THTA vs. ZROZ
Compare and contrast key facts about SoFi Enhanced Yield ETF (THTA) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ).
THTA and ZROZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THTA is an actively managed fund by SoFi. It was launched on Nov 14, 2023. ZROZ is a passively managed fund by PIMCO that tracks the performance of the BofA Merrill Lynch Long Treasury Principal STRIPS Index. It was launched on Oct 30, 2009.
Performance
THTA vs. ZROZ - Performance Comparison
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THTA vs. ZROZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
THTA SoFi Enhanced Yield ETF | 4.09% | -10.24% | 7.31% | 1.04% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -0.37% | -1.84% | -16.18% | 19.56% |
Returns By Period
In the year-to-date period, THTA achieves a 4.09% return, which is significantly higher than ZROZ's -0.37% return.
THTA
- 1D
- 0.46%
- 1M
- 1.30%
- YTD
- 4.09%
- 6M
- 7.88%
- 1Y
- -7.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZROZ
- 1D
- -0.61%
- 1M
- -6.35%
- YTD
- -0.37%
- 6M
- -3.49%
- 1Y
- -6.32%
- 3Y*
- -8.90%
- 5Y*
- -11.00%
- 10Y*
- -3.82%
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THTA vs. ZROZ - Expense Ratio Comparison
THTA has a 0.49% expense ratio, which is higher than ZROZ's 0.15% expense ratio.
Return for Risk
THTA vs. ZROZ — Risk / Return Rank
THTA
ZROZ
THTA vs. ZROZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SoFi Enhanced Yield ETF (THTA) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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.
| THTA | ZROZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.26 | -0.33 | +0.07 |
Sortino ratioReturn per unit of downside risk | -0.11 | -0.34 | +0.22 |
Omega ratioGain probability vs. loss probability | 0.95 | 0.96 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.23 | -0.30 | +0.07 |
Martin ratioReturn relative to average drawdown | -0.45 | -0.53 | +0.08 |
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
| THTA | ZROZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.26 | -0.33 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.46 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.17 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.09 | -0.07 |
Correlation
The correlation between THTA and ZROZ is 0.07, 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
THTA vs. ZROZ - Dividend Comparison
THTA's dividend yield for the trailing twelve months is around 11.63%, more than ZROZ's 4.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THTA SoFi Enhanced Yield ETF | 11.63% | 12.66% | 12.44% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.98% | 4.96% | 4.58% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.06% | 2.53% | 3.00% | 2.98% |
Drawdowns
THTA vs. ZROZ - Drawdown Comparison
The maximum THTA drawdown since its inception was -31.41%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for THTA and ZROZ.
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Drawdown Indicators
| THTA | ZROZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.41% | -62.93% | +31.52% |
Max Drawdown (1Y)Largest decline over 1 year | -30.83% | -15.63% | -15.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -57.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.93% | — |
Current DrawdownCurrent decline from peak | -9.20% | -59.65% | +50.45% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -23.66% | +16.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.67% | 8.99% | +6.68% |
Volatility
THTA vs. ZROZ - Volatility Comparison
The current volatility for SoFi Enhanced Yield ETF (THTA) is 1.69%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 5.79%. This indicates that THTA experiences smaller price fluctuations and is considered to be less risky than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THTA | ZROZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 5.79% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 5.39% | 10.85% | -5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.10% | 19.16% | +9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 23.93% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 22.09% | -1.12% |