Correlation
The correlation between IUSM.DE and ZROZ is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
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.
Performance
IUSM.DE vs. ZROZ - Performance Comparison
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Key characteristics
IUSM.DE:
0.09
ZROZ:
-0.43
IUSM.DE:
0.24
ZROZ:
-0.48
IUSM.DE:
1.03
ZROZ:
0.95
IUSM.DE:
0.07
ZROZ:
-0.17
IUSM.DE:
0.37
ZROZ:
-0.76
IUSM.DE:
3.30%
ZROZ:
13.80%
IUSM.DE:
9.25%
ZROZ:
23.58%
IUSM.DE:
-21.16%
ZROZ:
-62.93%
IUSM.DE:
-17.57%
ZROZ:
-60.93%
Returns By Period
In the year-to-date period, IUSM.DE achieves a -4.92% return, which is significantly higher than ZROZ's -5.37% return. Over the past 10 years, IUSM.DE has outperformed ZROZ with an annualized return of 0.53%, while ZROZ has yielded a comparatively lower -2.94% annualized return.
IUSM.DE
-4.92%
-0.40%
-5.94%
0.82%
-2.15%
-3.26%
0.53%
ZROZ
-5.37%
-5.72%
-12.95%
-10.06%
-14.18%
-15.39%
-2.94%
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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 Rank
IUSM.DE
ZROZ
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.
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Dividends
IUSM.DE vs. ZROZ - Dividend Comparison
IUSM.DE's dividend yield for the trailing twelve months is around 3.99%, less than ZROZ's 4.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 3.99% | 3.65% | 2.91% | 1.93% | 0.96% | 1.53% | 2.24% | 2.07% | 1.83% | 1.66% | 1.84% | 1.56% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.90% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% |
Drawdowns
IUSM.DE vs. ZROZ - Drawdown Comparison
The maximum IUSM.DE drawdown since its inception was -21.16%, 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.
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Volatility
IUSM.DE vs. ZROZ - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IUSM.DE) is 2.92%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 5.91%. 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.
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