PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund
Ticker
STPZ
ISIN
-
Price
USD 52.42
Change Today
-0.01 / -0.019 %
Price 1 year ago
49.55 / 5.797 %
Morningstar
4
52 Week Low
49.46
52 Week High
52.87
200 Day Moving Average 51.47
51.47
50-day Moving Average
52.54
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.22 |
| Sortino Ratio | -1.62 |
| Maximum Drawdown | -0.3% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -45.48 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.47 |
| Volatility | 1.194% |
| Alpha | -0.92 |
| Beta | None |
| R Squared | +44.38 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 2.189% |
| Average Annual Volatility | 2.771% |
| Sharpe Ratio | 0.79 |
| Sortino Ratio | -0.15 |
| Maximum Drawdown | -7.000000000000001% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.32 |
Company information
Summary
The investment seeks to provide total return that closely corresponds, before fees and expenses, to the total return of the ICE BofA 1-5 Year US Inflation-Linked Treasury Index. The fund invests at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the ICE BofA 1-5 Year US Inflation-Linked Treasury Index (the "underlying index"). The underlying index is an unmanaged index comprised of Treasury Inflation-Protected Securities ("TIPS") with a maturity of at least 1 year and less than 5 years.
Market
US
Category
Inflation-Protected Bond
Expense Ratio
0.20%
Fund family
PIMCO
Morningstar
4
Yield
0.0714
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| United States Treasury Notes 0.62% | 8.38% | |
| United States Treasury Notes 0.38% | 6.98% | |
| United States Treasury Notes 0.5% | 6.75% | |
| United States Treasury Notes 0.12% | 6.73% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EBBB.PA | Amundi Index Solutions - Amundi Index Euro Corp BBB 1-5 | LU1525418643 | PAR | 0.10% | 4 | -0.20 | |
| F1ESG.SW | UBSETF SBI AAA-BBB 1-5 CHF DIS | LU0879397742 | EBS | 0.20% | 4 | ||
| GLT5.L | Invesco UK Gilt 1-5 Year UCITS ETF | IE00BG0TQ44 | LSE | 0.06% | 4 | +3.94 | -- |
| GLTS.L | SPDR Bloomberg 1-5 Year Gilt UCITS ETF | IE00B6YX5K1 | LSE | 0.15% | 4 | ||
| IE00B6YX5K17.IR | SPDR® Barclays 1-5 Year Gilt ETF | IE00B6YX5K17 | ISE | 4 | -1.28 | +0.33 | |
| IGSB | iShares 1-5 Year Investment Grade Corporate Bond ETF | DE000A0YEEZ | NGM | 0.06% | 4 | +0.07 | |
| JG15.L | JPMorgan ETFs (Ireland) ICAV - BetaBuilders UK Gilt 1-5 yr UCITS ETF | IE00BD9MMC3 | LSE | 0.10% | 4 | +4.02 | -- |
| SEMC.L | UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF | LU164538583 | LSE | 0.42% | 4 | -1.79 | |
| SHEMB.SW | UBSETF JPM USD EM 1-5 USD DIS | LU1645385839 | EBS | 0.47% | 4 | ||
| SHEMD.SW | UBSETF JPM USD EM DIV 1-5 DIS | LU1645386308 | EBS | 0.47% | 4 | -- | -- |
| SHEME.SW | UBSETF JPM USD EM 1-5 hEUR AC | LU1645386480 | EBS | 0.47% | 4 | -- | -- |
| STPZ | PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund | PCX | 0.20% | 4 | -0.92 | ||
| SUSB | iShares ESG 1-5 Year USD Corporate Bond ETF | IE00BKKKWJ26 | NGM | 0.12% | 4 | -0.01 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.