PIMCO ETF Trust

10-Year Study

CMDT.US · · US · ETF

Executive Summary: PIMCO ETF Trust has compounded at 0.7% annually over the last 10 years, with a maximum drawdown of 37.2% and an annualized volatility of 24.6%.

1Y CAGR
+36.6%
3Y CAGR
+16.9%
5Y CAGR
+0.8%
10Y CAGR
+0.7%

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 →
37.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +19.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -27.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.81.87.92.7————————19.4%
20253.3-0.73.3-5.10.51.91.92.22.62.4-0.40.312.8%
20241.9-0.24.01.60.2-0.4-2.4-1.53.10.2-0.10.76.9%
20230.00.00.00.0-34.04.77.50.50.4-0.1-1.5-2.0-27.7%
20220.00.00.00.00.00.00.00.00.00.00.00.00.0%
20210.00.00.00.00.00.00.00.00.00.00.00.00.0%
20200.00.00.00.00.00.00.00.00.00.00.00.00.0%
20190.00.00.00.00.00.00.00.00.00.00.00.00.0%
20182.3-1.3-0.62.30.4-4.8-0.9-2.42.01.30.00.0-1.9%
2017-0.10.9-2.8-0.6-1.3-1.63.1-0.20.31.6-0.52.81.5%
2016———7.50.53.9-5.0-2.92.91.3-0.02.911.1%

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 24.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 41.3% of variance. Idiosyncratic stock-specific factors contribute 30.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110749.201842144834
2016-05-0110797.70326361764
2016-06-0111216.312143539031
2016-07-0110658.178626504085
2016-08-0110348.811592783884
2016-09-0110653.597742428428
2016-10-0110796.794080518652
2016-11-0110791.618730570583
2016-12-0111109.588035150417
2017-01-0111097.978466347986
2017-02-0111199.247476142686
2017-03-0110885.684212734855
2017-04-0110818.929192120879
2017-05-0110678.984932038562
2017-06-0110509.282409754835
2017-07-0110832.427064282741
2017-08-0110812.879627654553
2017-09-0110843.51210437422
2017-10-0111020.942682999324
2017-11-0110971.21736120096
2017-12-0111276.947662525221
2018-01-0111537.778306191885
2018-02-0111383.11227362215
2018-03-0111312.545677708578
2018-04-0111571.138332208511
2018-05-0111621.632962782938
2018-06-0111061.576173807833
2018-07-0110965.447545380475
2018-08-0110703.672750034095
2018-09-0110922.08650527501
2018-10-0111061.576173807833
2018-11-0111061.576173807833
2018-12-0111061.576173807833
2019-01-0111061.576173807833
2019-02-0111061.576173807833
2019-03-0111061.576173807833
2019-04-0111061.576173807833
2019-05-0111061.576173807833
2019-06-0111061.576173807833
2019-07-0111061.576173807833
2019-08-0111061.576173807833
2019-09-0111061.576173807833
2019-10-0111061.576173807833
2019-11-0111061.576173807833
2019-12-0111061.576173807833
2020-01-0111061.576173807833
2020-02-0111061.576173807833
2020-03-0111061.576173807833
2020-04-0111061.576173807833
2020-05-0111061.576173807833
2020-06-0111061.576173807833
2020-07-0111061.576173807833
2020-08-0111061.576173807833
2020-09-0111061.576173807833
2020-10-0111061.576173807833
2020-11-0111061.576173807833
2020-12-0111061.576173807833
2021-01-0111061.576173807833
2021-02-0111061.576173807833
2021-03-0111061.576173807833
2021-04-0111061.576173807833
2021-05-0111061.576173807833
2021-06-0111061.576173807833
2021-07-0111061.576173807833
2021-08-0111061.576173807833
2021-09-0111061.576173807833
2021-10-0111061.576173807833
2021-11-0111061.576173807833
2021-12-0111061.576173807833
2022-01-0111061.576173807833
2022-02-0111061.576173807833
2022-03-0111061.576173807833
2022-04-0111061.576173807833
2022-05-0111061.576173807833
2022-06-0111061.576173807833
2022-07-0111061.576173807833
2022-08-0111061.576173807833
2022-09-0111061.576173807833
2022-10-0111061.576173807833
2022-11-0111061.576173807833
2022-12-0111061.576173807833
2023-01-0111061.576173807833
2023-02-0111061.576173807833
2023-03-0111061.576173807833
2023-04-0111061.576173807833
2023-05-017303.922425700507
2023-06-017647.5586685363205
2023-07-018220.378989477953
2023-08-018258.040150924395
2023-09-018293.28848030045
2023-10-018283.42734053453
2023-11-018163.275297145515
2023-12-017999.412527843732
2024-01-018148.868241884666
2024-02-018128.936150868444
2024-03-018454.039045917243
2024-04-018587.234369918628
2024-05-018603.564697119638
2024-06-018568.351336324313
2024-07-018361.302369820716
2024-08-018234.296484608578
2024-09-018488.343223613583
2024-10-018501.386504225951
2024-11-018494.882348210132
2024-12-018554.538746935877
2025-01-018839.252931241279
2025-02-018781.624710197888
2025-03-019073.08783058422
2025-04-018607.656021065073
2025-05-018653.08020743362
2025-06-018820.404866227695
2025-07-018991.50613174063
2025-08-019190.512324676278
2025-09-019433.229243524693
2025-10-019655.27973116155
2025-11-019620.555930496448
2025-12-019647.831423466016
2026-01-0110207.328715149437
2026-02-0110392.66219301957
2026-03-0111217.92069825262
2026-04-0111522.14735060548
Annual Return Matrix
YearAnnual Return
20170.015064431448338578
2018-0.019098385056188216
20190
20200
20210
20220
2023-0.2768288712068764
20240.06939587340444131
20250.12780264475647396
20260.19427328742297956
Total Factor Risk
0.24642670406746747
VTI.US Exposure
0.4127286068268118
VEA.US Exposure
0.0017127015328672922
VWO.US Exposure
0.0012173041178113139
QQQ.US Exposure
0.10061099639061995
VTV.US Exposure
0.012277867922187102
IJR.US Exposure
0.011400344931174474
QUAL.US Exposure
0.08433736690373309
SHV.US Exposure
0.009088161015282438
TLT.US Exposure
0.011292152669744596
LQD.US Exposure
0.004047867285301765
HYG.US Exposure
0.011392659257350989
GLD.US Exposure
0.00225746525775039
USO.US Exposure
0.017396999623420666
VNQ.US Exposure
-0.0056153516127569894
BTC-USD.CC Exposure
0.0018230370080471474
CPER.US Exposure
-0.0010878080255121657
VIX.INDX Exposure
0.0009323599908472753
UUP.US Exposure
0.0022590114861059003
TIP.US Exposure
0.020508904911704012
Idiosyncratic Exposure
0.3014193525075089
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.6%

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 →2.83%
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
$66
Avg Yield on Cost
0.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$66.440.66%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 →
+6.5%
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 →
+17.8%
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 →
0.0% 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 (CMDT.US) has an annualized volatility of 24.6% and experienced a maximum drawdown of 37.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CMDT.US has generated a Compound Annual Growth Rate (CAGR) of 0.7%. It has had a positive return in 40% 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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