PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund

10-Year Study

EMNT.US · · US · ETF

Executive Summary: PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund has compounded at 2.9% annually over the last 10 years, with a maximum drawdown of 1.6% and an annualized volatility of 6.1%.

1Y CAGR
+3.6%
3Y CAGR
+5.0%
5Y CAGR
+3.3%
10Y CAGR
+2.9%

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 →
1.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-1.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +5.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -0.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.1-0.10.2————————0.5%
20250.50.40.30.40.40.40.40.50.30.40.30.44.7%
20240.60.50.40.40.50.40.50.50.50.30.50.35.8%
20230.80.30.30.50.40.40.50.50.40.40.60.65.8%
2022-0.2-0.2-0.6-0.20.0-0.30.20.1-0.1-0.20.50.3-0.6%
20210.00.00.00.10.1-0.00.1-0.00.0-0.1-0.0-0.00.2%
20200.30.4-1.61.00.60.50.30.10.10.00.10.12.1%

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 6.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.1% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-12-0110000
2020-01-0110034.963040631641
2020-02-0110079.088558068865
2020-03-019914.661540533947
2020-04-0110018.009424608592
2020-05-0110076.297339969151
2020-06-0110129.1484479007
2020-07-0110158.868852797224
2020-08-0110173.565222878764
2020-09-0110185.166981588882
2020-10-0110189.208179968035
2020-11-0110199.826944477816
2020-12-0110208.431177663457
2021-01-0110210.955409684071
2021-02-0110212.484511773479
2021-03-0110212.994212469948
2021-04-0110222.132417813797
2021-05-0110230.760922461175
2021-06-0110230.251221764704
2021-07-0110241.343279778352
2021-08-0110240.930664928828
2021-09-0110241.440365625298
2021-10-0110231.052180002014
2021-11-0110227.496410857595
2021-12-0110226.537688118997
2022-01-0110209.693293673763
2022-02-0110187.93392822686
2022-03-0110130.507649757952
2022-04-0110112.607446727176
2022-05-0110117.316110304084
2022-06-0110088.639378262234
2022-07-0110107.813833034186
2022-08-0110117.570960652318
2022-09-0110102.850319109042
2022-10-0110083.457421181462
2022-11-0110134.7794270236
2022-12-0110168.16482264236
2023-01-0110248.017931755929
2023-02-0110278.430073311949
2023-03-0110310.407724149984
2023-04-0110361.462743913022
2023-05-0110401.304348353726
2023-06-0110439.689665090234
2023-07-0110495.90237047231
2023-08-0110546.107889074565
2023-09-0110589.808655931398
2023-10-0110635.888026038423
2023-11-0110702.282609619022
2023-12-0110762.245255839409
2024-01-0110824.889898581696
2024-02-0110881.733661968925
2024-03-0110928.39554715763
2024-04-0110975.797711929301
2024-05-0111034.922992719774
2024-06-0111080.516933592065
2024-07-0111140.030557770326
2024-08-0111195.284540413804
2024-09-0111255.089422132902
2024-10-0111293.790267871986
2024-11-0111348.486006895522
2024-12-0111385.791243584748
2025-01-0111440.159317874839
2025-02-0111488.265355036872
2025-03-0111520.461449030538
2025-04-0111566.26169732759
2025-05-0111609.294998986665
2025-06-0111657.449579072172
2025-07-0111702.473140593655
2025-08-0111759.55961859825
2025-09-0111800.287131392344
2025-10-0111842.568017737582
2025-11-0111878.259202221325
2025-12-0111925.297295066946
2026-01-0111965.709278858465
2026-02-0111976.146007405221
2026-03-0111970.078141971062
2026-04-0111988.281738273545
Annual Return Matrix
YearAnnual Return
20200.02084311776634573
20210.0017736819831002393
2022-0.005707979304124922
20230.058425531407020115
20240.05793828080688046
20250.04738415099487958
20260.005281582643030136
Total Factor Risk
0.06077975994277357
VTI.US Exposure
0.0057019995122985475
VEA.US Exposure
0.00045135291787596124
VWO.US Exposure
0.0004233136173043775
QQQ.US Exposure
-0.000935277831798059
VTV.US Exposure
-0.00028058677490979425
IJR.US Exposure
-0.0002430690253877869
QUAL.US Exposure
-0.0008290684804509157
SHV.US Exposure
0.9905926618105447
TLT.US Exposure
-0.0009427003594912721
LQD.US Exposure
0.0024345674701746157
HYG.US Exposure
0.00006694988673738851
GLD.US Exposure
-0.0001648864390783368
USO.US Exposure
0.00027754687491078845
VNQ.US Exposure
-0.00005961097807624584
BTC-USD.CC Exposure
0.00001333157928022012
CPER.US Exposure
0.0000010767367670532986
VIX.INDX Exposure
-0.00012351197595832875
UUP.US Exposure
-0.00011917438203789198
TIP.US Exposure
0.0019035444082794721
Idiosyncratic Exposure
0.0018315414330155925
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
52
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.1%

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 →4.33%
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$70.390.70%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 →
+0.0%
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 →
+1.2%
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 →
0.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund a high-risk investment?

PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund (EMNT.US) has an annualized volatility of 6.1% and experienced a maximum drawdown of 1.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EMNT.US has generated a Compound Annual Growth Rate (CAGR) of 2.9%. It has had a positive return in 86% 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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