PIMCO 15+ Year US TIPS Index ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund is an exchanged-traded fund incorporated in the USA. The Fund's objective is provide total return that closely corresponds to the total return of its index. |
Category | Inflation Protected |
Fund Sponsor | Pacific Investment Management |
Website | www.pimcoetfs.com |
Inception date | Sep 03, 2009 |
Assets (mns) | $701 |
Currency | USD |
Expense ratio | 20 bp |
Distributions | Monthly |
Regulation | Open-End Investment Company |
Custodian | State Street Bank & Trust Co |
Weighting | Market Cap |
Index replication | Full |
No. of constituents | 8 |
No of distinct issuers | 1 |
Inflation protected | 99% |
Variable/Fixed coupon | 1% /99% |
Non-standard maturity (callable, etc.) | 33% |
0.0% // | 10.7 % |
0.0% // | 9.6 % |
0.0% // | 9.3 % |
0.0% // | 9.1 % |
0.0% // | 8.9 % |
0.0% // | 8.7 % |
0.0% // | 7.4 % |
0.0% // | 6.9 % |
0.0% // | 6.3 % |
0.0% // | 6.0 % |
TOTAL | 82.8 % |
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U.S. TREASURY | 99.3% |
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UNITED STATES | 99.3 % |
HISTORICAL RETURNS 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
-0.3% | -7.4% | -6.7% | 1.0% | 2.9% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.88 | 77% |
S&P500 | 0.76 | 58% |
MSCI EAFE | 0.77 | 70% |
MSCI Emg. Mkts. | 0.64 | 51% |
Recent close | $53.84 |
30d moving avg. | $52.02 |
Annualized volatility | 15.0% |
Short interest (ETF) | 0.3% |
Relative strength (RSI) | 61 |
Avg. volume (thou.) | 70 |
Avg. daily value traded (mns) | $4 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.08 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
LTPZ | 22.3 yrs | Category Avg.* |
7.8 yrs |
LTPZ | 22.2% | Category Avg.* |
7.8% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 4.67% | -57.7% | $22.79 |
+200 bp | 3.67% | -40.5% | $32.06 |
+150 bp | 3.17% | -31.1% | $37.10 |
+100 bp | 2.67% | -21.2% | $42.41 |
+75 bp | 2.42% | -16.1% | $45.17 |
+50 bp | 2.17% | -10.9% | $47.99 |
+25 bp | 1.92% | -5.5% | $50.88 |
0 bp | 1.67% | 0% | $53.84 |
-25 bp | 1.42% | 5.6% | $56.87 |
-50 bp | 1.17% | 11.4% | $59.96 |
-75 bp | 0.92% | 17.2% | $63.12 |
-100 bp | 0.67% | 23.2% | $66.34 |
-150 bp | 0.17% | 35.6% | $73.00 |
-200 bp | -0.33% | 48.5% | $79.93 |
-300 bp | -1.33% | 75.7% | $94.58 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
383 | bp |
Less: Annual "default factor" ![]() |
3 | bp |
Less: Expense ratio | 20 | bp |
Equals: ALTAR Score | 3.60 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 2.8% |
Corporate | 3.7% |
Emerging Market | 5.3% |
Government | 6.9% |
Inflation Protected | 1.9% |
Mortgage | 4.6% |
Municipals | 3.1% |
*Note: The PIMCO 15+ Year US TIPS Index ETF is classified as a Inflation Protected fund. |