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ETFs

PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund

ZROZ
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Oct 30, 2009
Expense Ratio
0.15%
Type
US Bonds
Fund Owner
PIMCO
Volume (1m avg. daily)
$19,385,629
AUM
$905,958,535
Associated Index
ICE BofA Long US Treasury Principal STRIPS Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

—
STRIP PRINC 08/49 0.00000
6.07%
—
United States 0 % Principal STRIPS 2018-15.11.48
5.84%
—
STRIP PRINC 11/49 0.00000
5.81%
—
United States 0 % 2018-15.08.48 Principal Payment Only
5.4%
—
United States 0 % Principal STRIPS 2019-15.02.49
5.34%
—
STRIP PRINC 11/52 0.00000
5.28%
—
STRIP PRINC 08/52 0.00000
5.28%
—
STRIP PRINC 05/49 0.00000
5.26%
—
STRIP PRINC 05/50 0.00000
5.08%
—
STRIP PRINC 02/51 0.00000
5.04%
Invest with ZROZ
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What is ZROZ?

The objective of the PIMCO 25+ Year Zero Coupon U.S. Treasury Index Fund is to provide total return that closely corresponds before fees and expenses to the total return of ICE BofA Long Treasury Principal STRIPS Index.

1M
3M
6M
YTD
1Y
3Y
Max
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ZROZ
Performance Measures**

for the time period Nov 4, 2009 to Dec 4, 2025

Returns

1M Trailing Return: -2.7%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.0%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -62.9%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 23.4%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.22

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.04

The annualized return divided by the max drawdown for the selected time period.

ETFs related toZROZ

ETFs correlated to ZROZ include EDV, TMF, TLT

ZROZ
Pimco Exchange Traded Fund - PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund
EDV
Vanguard Group, Inc. - Vanguard Extended Duration Treasury ETF
TMF
Direxion Shares ETF Trust - Direxion Daily 20+ Year Treasury Bull 3X Shares
TLT
BlackRock Institutional Trust Company N.A. - iShares 20+ Year Treasury Bond ETF
UBT
ProShares Trust - ProShares Ultra 20+ Year Treasury 2x Shares
SPTL
SSgA Active Trust - SPDR Portfolio Long Term Treasury ETF
VGLT
Vanguard Group, Inc. - Vanguard Long-Term Treasury ETF
SCHQ
Schwab Strategic Trust - Schwab US Long-Term U.S. Treasury ETF
TLH
BlackRock Institutional Trust Company N.A. - iShares 10-20 Year Treasury Bond ETF
BLV
Vanguard Group, Inc. - Vanguard Long-Term Bond ETF
ILTB
BlackRock Institutional Trust Company N.A. - iShares Core 10+ Year USD Bond ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toZROZ

ULTRA BALANCER

Category

Tactical asset allocation, leveraged ETFs, trend-following, mean reversion, volatility timing, risk-on/risk-off, daily rebalance

OOS Cumulative Return

113.82%

Pop Bot Q|0/68 - S|368

Category

Tech momentum, mean reversion, leveraged ETFs, regime switching, volatility hedge, bonds and commodities

OOS Cumulative Return

106.93%

Create your own algorithmic trading strategy with ZROZ using Composer

FAQ

ZROZ is a US Bonds ETF. The objective of the PIMCO 25+ Year Zero Coupon U.S. Treasury Index Fund is to provide total return that closely corresponds before fees and expenses to the total return of ICE BofA Long Treasury Principal STRIPS Index.

ZROZ tracks the ICE BofA Long US Treasury Principal STRIPS Index.

No, ZROZ is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, ZROZ is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on ZROZ is -0.096%. This is the percent change in the value of ZROZ over the most recent 1-month period. The 3-month return on ZROZ is -0.1983%. This is the percent change in the value of ZROZ over the most recent 3-month period.

The standard deviation of ZROZ for the past year is 0.2754%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to ZROZ include GOVZ, SHY, and IEI.

ETFs correlated to ZROZ include EDV, TMF, and TLT.

ETFs that are inversely correlated to ZROZ include TBT, TTT, and TMV.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.