ZROZ Performance — PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund
Data updated: 2026-09-14
ZROZ returned +1.18% year to date and +0.39% over one year to Jun 2026. Annualised returns are −7.34% over 3 years and −12.10% over 5 years. The fund trailed its Long-Term Government Bond category average: $100 invested three years ago grew to $80, against $104 for the category, and to $100 over one year, against $104. Volatility over the past three years was 21.75% a year. In the 12 months to Jun 2026 the fund lost a net $92.4M, and assets reached $1.37B.
ZROZ Growth of $100
What $100 invested in PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Government Bond category average over the same months.
| Period | ZROZ | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $100 | $104 |
| 3 years (Jul 2023 – Jun 2026) | $80 | $104 |
| 5 years (Jul 2021 – Jun 2026) | $52 | $83 |
| Since data start (Jul 2019 – Jun 2026) | $62 | $97 |
ZROZ Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +1.18% |
| 1 year | +0.39% |
| 3 years (annualised) | −7.34% |
| 5 years (annualised) | −12.10% |
ZROZ Annual Returns
Calendar-year total returns of PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +1.18% |
| 2025 | −1.97% |
| 2024 | −15.62% |
| 2023 | +0.81% |
| 2022 | −41.50% |
| 2021 | −4.96% |
| 2020 | +24.58% |
| 2019 (Jul–Dec) | +5.69% |
ZROZ Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −0.5% | +7.2% | −6.1% | −2.0% | +1.0% | +2.2% | — | — | — | — | — | — |
| 2025 | −0.8% | +8.9% | −3.3% | −3.7% | −5.3% | +3.7% | −2.0% | −2.0% | +6.9% | +2.1% | −0.4% | −5.0% |
| 2024 | −4.8% | −2.6% | +0.7% | −10.1% | +3.9% | +2.6% | +4.5% | +3.5% | +2.2% | −7.2% | +2.6% | −10.3% |
| 2023 | +10.8% | −6.2% | +5.5% | −0.1% | −4.4% | +1.2% | −3.9% | −5.0% | −12.3% | −9.2% | +16.0% | +12.9% |
| 2022 | −5.0% | −2.2% | −6.3% | −13.4% | −4.2% | −1.4% | +2.3% | −5.1% | −10.9% | −10.2% | +9.9% | −3.7% |
| 2021 | −5.1% | −8.0% | −7.4% | +3.4% | +0.1% | +6.7% | +5.0% | −0.4% | −3.9% | +4.8% | +4.1% | −3.1% |
| 2020 | +11.2% | +9.6% | +9.0% | +1.6% | −3.7% | +0.6% | +6.6% | −7.5% | +1.0% | −4.8% | +2.5% | −1.7% |
| 2019 | — | — | — | — | — | — | +0.4% | +17.7% | −4.0% | −1.7% | −0.1% | −5.1% |
ZROZ Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 21.75%
- 3-year Sharpe ratio: -0.54 (vs 4.5% risk-free rate)
- Best month: +15.99% (Nov 2023)
- Worst month: −12.32% (Sep 2023)
ZROZ Fund Flows
Monthly money in and out of PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund, from SEC Form N-PORT.
- 12-month net flow: −$92.4M
- 12-month gross sales (incl. reinvestments): $656.7M
- Sales ÷ redemptions: 0.88×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $64.6M | $129.1M | −$64.5M |
| May 2026 | $76.8M | $40.0M | $36.8M |
| Apr 2026 | $19.1M | $22.2M | −$3.1M |
| Mar 2026 | $22.8M | $49.2M | −$26.4M |
| Feb 2026 | $73.0M | $164.7M | −$91.7M |
| Jan 2026 | $54.7M | $93.8M | −$39.1M |
| Dec 2025 | $56.3M | $98.9M | −$42.6M |
| Nov 2025 | $23.5M | $44.3M | −$20.7M |
| Oct 2025 | $27.8M | $45.7M | −$17.9M |
| Sep 2025 | $70.5M | $51.4M | $19.1M |
| Aug 2025 | $164.4M | $6.6M | $157.8M |
| Jul 2025 | $3.2M | $3.3M | −$121K |
ZROZ Assets Under Management
Net assets of PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.37B |
| 2026-03-31 | $1.40B |
| 2025-12-31 | $1.56B |
| 2025-09-30 | $1.73B |
| 2025-06-30 | $1.52B |
| 2025-03-31 | $1.60B |
| 2024-12-31 | $1.51B |
| 2024-09-30 | $1.71B |
| 2024-06-30 | $1.38B |
| 2024-03-31 | $1.28B |
| 2023-12-31 | $1.29B |
| 2023-09-30 | $897.13M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.