ZROZ - 25+ Year Zero Coupon U.S. Treasury Index Fund

Description: The BofA Merrill Lynch Long US Treasury Principal STRIPS Index is an unmanaged index comprised of securities representing the final principal payments of U.S. Treasury bonds with at least $1 billion in outstanding face value and a remaining term to final maturity greater than or equal to 25 years.

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ZROZ - Profile


Summary Data for ZROZ

52 Week Lo: $79.93 52 Week Hi: $103.43
AUM: $68.8 M Shares: 0.7 M
Avg. Volume (1 month) 19,650 Avg. Volume (3 month) 18,811
Filings Data as of:

ZROZ - Holdings

Top Ten Holdings

  1. U S Treas Bd Stripped Prin Pmt: 5.57%
  2. U S Treas Bd Stripped Prin Pmt: 5.45%
  3. U S Treas Bd Stripped Prin Pmt: 5.32%
  4. U S Treas Bd Stripped Prin Pmt: 5.31%
  5. U S Treas Bd Stripped Prin Pmt: 5.30%
  6. U S Treas Bd Stripped Prin Pmt: 5.23%
  7. U S Treas Bd Stripped Prin Pmt: 5.19%
  8. U S Treas Bd Stripped Prin Pmt: 5.17%
  9. U S Treas Bd Stripped Prin Pmt: 5.12%
  10. U S Treas Bd Stripped Prin Pmt: 5.11%
%Assets in Top 10: 52.79%
Total Holdings: 22.0

ZROZ Asset Allocation


Asset Percentage
U.S. Stocks 0.0%
International Stocks 0.0%
U.S. Bonds 99.19%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.81%
Other 0.0%

ZROZ Bond Sector Breakdown


Bond Sector Percentage
Treasury 0.0%
TIPS 0.0%
U.S. Agency 0.0%
MBS 0.0%
U.S. Corporate 0.0%
Asset-Backed 0.0%
Convertible 0.0%
Muni 0.0%
Foreign Government 0.0%
Foreign Corporate 0.0%
Other 100.0%

ZROZ Bond Detailed Sector Breakdown


Bond Sector Percentage
Government 99.19%
Cash And Equivalents 0.81%
Agency Mortgage Backed 0.0%
Future Forward 0.0%
Asset Backed 0.0%
Covered Bond 0.0%
Commercial Mortgage Backed 0.0%
Non Agency Residential Mortgage Backed 0.0%
Sector Swap 0.0%
Preferred 0.0%
Corporate Bond 0.0%
Convertible 0.0%
Bank Loan 0.0%
US Municipal Tax Advantaged 0.0%
Municipal Taxable 0.0%
Government Related 0.0%
Option Warrant 0.0%

ZROZ Coupon Breakdown


Coupon Range Percentage
0% to 1% 99.19%
1% to 2% 0.0%
2% to 3% 0.0%
3% to 4% 0.0%
4% to 5% 0.0%
5% to 6% 0.0%
6% to 7% 0.0%
7% to 8% 0.0%
8% to 9% 0.0%
9% to 10% 0.0%
Greater Than 10% 0.0%

ZROZ Credit Quality


Credit Percentage

ZROZ Maturity Breakdown


Maturity Percentage
Less Than 1 Year 0.0%
1-3 Years 0.0%
3-5 Years 0.0%
5-7 Years 0.0%
7-10 Years 0.0%
10-15 Years 0.0%
15-20 Years 0.0%
20-30 Years 99.19%
30+ Years 0.0%
© 2014 Morningstar Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

ZROZ - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

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ZROZ - Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of ZROZ relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

ZROZ - Fundamentals

ZROZ Performance

1 Week Return: -0.73%
2 Week Return: 2.09%
4 Week Return: 1.73%
13 Week Return: 5.71%
26 Week Return: 14.95%
YTD Return: 24.13%
1 Year Return: 16.62%
3 Year Return: 55.88%
5 Year Return: n/a

ZROZ Expenses & Fees

  • Expense Ratio: 0.15%
  • Category: Government Bonds
  • Category Range: 0.00% to 0.75%
  • Category Average: 0.24%

ZROZ Valuation

P/E Ratio: n/a
Beta: 2.00
20 Day Moving Average: $100.03
60 Day Moving Average: $98.52

ZROZ Dividend

Annual Dividend Rate: $3.42
Dividend Date: 2014-06-30
Dividend: $0.76
Annual Dividend Yield %: 3.33%

ZROZ Volatility

5 Day Volatility: 31.90%
20 Day Volatility: 15.93%
50 Day Volatility: 16.27%
200 Day Volatility: 15.89%
Standard Deviation: 6.26%

ZROZ - Technicals

ZROZ Technicals

20 Day MA: $100.03
60 Day MA: $98.52
MACD 15 Period: 1.10
MACD 100 Period: 5.47
Williams % Range 10 Day: 43.54
Williams % Range 20 Day: 25.98
RSI 10 Day: 57
RSI 20 Day: 57
RSI 30 Day: 57
Ultimate Oscillator: 55

ZROZ Bollinger Bands

Lower Bollinger (10 Day): $98.92
Upper Bollinger (10 Day): $103.87
Lower Bollinger (20 Day): $96.47
Upper Bollinger (20 Day): $103.70
Lower Bollinger (30 Day): $95.55
Upper Bollinger (30 Day): $103.06

ZROZ Support & Resistance

Support Level 1: $101.25
Support Level 2: $100.99
Resistance Level 1: $101.98
Resistance Level 2: $102.45

ZROZ Stochastic

Stochastic Oscillator %D (1 Day): 29.36
Stochastic Oscillator %D (5 Day): 56.66
Stochastic Oscillator %K (1 Day): 43.66
Stochastic Oscillator %K (5 Day): 72.28

ZROZ Volatility

5 Day Volatility: 31.90%
20 Day Volatility: 15.93%
50 Day Volatility: 16.27%
200 Day Volatility: 15.89%
Standard Deviation: 6.26%

ZROZ - ETFdb Realtime Rating & Analyst Report

ZROZ is a passive ETF that seeks to replicate BofA Merrill Lynch Long Treasury Principal STRIPS Index. The BofA Merrill Lynch Long US Treasury Principal STRIPS Index is an unmanaged index comprised of securities representing the final principal payments of U.S. Treasury bonds with at least $1 billion in outstanding face value and a remaining term to final maturity greater than or equal to 25 years.

ETFdb Category Expense Ratio Inception Date Issuer Structure YTD Return *
Government Bonds 0.15 2009-10-30 PIMCO ETF +24.13%

ZROZ Realtime Rating: By Metric

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity B+
Expenses B-
Performance ETFdb Pro Members Only
Volatility ETFdb Pro Members Only
Dividend ETFdb Pro Members Only
Concentration ETFdb Pro Members Only

The first adjacent table gives investors an individual Realtime Rating for ZROZ on several different metrics, including liquidity, expenses, performance, volatility, dividend, and concentration of holdings. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Government Bonds ETFdb Category with the highest Metric Realtime Rating for each individual field.

ZROZ Realtime Rating: Overall

ETFdb Rating Type Overall Rating A+ Overall Rated ETF
Realtime Rating (Overall) ETFdb Pro Members Only ETFdb Pro Members Only

The second table shows the overall Realtime Rating for ZROZ, as well as the A+ Overall Rated ETF in ZROZ's Category. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

ETFdb Analyst Report for ZROZ

This unique ETF offers investors an opportunity to access long-dated Treasuries, and is one of the most effective tools out there for those looking to dial up interest rate risk and extend the effective duration of a fixed income portfolio. ZROZ invests exclusively in STRIPS, the final principal ...

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