It belongs entirely to Tanzania and is part of its autonomous part, Zanzibar.

An excerpt from the article 24 facts about Zanzibar

Tanzania (United Republic of Tanzania) is a country in eastern Africa created from the merger of former British colonies: Tanganyika (German until World War I) and British Zanzibar. The name was created by combining the first syllables in the names of both countries. The island of Pemba also became part of the federal republic. The capital of Tanzania is Dodoma.