PIMCO ETF Trust

10-Year Study

BILZ.US · · US · ETF

Executive Summary: PIMCO ETF Trust has compounded at 81.2% annually over the last 10 years, with a maximum drawdown of 22.2% and an annualized volatility of 147.3%.

1Y CAGR
+3.1%
3Y CAGR
+136.2%
5Y CAGR
+81.2%
10Y CAGR
+81.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
33.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
465.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +867.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.3-0.0-0.00.1————————0.4%
20250.40.30.30.40.30.30.40.40.30.40.30.44.2%
20240.50.40.40.40.50.40.50.50.40.40.40.45.3%
20231.01.7-12.6-11.18.5986.90.40.50.40.40.50.5867.0%
20224.0-14.87.41.24.92.55.03.7-3.72.121.10.735.3%
2021——————————-4.65.40.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 147.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.2% of variance. Idiosyncratic stock-specific factors contribute 29.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-10-0110000
2021-11-019540.22964093751
2021-12-0110057.471209243953
2022-01-0110459.770359062488
2022-02-018908.04565414316
2022-03-019568.965245559488
2022-04-019683.907664047396
2022-05-0110158.046167976303
2022-06-0110416.666609574095
2022-07-0110933.908177880538
2022-08-0111336.206642588219
2022-09-0110919.540033014122
2022-10-0111149.425555100794
2022-11-0113505.746504324625
2022-12-0113606.322148167828
2023-01-0113735.632711522154
2023-02-0113965.51754849797
2023-03-0112212.643611224801
2023-04-0110862.068823770169
2023-05-0111781.608856784289
2023-06-01128059.76941306141
2023-07-01128609.6257318868
2023-08-01129225.71768253305
2023-09-01129767.09698991064
2023-10-01130321.55100986027
2023-11-01130970.6889373369
2023-12-01131571.40732484902
2024-01-01132172.8441031618
2024-02-01132718.82111166362
2024-03-01133294.6831774729
2024-04-01133845.1142089388
2024-05-01134477.87282616037
2024-06-01134985.34408774678
2024-07-01135602.01075103358
2024-08-01136288.93603462496
2024-09-01136892.81534166
2024-10-01137422.2693617466
2024-11-01137946.83832438875
2024-12-01138487.35556280555
2025-01-01139009.33831856534
2025-02-01139450.28659201058
2025-03-01139878.73486552437
2025-04-01140391.9532535161
2025-05-01140879.02221636375
2025-06-01141339.79807590728
2025-07-01141844.39577429104
2025-08-01142428.30381706773
2025-09-01142874.85553875816
2025-10-01143413.50496109322
2025-11-01143797.70036128638
2025-12-01144318.82104808532
2026-01-01144727.0107010205
2026-02-01144669.53943696767
2026-03-01144626.43598892805
2026-04-01144841.95322912614
Annual Return Matrix
YearAnnual Return
20220.35285718100411545
20238.669873011390214
20240.052564218765868365
20250.04210828823744217
20260.003624836852474944
Total Factor Risk
1.4731136948760755
VTI.US Exposure
0.002894141203234495
VEA.US Exposure
0.018544278652899728
VWO.US Exposure
-0.00011751580763950092
QQQ.US Exposure
0.006405819252380678
VTV.US Exposure
0.011009857353056077
IJR.US Exposure
0.0026438699017268747
QUAL.US Exposure
0.008653913662278183
SHV.US Exposure
0.5522843971163397
TLT.US Exposure
0.0008429774925113357
LQD.US Exposure
0.0013108008242714122
HYG.US Exposure
0.01811663683369015
GLD.US Exposure
0.002886205760132731
USO.US Exposure
0.0006422054540411622
VNQ.US Exposure
0.017750341485214604
BTC-USD.CC Exposure
0.00307731588288945
CPER.US Exposure
-0.00004646827621301665
VIX.INDX Exposure
-0.000002715057866776003
UUP.US Exposure
0.012153897125728319
TIP.US Exposure
0.042939528847416565
Idiosyncratic Exposure
0.29801051229390785
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
147.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$891
Avg Yield on Cost
8.91%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$890.88.91%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PIMCO ETF Trust a high-risk investment?

PIMCO ETF Trust (BILZ.US) has an annualized volatility of 147.3% and experienced a maximum drawdown of 22.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BILZ.US?

Over the past 10 years, BILZ.US has generated a Compound Annual Growth Rate (CAGR) of 81.2%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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