PIMCO 15+ Year US TIPS Index ETF
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- 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) | $654 |
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. |
0.8% | -1.9% | -5.4% | 1.1% | 3.0% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 2.04 | 84% |
S&P500 | 0.80 | 62% |
MSCI EAFE | 0.85 | 73% |
MSCI Emg. Mkts. | 0.64 | 45% |
Recent close | $51.34 |
30d moving avg. | $51.42 |
Annualized volatility | 16.3% |
Short interest (ETF) | 0.9% |
Relative strength (RSI) | 50 |
Avg. volume (thou.) | 77 |
Avg. daily value traded (mns) | $4 |
Turnover | 0.6% |
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 | 4.87% | -57.7% | $21.73 |
+200 bp | 3.87% | -40.5% | $30.57 |
+150 bp | 3.37% | -31.1% | $35.38 |
+100 bp | 2.87% | -21.2% | $40.44 |
+75 bp | 2.62% | -16.1% | $43.07 |
+50 bp | 2.37% | -10.9% | $45.76 |
+25 bp | 2.12% | -5.5% | $48.52 |
0 bp | 1.87% | 0% | $51.34 |
-25 bp | 1.62% | 5.6% | $54.22 |
-50 bp | 1.37% | 11.4% | $57.17 |
-75 bp | 1.12% | 17.2% | $60.19 |
-100 bp | 0.87% | 23.2% | $63.26 |
-150 bp | 0.37% | 35.6% | $69.61 |
-200 bp | -0.13% | 48.5% | $76.22 |
-300 bp | -1.13% | 75.7% | $90.19 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity ![]() |
403 | bp |
Less: Annual "default factor" ![]() |
3 | bp |
Less: Expense ratio | 20 | bp |
Equals: ALTAR Score | 3.80 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.2% |
Corporate | 4.0% |
Emerging Market | 5.8% |
Government | 7.3% |
Inflation Protected | 2.4% |
Mortgage | 5.0% |
Municipals | 3.5% |
*Note: The PIMCO 15+ Year US TIPS Index ETF is classified as a Inflation Protected fund. |