%2.79%
20251.41%2.61%0.25%0.07%-0.54%0.98%0.06%1.61%0.42%0.41%0.16%-1.67%5.87%
20240.33%-0.97%0.66%-1.64%1.70%0.81%1.65%0.84%1.46%-1.97%0.55%-1.81%1.52%
20231.72%-1.24%2.76%0.04%-1.17%-0.18%-0.12%-0.79%-2.01%-0.79%2.68%2.55%3.37%
2022-2.38%0.89%-2.21%-2.29%-1.02%-3.57%4.96%-2.72%-7.16%1.47%1.82%-0.73%-12.67%
20210.28%-2.02%-0.19%1.52%1.23%0.78%2.74%-0.17%-0.81%1.09%0.94%0.04%5.48%

Benchmark Metrics

PIMCO Broad US TIPS Index ETF has an annualized alpha of 3.52%, beta of -0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 10, 2009.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.95%) than losses (6.03%) - typical of diversified or defensive assets.
  • Beta of -0.02 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.52%
Beta
-0.02
0.00
Upside Capture
11.95%
Downside Capture
6.03%

Expense Ratio

TIPZ has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

TIPZ ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TIPZ Risk / Return Rank: 4040
Overall Rank
TIPZ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TIPZ Sortino Ratio Rank: 3737
Sortino Ratio Rank
TIPZ Omega Ratio Rank: 3636
Omega Ratio Rank
TIPZ Calmar Ratio Rank: 4747
Calmar Ratio Rank
TIPZ Martin Ratio Rank: 4545
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PIMCO Broad US TIPS Index ETF (TIPZ) and compare them to S&P 500 Index.


TIPZBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.39

-1.06

Sortino ratio

Return per unit of downside risk

1.96

3.25

-1.29

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

2.39

3.11

-0.72

Martin ratio

Return relative to average drawdown

7.47

14.38

-6.91

Dividends

Dividend History

PIMCO Broad US TIPS Index ETF provided a 5.10% dividend yield over the last twelve months, with an annual payout of $2.68 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.68$2.48$2.30$2.50$3.86$2.91$0.96$0.99$1.25$0.99$0.61$0.31

Dividend yield

5.10%4.74%4.44%4.69%7.14%4.41%1.47%1.65%2.23%1.70%1.06%0.56%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.15$0.51$0.60$1.26
2025$0.00$0.04$0.08$0.42$0.33$0.19$0.23$0.18$0.23$0.16$0.22$0.40$2.48
2024$0.00$0.00$0.00$0.33$0.42$0.46$0.27$0.17$0.10$0.13$0.12$0.30$2.30
2023$0.00$0.00$0.00$0.40$0.34$0.26$0.34$0.18$0.25$0.17$0.28$0.28$2.50
2022$0.00$0.19$0.12$0.41$0.49$0.67$0.27$0.50$0.70$0.00$0.00$0.51$3.86
2021$0.00$0.00$0.00$0.16$0.24$0.34$0.40$0.40$0.43$0.20$0.04$0.70$2.91

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO Broad 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 Broad US TIPS Index ETF was 15.77%, occurring on Oct 10, 2022. The portfolio has not yet recovered.

The current PIMCO Broad US TIPS Index ETF drawdown is 1.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-15.77%Oct 2022
11mo 4d
4y 6moNov 2021 - now
2013 correction2013
-11.72%Sep 2013
8mo 28d5y 6mo
6y 3moDec 2012 - Mar 2019
COVID crash2020
-10.48%Mar 2020
9d1mo 11d
1mo 20dMar 2020 - Apr 2020
2011 pullback2011
-5.77%Feb 2011
3mo 15d2mo 10d
5mo 25dOct 2010 - Apr 2011
2011 pullback2011
-3.61%Oct 2011
2mo 2d20d
2mo 22dAug 2011 - Nov 2011

Drawdown Indicators


TIPZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.77%

-56.78%

+41.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.18%

-9.10%

+6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-4.74%

-18.90%

+14.16%

Max Drawdown (5Y)

Largest decline over 5 years

-15.77%

-25.43%

+9.66%

Max Drawdown (10Y)

Largest decline over 10 years

-15.77%

-33.92%

+18.15%

Current Drawdown

Current decline from peak

-1.24%

0.00%

-1.24%

Average Drawdown

Average peak-to-trough decline

-4.33%

-10.72%

+6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

1.97%

-1.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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