PIMCO Broad U.S. TIPS Index Exchange-Traded Fund (TIPZ)

Description

The investment seeks to track the performance of the ICE BofAML US Inflation-Linked Treasury Index. The TIPZ ETF contains 36 constituents. It is focused on holdings in the region.

Price $53.37 as of 2022-10-20

Cost/Risk/Yield

Dividend yield8.18%
Expense ratio0.2%
Average spread0.075%
1Y roundtrip cost0.275%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-2.4%0.9%-2.2%-2.3%-1.0%-3.6%5.0%-2.7%-7.2%0.3%-15.2%
20210.3%-2.0%-0.2%1.5%1.2%0.8%2.7%-0.2%-0.8%1.1%0.9%0.5%5.9%
20202.2%1.1%-1.6%2.9%0.5%1.0%2.5%0.8%-0.4%-0.5%1.1%1.1%10.6%
20191.4%-0.2%2.0%0.2%1.8%0.7%0.4%2.6%-1.2%-0.1%0.2%0.6%8.4%
2018-0.8%-1.1%1.0%-0.1%0.4%0.6%-0.7%0.8%-1.2%-1.5%0.4%0.6%-1.4%
20170.9%0.4%-0.1%0.6%-0.1%-0.7%0.3%1.1%-0.6%0.2%0.2%0.9%3.1%
20161.2%1.8%1.9%0.3%-0.7%2.3%0.8%-0.3%0.7%-0.6%-2.1%-0.3%5.0%
20153.3%-1.4%-0.6%0.7%-1.1%-1.0%0.2%-0.7%-1.0%0.5%-0.1%-1.3%-2.4%
20142.3%0.2%-0.4%1.4%2.3%0.2%0.1%0.6%-2.8%1.2%-0.0%-0.7%4.5%
2013-0.7%0.1%0.1%1.0%-4.6%-4.0%1.0%-1.8%1.7%0.4%-1.1%-1.6%-9.5%
20122.2%-0.5%-1.1%2.1%1.9%-0.7%1.9%-0.1%0.4%0.7%0.6%-0.8%6.6%
20110.0%1.0%0.9%2.5%0.4%0.6%3.9%1.1%-0.1%1.7%1.0%-0.0%13.2%
9.8%0.3%-0.3%10.8%1.0%-3.6%18.2%1.1%-12.3%3.4%1.1%-1.0%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.190.120.410.490.670.270.500.703.35
20210.160.240.340.400.400.430.200.040.082.29
20200.160.150.210.240.150.050.96
20190.250.130.030.180.070.120.78
20180.200.220.130.200.180.090.070.161.25
20170.170.150.040.170.040.040.110.270.99
20160.210.210.120.54
20150.130.180.31
20140.200.180.160.080.62
20130.050.190.050.070.040.40
20120.150.350.210.150.130.99
20110.010.110.260.260.510.350.240.010.060.160.102.07
0.010.300.381.512.301.931.871.921.820.850.730.93

Sectors and Top Holdings

Security % Assets
Top 0 Weights0.00%

Compare with similar ETFs

TIPZ GTIP LTPZ SWAN TDTF TIP
Product namePIMCO Broad U.S. TIPS Index Exchange-Traded FundiShares Global Inflation-Linked Bond ETFPIMCO 15+ Year U.S. TIPS Index Exchange-Traded FundAmplify BlackSwan Growth & Treasury Core ETFFlexShares iBoxx 5-Year Target Duration TIPS Index FundiShares TIPS Bond ETF
IssuerPIMCOGoldman SachsPIMCOAmplifyFlexSharesiShares
Price$53.37$47.635$55.83$24.07$23.4$105.06
Expense Ratio0.2%better0.12%0.2%worse0.49%better0.18%better0.19%
Average Spread0.075%0.021%0.072%0.125%0.043%0.010%
AUM$170,444,000$131,520,000$565,876,000$613,597,000$598,661,000$29,408,600,000
Shares3,193,6222,761,00110,135,69025,492,17025,583,811279,921,899
Average Daily Volume84,42741,261127,283114,810230,7234,031,217
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2009-09-032018-10-022009-09-032018-11-062011-09-192003-12-04
Index TrackedICE BofAML US Inflation-Linked Treasury IndexFTSE Goldman Sachs Treasury Inflation Protected USD Bond IndexICE BofAML 15+ Year US Inflation-Linked Treasury IndexS-Network BlackSwan Core IndexiBoxx 5-Year Target Duration TIPSBloomberg US Treasury Inflation Protected Notes (TIPS)
CategoryInflation-Protected BondsInflation-Protected BondsInflation-Protected BondsDiversified PortfolioInflation-Protected BondsInflation-Protected Bonds
Asset ClassBondBondBondMulti-AssetBondBond
Asset Class Size
Value or Growth
Region
CountriesU.S.U.S.U.S.U.S.U.S.U.S.
Annual Dividend Rate$4.368$3.491$5.04$2.008$1.725$8.022
Annual Dividend Yield0.082%0.073%0.090%0.083%0.074%0.076%
Number of Holdings3625122550
YTD Return-14.57%-13.73%-35.01%-29.43%-11.14%-13.78%
Beta0.240.210.610.440.150.24
Upside Beta0.070.060.110.120.080.16
Downside Beta-0.030.10-0.110.13-0.010.10
Volatility 1Y9.18%8.63%21.70%12.99%7.84%8.78%
Sharpe Ratio 3Y-0.22-0.18-0.49-0.40-0.07-0.19
Treynor Ratio 3Y0.000.00-0.01-0.010.000.00

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew