PortfoliosLab logoPortfoliosLab logo
PYLD vs. STPZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PYLD vs. STPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PYLD vs. STPZ - Yearly Performance Comparison


2026 (YTD)202520242023
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
-0.92%9.57%7.69%5.60%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
0.83%6.40%4.30%2.80%

Returns By Period

In the year-to-date period, PYLD achieves a -0.92% return, which is significantly lower than STPZ's 0.83% return.


PYLD

1D
0.50%
1M
-2.28%
YTD
-0.92%
6M
0.90%
1Y
5.87%
3Y*
5Y*
10Y*

STPZ

1D
0.07%
1M
-0.12%
YTD
0.83%
6M
1.08%
1Y
3.83%
3Y*
4.47%
5Y*
3.05%
10Y*
2.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PYLD vs. STPZ - Expense Ratio Comparison

PYLD has a 0.55% expense ratio, which is higher than STPZ's 0.20% expense ratio.


Return for Risk

PYLD vs. STPZ — Risk / Return Rank

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

PYLD
PYLD Risk / Return Rank: 8383
Overall Rank
PYLD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PYLD Sortino Ratio Rank: 8989
Sortino Ratio Rank
PYLD Omega Ratio Rank: 8787
Omega Ratio Rank
PYLD Calmar Ratio Rank: 7575
Calmar Ratio Rank
PYLD Martin Ratio Rank: 7676
Martin Ratio Rank

STPZ
STPZ Risk / Return Rank: 8585
Overall Rank
STPZ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
STPZ Sortino Ratio Rank: 8686
Sortino Ratio Rank
STPZ Omega Ratio Rank: 8484
Omega Ratio Rank
STPZ Calmar Ratio Rank: 8989
Calmar Ratio Rank
STPZ Martin Ratio Rank: 8181
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.

PYLD vs. STPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) and PIMCO 1-5 Year US TIPS Index ETF (STPZ). 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.


PYLDSTPZDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.61

+0.11

Sortino ratio

Return per unit of downside risk

2.39

2.30

+0.09

Omega ratio

Gain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratio

Return relative to maximum drawdown

1.84

2.92

-1.07

Martin ratio

Return relative to average drawdown

7.60

8.71

-1.11

PYLD vs. STPZ - Sharpe Ratio Comparison

The current PYLD Sharpe Ratio is 1.72, which is comparable to the STPZ Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of PYLD and STPZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PYLDSTPZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.61

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

1.99

0.89

+1.10

Correlation

The correlation between PYLD and STPZ is 0.64, 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

PYLD vs. STPZ - Dividend Comparison

PYLD's dividend yield for the trailing twelve months is around 6.36%, more than STPZ's 3.59% yield.


TTM20252024202320222021202020192018201720162015
PYLD
PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund
6.36%6.21%6.40%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STPZ
PIMCO 1-5 Year US TIPS Index ETF
3.59%3.65%1.97%1.63%5.88%3.65%1.86%1.76%2.23%1.51%0.65%0.49%

Drawdowns

PYLD vs. STPZ - Drawdown Comparison

The maximum PYLD drawdown since its inception was -4.52%, smaller than the maximum STPZ drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for PYLD and STPZ.


Loading graphics...

Drawdown Indicators


PYLDSTPZDifference

Max Drawdown

Largest peak-to-trough decline

-4.52%

-6.77%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-1.35%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-6.77%

Current Drawdown

Current decline from peak

-2.28%

-0.37%

-1.91%

Average Drawdown

Average peak-to-trough decline

-0.64%

-1.32%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.45%

+0.34%

Volatility

PYLD vs. STPZ - Volatility Comparison

PIMCO ETF Trust - PIMCO Multisector Bond Active Exchange-Traded Fund (PYLD) has a higher volatility of 1.61% compared to PIMCO 1-5 Year US TIPS Index ETF (STPZ) at 0.72%. This indicates that PYLD's price experiences larger fluctuations and is considered to be riskier than STPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PYLDSTPZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.72%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.12%

1.21%

+0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

2.38%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.00%

3.30%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.00%

2.98%

+1.02%