STPZ vs. TDTT
STPZ (PIMCO 1-5 Year US TIPS Index ETF) and TDTT (FlexShares iBoxx 3-Year Target Duration TIPS Index Fund) are both Inflation-Protected Bonds funds - STPZ tracks the ICE BofA US Inflation-Linked Treasury (1-5 Y) while TDTT tracks the iBoxx 3-Year Target Duration TIPS. Both are passively managed. Over the past 10 years, STPZ returned 2.78%/yr vs 2.98%/yr for TDTT. Their correlation of 0.81 suggests significant overlap in exposure. STPZ charges 0.20%/yr vs 0.18%/yr for TDTT.
Performance
STPZ vs. TDTT - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with STPZ having a 1.01% return and TDTT slightly lower at 1.00%. Over the past 10 years, STPZ has underperformed TDTT with an annualized return of 2.78%, while TDTT has yielded a comparatively higher 2.98% annualized return.
STPZ
- 1D
- 0.06%
- 1M
- -0.36%
- YTD
- 1.01%
- 6M
- 1.22%
- 1Y
- 3.26%
- 3Y*
- 4.81%
- 5Y*
- 2.83%
- 10Y*
- 2.78%
TDTT
- 1D
- 0.04%
- 1M
- -0.48%
- YTD
- 1.00%
- 6M
- 1.25%
- 1Y
- 3.31%
- 3Y*
- 4.77%
- 5Y*
- 2.79%
- 10Y*
- 2.98%
STPZ vs. TDTT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 1.01% | 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 | 1.00% | 6.67% | 3.96% | 4.40% | -4.58% | 5.49% | 6.84% | 5.74% | 0.25% | 0.43% |
Correlation
The correlation between STPZ and TDTT is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2011 | 0.81 |
The correlation between STPZ and TDTT shifts across timeframes, from 0.81 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
STPZ vs. TDTT — Risk / Return Rank
STPZ
TDTT
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| STPZ | TDTT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.43 | +0.08 |
| Martin ratioReturn relative to average drawdown | 10.76 | 10.76 | 0.00 |
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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
| STPZ | TDTT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.77% | -6.97% | +0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -0.97% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -1.35% | -1.53% | +0.18% |
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 DrawdownCurrent decline from peak | -0.87% | -0.93% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -1.30% | -1.59% | +0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 0.31% | -0.01% |
Volatility
STPZ vs. TDTT - Volatility Comparison
PIMCO 1-5 Year US TIPS Index ETF (STPZ) and FlexShares iBoxx 3-Year Target Duration TIPS Index Fund (TDTT) have volatilities of 0.82% and 0.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STPZ | TDTT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.82% | 0.79% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.39% | 1.40% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.95% | 1.94% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.29% | 3.66% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.99% | 3.38% | -0.39% |
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%.
Dividends
STPZ vs. TDTT - Dividend Comparison
STPZ's dividend yield for the trailing twelve months is around 4.14%, less than TDTT's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STPZ PIMCO 1-5 Year US TIPS Index ETF | 4.14% | 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 | 4.58% | 4.52% | 4.01% | 3.88% | 6.97% | 4.53% | 1.15% | 1.91% | 2.48% | 1.88% | 1.01% | 0.00% |
Frequently Asked Questions
STPZ and TDTT have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STPZ has higher volatility (0.82%) compared to TDTT (0.79%). In terms of maximum drawdown, STPZ dropped -6.77% vs TDTT's -6.97%.
On 10-year performance, TDTT leads with 2.98% vs 2.78% for STPZ. On fees, TDTT is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, TDTT has performed better with a 2.98% return vs 2.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TDTT is cheaper with a 0.18% expense ratio, compared with 0.20% for STPZ.
TDTT has the higher dividend yield at 4.58%, compared with 4.14% for STPZ.
STPZ tracks ICE BofA US Inflation-Linked Treasury (1-5 Y), while TDTT tracks iBoxx 3-Year Target Duration TIPS. They also come from different issuers: PIMCO and Northern Trust. Their fees differ too: 0.20% for STPZ and 0.18% for TDTT.
TDTT currently has the higher Sharpe Ratio (1.72 vs 1.68), 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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