STPZ vs. FTXL
STPZ (PIMCO 1-5 Year US TIPS Index ETF) and FTXL (First Trust Nasdaq Semiconductor ETF) are both exchange-traded funds - STPZ is a Inflation-Protected Bonds fund tracking the ICE BofA US Inflation-Linked Treasury (1-5 Y), while FTXL is a Semiconductors fund tracking the Nasdaq U.S. Smart Semiconductor Index. Both are passively managed. Over the past 5 years, STPZ returned 2.90%/yr vs 34.63%/yr for FTXL. At a 0.03 correlation, their price movements are largely independent. STPZ charges 0.20%/yr vs 0.60%/yr for FTXL.
Performance
STPZ vs. FTXL - Performance Comparison
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Returns By Period
In the year-to-date period, STPZ achieves a 1.79% return, which is significantly lower than FTXL's 115.70% return.
STPZ
- 1D
- -0.00%
- 1M
- -0.09%
- YTD
- 1.79%
- 6M
- 1.77%
- 1Y
- 4.51%
- 3Y*
- 5.03%
- 5Y*
- 2.90%
- 10Y*
- 2.89%
FTXL
- 1D
- 2.21%
- 1M
- 30.59%
- YTD
- 115.70%
- 6M
- 113.17%
- 1Y
- 225.15%
- 3Y*
- 61.52%
- 5Y*
- 34.63%
- 10Y*
- —
STPZ vs. FTXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.79% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 4.83% | 0.04% | 0.51% |
FTXL First Trust Nasdaq Semiconductor ETF | 115.70% | 48.94% | 7.59% | 54.41% | -33.88% | 36.04% | 46.08% | 61.77% | -14.47% | 32.19% |
Correlation
The correlation between STPZ and FTXL is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2016 | 0.03 |
The correlation between STPZ and FTXL shifts across timeframes, from -0.08 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
STPZ vs. FTXL — Risk / Return Rank
STPZ
FTXL
STPZ vs. FTXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO 1-5 Year US TIPS Index ETF (STPZ) and First Trust Nasdaq Semiconductor ETF (FTXL). 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.
| STPZ | FTXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.78 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.87 | 15.62 | -10.75 |
| Martin ratioReturn relative to average drawdown | 16.28 | 58.28 | -42.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STPZ | FTXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 6.33 | -3.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.97 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.94 | -0.03 |
Drawdowns
STPZ vs. FTXL - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.77%, smaller than the maximum FTXL drawdown of -43.87%. Use the drawdown chart below to compare losses from any high point for STPZ and FTXL.
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Drawdown Indicators
| STPZ | FTXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.77% | -43.87% | +37.10% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -14.51% | +13.58% |
Max Drawdown (3Y)Largest decline over 3 years | -1.35% | -41.57% | +40.22% |
Max Drawdown (5Y)Largest decline over 5 years | -6.70% | -43.87% | +37.17% |
Max Drawdown (10Y)Largest decline over 10 years | -6.77% | — | — |
Current DrawdownCurrent decline from peak | -0.11% | 0.00% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -10.56% | +9.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 3.88% | -3.60% |
Volatility
STPZ vs. FTXL - Volatility Comparison
The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.46%, while First Trust Nasdaq Semiconductor ETF (FTXL) has a volatility of 14.28%. This indicates that STPZ experiences smaller price fluctuations and is considered to be less risky than FTXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STPZ | FTXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 14.28% | -13.82% |
Volatility (6M)Calculated over the trailing 6-month period | 1.20% | 28.98% | -27.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.83% | 35.94% | -34.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.29% | 36.02% | -32.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.98% | 34.25% | -31.27% |
STPZ vs. FTXL - Expense Ratio Comparison
STPZ has a 0.20% expense ratio, which is lower than FTXL's 0.60% expense ratio.
Dividends
STPZ vs. FTXL - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 4.10%, more than FTXL's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXL First Trust Nasdaq Semiconductor ETF | 0.12% | 0.28% | 0.54% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.71% | 0.47% | 0.12% | 0.00% |
STPZ PIMCO 1-5 Year US TIPS Index ETF | 4.10% | 3.65% | 1.97% | 1.63% | 5.88% | 3.65% | 1.86% | 1.76% | 2.23% | 1.51% | 0.65% | 0.49% |
Frequently Asked Questions
STPZ and FTXL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTXL has higher volatility (14.28%) compared to STPZ (0.46%). In terms of maximum drawdown, STPZ dropped -6.77% vs FTXL's -43.87%.
On 5-year performance, FTXL leads with 34.63% vs 2.90% for STPZ. On fees, STPZ is cheaper at 0.20% per year. On volatility, STPZ has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FTXL has performed better with a 34.63% return vs 2.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STPZ is cheaper with a 0.20% expense ratio, compared with 0.60% for FTXL.
STPZ has the higher dividend yield at 4.10%, compared with 0.12% for FTXL.
STPZ is categorized as Inflation-Protected Bonds, while FTXL is Semiconductors. STPZ tracks ICE BofA US Inflation-Linked Treasury (1-5 Y), while FTXL tracks Nasdaq U.S. Smart Semiconductor Index. They also come from different issuers: PIMCO and First Trust. Their fees differ too: 0.20% for STPZ and 0.60% for FTXL.
FTXL currently has the higher Sharpe Ratio (6.33 vs 2.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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