ZROZPIMCO 25+ YEAR ZERO COUPON US TREASURY INDEX EXCHANGE-TRADED FUND
PIMCO 25+ YEAR ZERO COUPON US TREASURY INDEX EXCHANGE-TRADED FUND
$57.97-0.67% today
577152-WK
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN
The desk’s read
Flows are quiet — the past month netted out near zero, while the price has returned -9.3% so far this year.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$1.6Bassets under management
—expense ratio
—net flow, trailing month
868Kavg daily volume, 30 days
0holdings · US-domiciled
2023listed November 11, 2023 · beta 0.25
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | +0.0% |
| 1 month | -3.1% |
| 3 months | -5.6% |
| 6 months | -13.6% |
| YTD | -9.3% |
| 1 year | -10.4% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
22%realized volatility, 30 days (annualized)
16%realized volatility, 1 year
-19.7%deepest fall from a peak, 1 year
-18.3%where it sits vs. that peak today
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
Options tape
70calls today
197puts today
2.81put/call ratio
730Kshares traded
The case against ZROZ
Due diligence cuts both ways. These funds sit on the same shelf and beat ZROZ on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| SGOV iShares 0-3 Month Treasury Bond ETF | 0.07% | $103.2B | +$4.7B | 63× the assets · +$4.7B in over the month | Head-to-head |
| TLT iShares 20+ Year Treasury Bond ETF | 0.15% | $45.4B | +$4B | 28× the assets · +$4B in over the month | Head-to-head |
| GOVT iShares U.S. Treasury Bond ETF | 0.05% | $43.8B | +$304M | 27× the assets · +$304M in over the month | Head-to-head |
| SHY iShares 1-3 Year Treasury Bond ETF | 0.15% | $25.5B | +$90M | 16× the assets · +$90M in over the month | Head-to-head |
| SHV iShares Short Treasury Bond ETF | 0.15% | $20.8B | +$63M | 13× the assets · +$63M in over the month | Head-to-head |