PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) Sharpe Ratio: -0.33

ZROZ's Sharpe Ratio of -0.33 indicates that for each unit of volatility, it generates -0.33 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ZROZ Sharpe Ratio Rank

Concerning

ZROZ ranks above 6.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

ZROZ Sharpe Ratio Market Positioning

The chart shows ZROZ's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.47 or lower
Yellow zone (middle 50%): 0.47 to 1.40
Green zone (top 25%): 1.40 or higher
Top 1%: 5.67+
Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares PIMCO 25+ Year Zero Coupon US Treasury Index Fund's Sharpe Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how ZROZ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
SHV	iShares Short Treasury Bond ETF	19.56
BIL	SPDR Barclays 1-3 Month T-Bill ETF	19.52
GBIL	Goldman Sachs Access Treasury 0-1 Year ETF	16.02
USFR	WisdomTree Bloomberg Floating Rate Treasury Fund	14.37
TFLO	iShares Treasury Floating Rate Bond ETF	13.83
XHLF	BondBloxx Bloomberg Six Month Target Duration US Treasury ETF	12.10
IBTF	iShares iBonds Dec 2025 Term Treasury ETF	7.41
OBIL	US Treasury 12 Month Bill ETF	6.69
XONE	Bondbloxx Bloomberg One Year Target Duration US Treasury ETF	6.42
IBTG	iShares iBonds Dec 2026 Term Treasury ETF	6.12
ZROZ	PIMCO 25+ Year Zero Coupon US Treasury Index Fund	-0.33

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows ZROZ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ZROZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore ZROZ risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

ZROZ Sortino Ratio