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LTPZ vs. MUNI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LTPZ vs. MUNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 15+ Year US TIPS Index ETF (LTPZ) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). The values are adjusted to include any dividend payments, if applicable.

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LTPZ vs. MUNI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LTPZ
PIMCO 15+ Year US TIPS Index ETF
-1.39%4.00%-4.80%0.96%-31.71%7.02%24.89%17.47%-7.22%9.07%
MUNI
PIMCO Intermediate Municipal Bond Active ETF
0.11%4.72%1.43%6.07%-6.62%0.67%4.83%7.09%0.84%4.86%

Returns By Period

In the year-to-date period, LTPZ achieves a -1.39% return, which is significantly lower than MUNI's 0.11% return. Over the past 10 years, LTPZ has underperformed MUNI with an annualized return of 0.59%, while MUNI has yielded a comparatively higher 2.17% annualized return.


LTPZ

1D
-0.10%
1M
-4.79%
YTD
-1.39%
6M
-2.84%
1Y
-2.68%
3Y*
-2.37%
5Y*
-4.68%
10Y*
0.59%

MUNI

1D
0.16%
1M
-1.90%
YTD
0.11%
6M
1.47%
1Y
4.63%
3Y*
3.33%
5Y*
1.30%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LTPZ vs. MUNI - Expense Ratio Comparison

LTPZ has a 0.20% expense ratio, which is lower than MUNI's 0.35% expense ratio.


Return for Risk

LTPZ vs. MUNI — Risk / Return Rank

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

LTPZ
LTPZ Risk / Return Rank: 88
Overall Rank
LTPZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
LTPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
LTPZ Omega Ratio Rank: 77
Omega Ratio Rank
LTPZ Calmar Ratio Rank: 99
Calmar Ratio Rank
LTPZ Martin Ratio Rank: 99
Martin Ratio Rank

MUNI
MUNI Risk / Return Rank: 6969
Overall Rank
MUNI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MUNI Sortino Ratio Rank: 6666
Sortino Ratio Rank
MUNI Omega Ratio Rank: 8282
Omega Ratio Rank
MUNI Calmar Ratio Rank: 6767
Calmar Ratio Rank
MUNI Martin Ratio Rank: 5959
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.

LTPZ vs. MUNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 15+ Year US TIPS Index ETF (LTPZ) and PIMCO Intermediate Municipal Bond Active ETF (MUNI). 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.


LTPZMUNIDifference

Sharpe ratio

Return per unit of total volatility

-0.24

1.21

-1.45

Sortino ratio

Return per unit of downside risk

-0.24

1.62

-1.86

Omega ratio

Gain probability vs. loss probability

0.97

1.31

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.21

1.65

-1.86

Martin ratio

Return relative to average drawdown

-0.43

5.54

-5.97

LTPZ vs. MUNI - Sharpe Ratio Comparison

The current LTPZ Sharpe Ratio is -0.24, which is lower than the MUNI Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of LTPZ and MUNI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LTPZMUNIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

1.21

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

0.40

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.56

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.77

-0.56

Correlation

The correlation between LTPZ and MUNI is 0.44, 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.


Dividends

LTPZ vs. MUNI - Dividend Comparison

LTPZ's dividend yield for the trailing twelve months is around 4.64%, more than MUNI's 3.28% yield.


TTM20252024202320222021202020192018201720162015
LTPZ
PIMCO 15+ Year US TIPS Index ETF
4.64%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
MUNI
PIMCO Intermediate Municipal Bond Active ETF
3.28%3.26%3.50%3.09%2.13%1.62%1.92%2.44%2.38%2.37%2.37%2.20%

Drawdowns

LTPZ vs. MUNI - Drawdown Comparison

The maximum LTPZ drawdown since its inception was -40.99%, which is greater than MUNI's maximum drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for LTPZ and MUNI.


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Drawdown Indicators


LTPZMUNIDifference

Max Drawdown

Largest peak-to-trough decline

-40.99%

-11.15%

-29.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-2.93%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-40.99%

-11.15%

-29.84%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

-11.15%

-29.84%

Current Drawdown

Current decline from peak

-33.95%

-1.90%

-32.05%

Average Drawdown

Average peak-to-trough decline

-12.19%

-1.74%

-10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

0.87%

+3.05%

Volatility

LTPZ vs. MUNI - Volatility Comparison

PIMCO 15+ Year US TIPS Index ETF (LTPZ) has a higher volatility of 3.99% compared to PIMCO Intermediate Municipal Bond Active ETF (MUNI) at 1.10%. This indicates that LTPZ's price experiences larger fluctuations and is considered to be riskier than MUNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LTPZMUNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

1.10%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

1.51%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

3.86%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

3.30%

+12.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

3.85%

+11.25%