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STPZ vs. TDTT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

STPZ vs. TDTT

Last updated Apr 1, 2026

Compare and contrast key facts about PIMCO 1-5 Year US TIPS Index ETF (STPZ) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT).

STPZ and TDTT 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. TDTT is a passively managed fund by Northern Trust that tracks the performance of the iBoxx 3-Year Target Duration TIPS. It was launched on Sep 19, 2011. Both STPZ and TDTT 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. TDTT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 1-5 Year US TIPS Index ETF (STPZ) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). The values are adjusted to include any dividend payments, if applicable.

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STPZ vs. TDTT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
STPZ
PIMCO 1-5 Year US TIPS Index ETF		0.83%6.40%4.30%4.28%-4.49%5.64%5.44%4.83%0.04%0.51%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund		0.75%6.67%3.96%4.40%-4.58%5.49%6.84%5.74%0.25%0.43%

Returns By Period

In the year-to-date period, STPZ achieves a 0.83% return, which is significantly higher than TDTT's 0.75% return. Over the past 10 years, STPZ has underperformed TDTT with an annualized return of 2.82%, while TDTT has yielded a comparatively higher 3.04% annualized 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%

TDTT

1D
0.00%
1M
-0.12%
YTD
0.75%
6M
1.02%
1Y
3.75%
3Y*
4.31%
5Y*
3.01%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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PIMCO 1-5 Year US TIPS Index ETF

FlexShares iBoxx 3-Year Target Duration TIPS Index Fund

Often compared with STPZ:
STPZ vs. STIPSTPZ vs. SPIRSTPZ vs. JPSTSTPZ vs. VTIPSTPZ vs. TIPSTPZ vs. FXAIXSTPZ vs. GTIP
Often compared with TDTT:
TDTT vs. STIPTDTT vs. TLTETDTT vs. SPIPTDTT vs. FLTRTDTT vs. BKLNTDTT vs. IQDFTDTT vs. VTIP

STPZ vs. TDTT - Expense Ratio Comparison

STPZ has a 0.20% expense ratio, which is higher than TDTT's 0.18% 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%.

STPZ
PIMCO 1-5 Year US TIPS Index ETF
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund

Return for Risk

STPZ vs. TDTT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
TDTT
TDTT Risk / Return Rank: 8585
Overall Rank
TDTT Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TDTT Sortino Ratio Rank: 8787
Sortino Ratio Rank
TDTT Omega Ratio Rank: 8585
Omega Ratio Rank
TDTT Calmar Ratio Rank: 8888
Calmar Ratio Rank
TDTT Martin Ratio Rank: 8383
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.

STPZ vs. TDTT - 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 FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT). 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.

STPZTDTTDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.60

+0.01

Sortino ratio

Return per unit of downside risk

2.30

2.37

-0.07

Omega ratio

Gain probability vs. loss probability

1.33

1.33

0.00

Calmar ratio

Return relative to maximum drawdown

2.92

2.81

+0.11

Martin ratio

Return relative to average drawdown

8.71

9.14

-0.43

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

STPZ vs. TDTT - Sharpe Ratio Comparison

The current STPZ Sharpe Ratio is 1.61, which is comparable to the TDTT Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of STPZ and TDTT, 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

STPZTDTTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.60

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.82

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

0.90

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.68

+0.21

Correlation

The correlation between STPZ and TDTT is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

STPZ vs. TDTT - Dividend Comparison

STPZ's dividend yield for the trailing twelve months is around 3.59%, less than TDTT's 4.26% yield.

TTM20252024202320222021202020192018201720162015
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%
TDTT
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund		4.26%4.52%4.01%3.88%6.97%4.53%1.15%1.91%2.48%1.88%1.01%0.00%

Drawdowns

STPZ vs. TDTT - Drawdown Comparison

The maximum STPZ drawdown since its inception was -6.77%, roughly equal to the maximum TDTT drawdown of -6.97%. Use the drawdown chart below to compare losses from any high point for STPZ and TDTT.

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Drawdown Indicators

STPZTDTTDifference

Max Drawdown

Largest peak-to-trough decline

-6.77%

-6.97%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-1.40%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-6.70%

-6.97%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-6.77%

-6.97%

+0.20%

Current Drawdown

Current decline from peak

-0.37%

-0.45%

+0.08%

Average Drawdown

Average peak-to-trough decline

-1.32%

-1.62%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.43%

+0.02%

Volatility

STPZ vs. TDTT - Volatility Comparison

PIMCO 1-5 Year US TIPS Index ETF (STPZ) has a higher volatility of 0.72% compared to FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) at 0.65%. This indicates that STPZ's price experiences larger fluctuations and is considered to be riskier than TDTT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STPZTDTTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.65%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.21%

1.19%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

2.35%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

3.68%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.98%

3.38%

-0.40%