IUSM.DE vs. ZROZ
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ).
IUSM.DE and ZROZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSM.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year. It was launched on Dec 8, 2006. ZROZ is a passively managed fund by PIMCO that tracks the performance of the BofA Merrill Lynch Long Treasury Principal STRIPS Index. It was launched on Oct 30, 2009. Both IUSM.DE and ZROZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSM.DE or ZROZ.
Key characteristics
| IUSM.DE | ZROZ | |
|---|---|---|
| YTD Return | 0.54% | -12.98% |
| 1Y Return | 2.48% | 1.84% |
| 3Y Return (Ann) | -3.59% | -19.49% |
| 5Y Return (Ann) | -1.86% | -9.77% |
| Sharpe Ratio | 0.62 | 0.22 |
| Sortino Ratio | 0.95 | 0.47 |
| Omega Ratio | 1.12 | 1.05 |
| Calmar Ratio | 0.19 | 0.09 |
| Martin Ratio | 1.83 | 0.50 |
| Ulcer Index | 2.44% | 10.18% |
| Daily Std Dev | 7.28% | 23.32% |
| Max Drawdown | -23.19% | -62.93% |
| Current Drawdown | -19.75% | -57.16% |
Correlation
The correlation between IUSM.DE and ZROZ is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IUSM.DE vs. ZROZ - Performance Comparison
In the year-to-date period, IUSM.DE achieves a 0.54% return, which is significantly higher than ZROZ's -12.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUSM.DE vs. ZROZ - Expense Ratio Comparison
IUSM.DE has a 0.07% expense ratio, which is lower than ZROZ's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IUSM.DE vs. ZROZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IUSM.DE vs. ZROZ - Dividend Comparison
IUSM.DE has not paid dividends to shareholders, while ZROZ's dividend yield for the trailing twelve months is around 4.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 0.00% | 0.00% | 1.93% | 0.95% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.83% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.27% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% | 4.28% |
Drawdowns
IUSM.DE vs. ZROZ - Drawdown Comparison
The maximum IUSM.DE drawdown since its inception was -23.19%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for IUSM.DE and ZROZ. For additional features, visit the drawdowns tool.
Volatility
IUSM.DE vs. ZROZ - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) is 3.02%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 8.52%. This indicates that IUSM.DE experiences smaller price fluctuations and is considered to be less risky than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.