TIPZ vs. EMNT
Compare and contrast key facts about PIMCO Broad US TIPS Index ETF (TIPZ) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT).
TIPZ and EMNT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TIPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury. It was launched on Sep 3, 2009. EMNT is an actively managed fund by PIMCO. It was launched on Dec 10, 2019.
Performance
TIPZ vs. EMNT - Performance Comparison
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TIPZ vs. EMNT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TIPZ PIMCO Broad US TIPS Index ETF | 1.47% | 5.87% | 1.52% | 3.37% | -12.67% | 5.48% | 10.98% | 0.52% |
EMNT PIMCO Enhanced Short Maturity Active ESG ETF | 0.97% | 4.74% | 5.79% | 5.84% | -0.57% | 0.11% | 2.08% | 0.09% |
Returns By Period
In the year-to-date period, TIPZ achieves a 1.47% return, which is significantly higher than EMNT's 0.97% return.
TIPZ
- 1D
- 0.08%
- 1M
- -1.41%
- YTD
- 1.47%
- 6M
- 0.35%
- 1Y
- 2.98%
- 3Y*
- 2.97%
- 5Y*
- 1.07%
- 10Y*
- 2.40%
EMNT
- 1D
- 0.05%
- 1M
- 0.24%
- YTD
- 0.97%
- 6M
- 2.04%
- 1Y
- 4.51%
- 3Y*
- 5.31%
- 5Y*
- 3.34%
- 10Y*
- —
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TIPZ vs. EMNT - Expense Ratio Comparison
TIPZ has a 0.20% expense ratio, which is lower than EMNT's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
TIPZ vs. EMNT — Risk / Return Rank
TIPZ
EMNT
TIPZ vs. EMNT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Broad US TIPS Index ETF (TIPZ) and PIMCO Enhanced Short Maturity Active ESG ETF (EMNT). 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.
| TIPZ | EMNT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 11.02 | -10.37 |
Sortino ratioReturn per unit of downside risk | 0.90 | 23.01 | -22.11 |
Omega ratioGain probability vs. loss probability | 1.12 | 5.88 | -4.76 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 34.06 | -32.87 |
Martin ratioReturn relative to average drawdown | 3.44 | 226.92 | -223.48 |
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
| TIPZ | EMNT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 11.02 | -10.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 4.08 | -3.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 3.45 | -2.93 |
Correlation
The correlation between TIPZ and EMNT is 0.29, 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
TIPZ vs. EMNT - Dividend Comparison
TIPZ's dividend yield for the trailing twelve months is around 4.44%, more than EMNT's 4.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIPZ PIMCO Broad US TIPS Index ETF | 4.44% | 4.74% | 4.44% | 4.69% | 7.14% | 4.41% | 1.47% | 1.65% | 2.23% | 1.70% | 1.06% | 0.56% |
EMNT PIMCO Enhanced Short Maturity Active ESG ETF | 4.23% | 4.46% | 5.14% | 4.62% | 2.79% | 0.66% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TIPZ vs. EMNT - Drawdown Comparison
The maximum TIPZ drawdown since its inception was -15.77%, which is greater than EMNT's maximum drawdown of -2.28%. Use the drawdown chart below to compare losses from any high point for TIPZ and EMNT.
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Drawdown Indicators
| TIPZ | EMNT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.77% | -2.28% | -13.49% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -0.13% | -2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -15.77% | -1.70% | -14.07% |
Max Drawdown (10Y)Largest decline over 10 years | -15.77% | — | — |
Current DrawdownCurrent decline from peak | -2.51% | 0.00% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -0.24% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.02% | +0.97% |
Volatility
TIPZ vs. EMNT - Volatility Comparison
PIMCO Broad US TIPS Index ETF (TIPZ) has a higher volatility of 1.45% compared to PIMCO Enhanced Short Maturity Active ESG ETF (EMNT) at 0.24%. This indicates that TIPZ's price experiences larger fluctuations and is considered to be riskier than EMNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIPZ | EMNT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 0.24% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 0.29% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 0.41% | +4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 0.82% | +5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.86% | 0.87% | +4.99% |