ZROZ vs GLOV

Comparison between PIMCO 25+ YEAR ZERO COUPON U.S. TREASURY INDEX EXCHANGE-TRADED FUND (ZROZ, ETF) and GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF).

ZROZ vs GLOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ZROZ(ETF)	GLOV(ETF)
Net Assets	$1.40B	$1.50B
Expense Ratio	0.15%	0.15%
Max Drawdown	68.71%	18.80%
Sharpe Ratio	0.05	1.11
5Y Beta	0.11	0.58
P/E Ratio	N/A	24.28
Forward P/E	N/A	19.09
PEG Ratio	N/A	0.19
5Y Dividends CAGR	3.66%	N/A
5Y EPS CAGR	N/A	19.30%
Debt to Equity	N/A	327.53%
P/S Ratio	N/A	1.85
P/B Ratio	N/A	4.40

Net Assets

ZROZ

$1.40B

Winner

GLOV

$1.50B

Expense Ratio

ZROZ

0.15%

GLOV

0.15%

Max Drawdown

ZROZ

68.71%

Winner

GLOV

18.80%

Sharpe Ratio

ZROZ

0.05

Winner

GLOV

1.11

5Y Beta

Winner

ZROZ

0.11

GLOV

0.58

P/E Ratio

ZROZ

N/A

GLOV

24.28

Forward P/E

ZROZ

N/A

GLOV

19.09

PEG Ratio

ZROZ

N/A

GLOV

0.19

5Y Dividends CAGR

ZROZ

3.66%

GLOV

N/A

5Y EPS CAGR

ZROZ

N/A

GLOV

19.30%

Debt to Equity

ZROZ

N/A

GLOV

327.53%

P/S Ratio

ZROZ

N/A

GLOV

1.85

P/B Ratio

ZROZ

N/A

GLOV

4.40

ZROZ vs GLOV - Historical Returns

Returns include dividend reinvestment.

Period	ZROZ	GLOV
1 month	+4.56%	+2.42%
3 months	+1.45%	+5.81%
6 months	+0.42%	+8.62%
1 year	+3.19%	+17.40%
5 years(CAGR)	-11.89%	N/A
10 years(CAGR)	-3.84%	N/A
Max(CAGR)	+2.23%	+11.69%

Winner

ZROZ

+4.56%

GLOV

+2.42%

ZROZ

+1.45%

Winner

GLOV

+5.81%

ZROZ

+0.42%

Winner

GLOV

+8.62%

ZROZ

+3.19%

Winner

GLOV

+17.40%

5Y(CAGR)

ZROZ

-11.89%

GLOV

N/A

10Y(CAGR)

ZROZ

-3.84%

GLOV

N/A

Max(CAGR)

ZROZ

+2.23%

Winner

GLOV

+11.69%

ZROZ vs GLOV - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	ZROZ	GLOV
2026	+1.69%	+2.79%
2025	-1.87%	+18.96%
2024	-15.03%	+15.96%
2023	-1.52%	+16.40%
2022	-39.26%	-6.17%
2021	-4.79%	N/A
2020	+22.56%	N/A
2019	+20.05%	N/A
2018	-3.51%	N/A
2017	+13.87%	N/A
2016	-0.31%	N/A
2015	-7.39%	N/A
2014	+48.29%	N/A
2013	-19.11%	N/A
2012	+3.51%	N/A
2011	+61.75%	N/A
2010	+9.96%	N/A
2009	-6.29%	N/A

ZROZ vs GLOV Drawdown Comparison

The maximum drawdown for ZROZ was -62.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current ZROZ drawdown is -59.01%.

Rank	ZROZ	GLOV
#1	-62.94% Mar 9, 2020 - Oct 19, 2023	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-32.29% Jul 25, 2012 - Dec 11, 2014	-9.97% Feb 13, 2025 - May 2, 2025
#3	-28.88% Aug 26, 2010 - Aug 10, 2011	-7.71% Jul 25, 2023 - Nov 22, 2023
#4	-25.82% Jan 30, 2015 - Jun 27, 2016	-5.68% Dec 5, 2024 - Feb 11, 2025
#5	-25.21% Jul 8, 2016 - Aug 2, 2019	-4.68% Jul 17, 2024 - Aug 15, 2024
#6	-18.35% Oct 3, 2011 - Dec 19, 2011	-4.67% Mar 28, 2024 - Jun 12, 2024
#7	-17.49% Dec 19, 2011 - May 17, 2012	-3.36% Oct 18, 2024 - Nov 7, 2024
#8	-15.67% Nov 27, 2009 - May 6, 2010	-2.77% Nov 12, 2025 - Nov 26, 2025
#9	-12.23% Aug 28, 2019 - Feb 20, 2020	-2.75% Nov 7, 2024 - Nov 29, 2024
#10	-9.10% Aug 10, 2011 - Aug 18, 2011	-2.26% Jul 23, 2025 - Aug 12, 2025
#11	-8.29% May 6, 2010 - May 20, 2010	-2.04% Aug 30, 2024 - Sep 13, 2024
#12	-7.85% Sep 22, 2011 - Oct 3, 2011	-1.92% Oct 6, 2025 - Oct 27, 2025
#13	-7.18% Aug 19, 2011 - Sep 2, 2011	-1.80% Jan 12, 2026 - Jan 26, 2026
#14	-7.09% Jun 1, 2012 - Jul 20, 2012	-1.72% Jul 3, 2025 - Jul 23, 2025
#15	-6.88% Jul 1, 2010 - Aug 16, 2010	-1.71% Oct 27, 2025 - Nov 11, 2025

Correlation

Correlation between ZROZ and GLOV is -0.64 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.64

-101

Dividend Comparison (2009 - 2026)

ZROZ vs GLOV dividend yield comparison.

Year	ZROZ	GLOV
2026	1.28%	0.00%
2025	4.96%	1.74%
2024	4.58%	1.75%
2023	3.52%	2.06%
2022	2.76%	1.73%
2021	1.60%	0.00%
2020	1.68%	0.00%
2019	2.22%	0.00%
2018	2.06%	0.00%
2017	2.53%	0.00%
2016	3.00%	0.00%
2015	2.98%	0.00%
2014	2.60%	0.00%
2013	4.28%	0.00%
2012	3.16%	0.00%
2011	2.99%	0.00%
2010	4.55%	0.00%
2009	0.74%	0.00%