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PIMCO 1-5 Year US TIPS Index ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| PIMCO 1-5 Year U.S. 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 | Aug 20, 2009 |
| Assets (mns) | $430 |
| 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 | 12 |
| No of distinct issuers | 1 |
| Inflation protected | 100% |
| Variable/Fixed coupon | 0% /100% |
| Non-standard maturity (callable, etc.) | 29% |
| UNITED STATES TREASUR 1.1% 1/15/21 | 10.3 % |
| UNITED STATES TREASUR 0.1% 4/15/22 | 9.5 % |
| UNITED STATES TREASUR 0.4% 7/15/23 | 9.3 % |
| UNITED STATES TREASUR 0.1% 1/15/23 | 9.2 % |
| UNITED STATES TREASUR 0.6% 7/15/21 | 8.8 % |
| GOVT OF THE UNITED ST 0.6% 4/15/23 | 8.6 % |
| UNITED STATES TREASUR 0.6% 1/15/24 | 8.0 % |
| UNITED STATES TREASUR 0.1% 1/15/22 | 7.9 % |
| UNITED STATES TREASUR 0.1% 4/15/21 | 7.9 % |
| UNITED STATES TREASUR 0.1% 7/15/22 | 7.8 % |
| TOTAL | 87.3 % |
|---|
| U.S. TREASURY | 99.9% |
 |
UNITED STATES | 99.9 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 3.3% | 6.8% | 3.8% | 2.6% | 2.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.38 | 56% |
| S&P500 | 0.15 | 44% |
| MSCI EAFE | 0.16 | 49% |
| MSCI Emg. Mkts. | 0.11 | 26% |
| Recent close | $53.46 |
| 30d moving avg. | $53.60 |
| Annualized volatility | 3.8% |
| Short interest (ETF) | 0.6% |
| Relative strength (RSI) | 51 |
| Avg. volume (thou.) | 120 |
| Avg. daily value traded (mns) | $6 |
| Turnover | 1.5% |
| Bid/Ask (% of price) | 0.03 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| STPZ | 3.0 yrs | Category Avg.* |
7.8 yrs |
| STPZ | 3.0% | Category Avg.* |
7.8% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 2.37% | -0.0% | $53.44 |
| +200 bp | 1.37% | -2.0% | $52.38 |
| +150 bp | 0.87% | -2.3% | $52.25 |
| +100 bp | 0.37% | -2.0% | $52.38 |
| +75 bp | 0.12% | -1.7% | $52.55 |
| +50 bp | -0.13% | -1.3% | $52.79 |
| +25 bp | -0.38% | -0.7% | $53.09 |
| 0 bp | -0.63% | 0% | $53.46 |
| -25 bp | -0.88% | 0.8% | $53.90 |
| -50 bp | -1.13% | 1.8% | $54.40 |
| -75 bp | -1.38% | 2.8% | $54.97 |
| -100 bp | -1.63% | 4.0% | $55.61 |
| -150 bp | -2.13% | 6.8% | $57.08 |
| -200 bp | -2.63% | 10.0% | $58.82 |
| -300 bp | -3.63% | 18.0% | $63.11 |
*Fund Category: INFLATION PROTECTED
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
126 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 20 | bp |
| Equals: ALTAR Score | 1.06 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The PIMCO 1-5 Year US TIPS Index ETF is classified as a Inflation Protected fund. | |