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ZROZ vs. SCHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZROZ vs. SCHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) and Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZROZ achieves a -1.07% return, which is significantly lower than SCHQ's -0.43% return.


ZROZ

1D
-0.48%
1M
1.55%
YTD
-1.07%
6M
-4.36%
1Y
3.89%
3Y*
-7.39%
5Y*
-11.62%
10Y*
-4.15%

SCHQ

1D
-0.45%
1M
0.65%
YTD
-0.43%
6M
-1.74%
1Y
5.22%
3Y*
-0.72%
5Y*
-5.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZROZ vs. SCHQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
-1.07%-1.84%-16.18%1.19%-41.28%-5.22%24.57%-5.89%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.43%5.50%-6.44%3.43%-29.44%-4.86%17.73%-4.02%

Correlation

The correlation between ZROZ and SCHQ is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.98

The correlation between ZROZ and SCHQ has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

ZROZ vs. SCHQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZROZ
ZROZ Risk / Return Rank: 1212
Overall Rank
ZROZ Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ZROZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
ZROZ Omega Ratio Rank: 1111
Omega Ratio Rank
ZROZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
ZROZ Martin Ratio Rank: 1212
Martin Ratio Rank

SCHQ
SCHQ Risk / Return Rank: 1717
Overall Rank
SCHQ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1717
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1616
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1818
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1818
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.

ZROZ vs. SCHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.


ZROZSCHQDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.05

1.10

-0.05

Calmar ratioReturn relative to maximum drawdown

0.28

0.75

-0.47

Martin ratioReturn relative to average drawdown

0.64

1.94

-1.30

ZROZ vs. SCHQ - Sharpe Ratio Comparison

The current ZROZ Sharpe Ratio is 0.24, which is lower than the SCHQ Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of ZROZ and SCHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZROZSCHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.59

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

-0.37

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.25

+0.34

Drawdowns

ZROZ vs. SCHQ - Drawdown Comparison

The maximum ZROZ drawdown since its inception was -62.93%, which is greater than SCHQ's maximum drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for ZROZ and SCHQ.


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Drawdown Indicators


ZROZSCHQDifference

Max Drawdown

Largest peak-to-trough decline

-62.93%

-46.13%

-16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.02%

-7.01%

-7.01%

Max Drawdown (3Y)

Largest decline over 3 years

-28.62%

-17.65%

-10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-57.98%

-40.93%

-17.05%

Max Drawdown (10Y)

Largest decline over 10 years

-62.93%

Current Drawdown

Current decline from peak

-59.93%

-36.82%

-23.11%

Average Drawdown

Average peak-to-trough decline

-24.04%

-26.36%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.12%

2.70%

+3.42%

Volatility

ZROZ vs. SCHQ - Volatility Comparison

PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a higher volatility of 4.46% compared to Schwab Long-Term U.S. Treasury ETF (SCHQ) at 2.57%. This indicates that ZROZ's price experiences larger fluctuations and is considered to be riskier than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZROZSCHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.46%

2.57%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

5.94%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

8.93%

+7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.90%

14.54%

+9.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

15.33%

+6.73%

ZROZ vs. SCHQ - Expense Ratio Comparison

ZROZ has a 0.15% expense ratio, which is higher than SCHQ's 0.03% 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

ZROZ vs. SCHQ - Dividend Comparison

ZROZ's dividend yield for the trailing twelve months is around 5.15%, more than SCHQ's 4.79% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.79%4.54%4.58%3.79%2.88%1.69%1.51%0.44%0.00%0.00%0.00%0.00%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
5.15%4.96%4.58%3.52%2.76%1.60%1.68%2.22%2.06%2.53%3.00%2.98%

Frequently Asked Questions


With a correlation of 0.97, ZROZ and SCHQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ZROZ has higher volatility (4.46%) compared to SCHQ (2.57%). In terms of maximum drawdown, ZROZ dropped -62.93% vs SCHQ's -46.13%.

On 5-year performance, SCHQ leads with -5.29% vs -11.62% for ZROZ. On fees, SCHQ is cheaper at 0.03% per year. On volatility, SCHQ has been the lower-risk option at 2.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHQ has performed better with a -5.29% return vs -11.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHQ is cheaper with a 0.03% expense ratio, compared with 0.15% for ZROZ.

ZROZ has the higher dividend yield at 5.15%, compared with 4.79% for SCHQ.

ZROZ tracks ICE BofA Long U.S. Treasury Principal STRIPS Index, while SCHQ tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: PIMCO and Charles Schwab. Their fees differ too: 0.15% for ZROZ and 0.03% for SCHQ.

SCHQ currently has the higher Sharpe Ratio (0.59 vs 0.24), 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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