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LTPZ vs. BIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LTPZ and BIL is -0.01. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

LTPZ vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 15+ Year US TIPS Index ETF (LTPZ) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
62.26%
18.56%
LTPZ
BIL

Key characteristics

Sharpe Ratio

LTPZ:

0.38

BIL:

20.60

Sortino Ratio

LTPZ:

0.59

BIL:

252.22

Omega Ratio

LTPZ:

1.07

BIL:

146.62

Calmar Ratio

LTPZ:

0.13

BIL:

446.69

Martin Ratio

LTPZ:

0.83

BIL:

4,100.33

Ulcer Index

LTPZ:

6.03%

BIL:

0.00%

Daily Std Dev

LTPZ:

13.10%

BIL:

0.23%

Max Drawdown

LTPZ:

-40.99%

BIL:

-0.77%

Current Drawdown

LTPZ:

-34.04%

BIL:

0.00%

Returns By Period

In the year-to-date period, LTPZ achieves a 2.39% return, which is significantly higher than BIL's 1.34% return. Over the past 10 years, LTPZ has underperformed BIL with an annualized return of 0.68%, while BIL has yielded a comparatively higher 1.76% annualized return.


LTPZ

YTD

2.39%

1M

-1.83%

6M

-2.06%

1Y

4.27%

5Y*

-5.45%

10Y*

0.68%

BIL

YTD

1.34%

1M

0.33%

6M

2.18%

1Y

4.83%

5Y*

2.54%

10Y*

1.76%

*Annualized

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LTPZ vs. BIL - Expense Ratio Comparison

LTPZ has a 0.20% expense ratio, which is higher than BIL's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for LTPZ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LTPZ: 0.20%
Expense ratio chart for BIL: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIL: 0.14%

Risk-Adjusted Performance

LTPZ vs. BIL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LTPZ
The Risk-Adjusted Performance Rank of LTPZ is 4343
Overall Rank
The Sharpe Ratio Rank of LTPZ is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of LTPZ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of LTPZ is 4444
Omega Ratio Rank
The Calmar Ratio Rank of LTPZ is 3434
Calmar Ratio Rank
The Martin Ratio Rank of LTPZ is 4040
Martin Ratio Rank

BIL
The Risk-Adjusted Performance Rank of BIL is 100100
Overall Rank
The Sharpe Ratio Rank of BIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BIL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of BIL is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LTPZ vs. BIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 15+ Year US TIPS Index ETF (LTPZ) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). 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.


The chart of Sharpe ratio for LTPZ, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
LTPZ: 0.38
BIL: 20.60
The chart of Sortino ratio for LTPZ, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
LTPZ: 0.59
BIL: 252.22
The chart of Omega ratio for LTPZ, currently valued at 1.07, compared to the broader market0.501.001.502.00
LTPZ: 1.07
BIL: 146.62
The chart of Calmar ratio for LTPZ, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.00
LTPZ: 0.13
BIL: 446.69
The chart of Martin ratio for LTPZ, currently valued at 0.83, compared to the broader market0.0020.0040.0060.00
LTPZ: 0.83
BIL: 4,100.33

The current LTPZ Sharpe Ratio is 0.38, which is lower than the BIL Sharpe Ratio of 20.60. The chart below compares the historical Sharpe Ratios of LTPZ and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00NovemberDecember2025FebruaryMarchApril
0.38
20.60
LTPZ
BIL

Dividends

LTPZ vs. BIL - Dividend Comparison

LTPZ's dividend yield for the trailing twelve months is around 4.03%, less than BIL's 4.76% yield.


TTM20242023202220212020201920182017201620152014
LTPZ
PIMCO 15+ Year US TIPS Index ETF
4.03%3.71%3.71%8.38%3.56%1.42%1.74%3.80%2.25%2.32%0.71%1.77%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.76%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%

Drawdowns

LTPZ vs. BIL - Drawdown Comparison

The maximum LTPZ drawdown since its inception was -40.99%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for LTPZ and BIL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.04%
0
LTPZ
BIL

Volatility

LTPZ vs. BIL - Volatility Comparison

PIMCO 15+ Year US TIPS Index ETF (LTPZ) has a higher volatility of 6.57% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that LTPZ's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.57%
0.07%
LTPZ
BIL