(ZROZ) PIMCO 25+ Year Zero Coupon - Overview
Etf: STRIPS, Treasury, Zero-Coupon, Long-Term
Dividends
| Dividend Yield | 4.74% |
| Yield on Cost 5y | 2.51% |
| Yield CAGR 5y | 6.93% |
| Payout Consistency | 94.2% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 14.7% |
| Relative Tail Risk | 2.61% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.37 |
| Alpha | -10.51 |
| Character TTM | |
|---|---|
| Beta | 0.122 |
| Beta Downside | 0.004 |
| Drawdowns 3y | |
|---|---|
| Max DD | 32.44% |
| CAGR/Max DD | -0.24 |
Description: ZROZ PIMCO 25+ Year Zero Coupon January 15, 2026
The PIMCO 25+ Year Zero Coupon U.S. Treasury Index ETF (NYSE ARCA: ZROZ) allocates at least 80% of its net assets-excluding any securities-lending collateral-to the securities that compose the ICE BofA Long U.S. Treasury Principal STRIPS Index. That index is unmanaged and tracks long-dated Treasury STRIPS, which are zero-coupon securities representing only the final principal repayment of U.S. Treasury bonds.
Key market metrics (as of early 2026) include an average effective duration of roughly 20 years, a weighted-average yield near 4.2%, and an expense ratio of 0.15%. With assets under management around $1.5 billion, ZROZ’s performance is highly sensitive to changes in long-term Treasury yields, which are driven by Federal Reserve policy expectations, inflation outlooks, and fiscal-deficit dynamics. Because STRIPS pay no interim coupons, their price volatility exceeds that of comparable coupon-bearing Treasuries, making them a pure play on the term structure of interest rates.
For a deeper quantitative dive, you may want to explore ValueRay’s analytics platform.
What is the price of ZROZ shares?
Over the past week, the price has changed by +1.19%, over one month by +0.47%, over three months by -4.44% and over the past year by -4.99%.
Is ZROZ a buy, sell or hold?
What are the forecasts/targets for the ZROZ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 64.3 | -0.3% |
ZROZ Fundamental Data Overview February 03, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.53b USD (1.53b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.53b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.53b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.36% (E(1.53b)/V(1.53b) * Re(6.36%) + (debt-free company))
Discount Rate = 6.36% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)