STPZ vs. RAFE
Compare and contrast key facts about PIMCO 1-5 Year US TIPS Index ETF (STPZ) and PIMCO RAFI ESG U.S. ETF (RAFE).
STPZ and RAFE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (1-5 Y). It was launched on Aug 20, 2009. RAFE is a passively managed fund by PIMCO that tracks the performance of the RAFI ESG US Index. It was launched on Dec 18, 2019. Both STPZ and RAFE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
STPZ vs. RAFE - Performance Comparison
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STPZ vs. RAFE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 0.83% | 6.40% | 4.30% | 4.28% | -4.49% | 5.64% | 5.44% | 0.08% |
RAFE PIMCO RAFI ESG U.S. ETF | -0.90% | 17.60% | 13.81% | 18.80% | -13.76% | 30.16% | 5.29% | 0.55% |
Returns By Period
In the year-to-date period, STPZ achieves a 0.83% return, which is significantly higher than RAFE's -0.90% return.
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%
RAFE
- 1D
- 2.17%
- 1M
- -4.75%
- YTD
- -0.90%
- 6M
- 3.09%
- 1Y
- 16.61%
- 3Y*
- 15.03%
- 5Y*
- 9.22%
- 10Y*
- —
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STPZ vs. RAFE - Expense Ratio Comparison
STPZ has a 0.20% expense ratio, which is lower than RAFE's 0.30% expense ratio.
Return for Risk
STPZ vs. RAFE — Risk / Return Rank
STPZ
RAFE
STPZ vs. RAFE - 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 PIMCO RAFI ESG U.S. ETF (RAFE). 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 | RAFE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.03 | +0.59 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.51 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.22 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 1.52 | +1.40 |
Martin ratioReturn relative to average drawdown | 8.71 | 6.68 | +2.03 |
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 | RAFE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.03 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.61 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.54 | +0.35 |
Correlation
The correlation between STPZ and RAFE is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
STPZ vs. RAFE - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 3.59%, more than RAFE's 1.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RAFE PIMCO RAFI ESG U.S. ETF | 1.68% | 1.67% | 1.79% | 1.81% | 2.22% | 1.42% | 2.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
STPZ vs. RAFE - Drawdown Comparison
The maximum STPZ drawdown since its inception was -6.77%, smaller than the maximum RAFE drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for STPZ and RAFE.
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Drawdown Indicators
| STPZ | RAFE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.77% | -35.74% | +28.97% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -11.57% | +10.22% |
Max Drawdown (5Y)Largest decline over 5 years | -6.70% | -24.28% | +17.58% |
Max Drawdown (10Y)Largest decline over 10 years | -6.77% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -5.45% | +5.08% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -6.37% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 2.63% | -2.18% |
Volatility
STPZ vs. RAFE - Volatility Comparison
The current volatility for PIMCO 1-5 Year US TIPS Index ETF (STPZ) is 0.72%, while PIMCO RAFI ESG U.S. ETF (RAFE) has a volatility of 4.53%. This indicates that STPZ experiences smaller price fluctuations and is considered to be less risky than RAFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STPZ | RAFE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 4.53% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 1.21% | 8.69% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.38% | 16.25% | -13.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.30% | 15.09% | -11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.98% | 19.61% | -16.63% |