Vanguard Long-Term Treasury ETF (VGLT)

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Vanguard Long-Term Treasury ETF (VGLT) is down 2.0% since the beginning of the year. VGLT is currently trading at $53 per share. Investors who bought $1,000 worth of VGLT shares 5 years ago would now be looking at an investment worth $709.

Vanguard Long-Term Treasury ETF (VGLT) has returned -1.98% so far this year and -0.89% over the past 12 months. Over the last ten years, VGLT has returned -1.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.47% annually.

Based on dividend-adjusted daily data since Nov 24, 2009, VGLT's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.

Historically, 50% of months were positive and 50% were negative. The best month was Aug 2019 with a return of +10.7%, while the worst month was Apr 2022 at -9.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 7 months.

On a daily basis, VGLT closed higher 51% of trading days. The best single day was Mar 20, 2020 with a return of +6.6%, while the worst single day was Mar 17, 2020 at -6.6%.

Vanguard Long-Term Treasury ETF has an annualized alpha of 6.29%, beta of -0.22, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since November 24, 2009.

• This ETF captured 2.33% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -13.71%) - a profile typical of hedging or uncorrelated assets.
• Beta of -0.22 may look defensive, but with R2 of 0.08 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.08 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

VGLT has an expense ratio of 0.03%, which is considered low.

VGLT ranks 8 for risk / return — above 8% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Vanguard Long-Term Treasury ETF provided a 4.74% dividend yield over the last twelve months, with an annual payout of $2.52 per share. The fund has been increasing its distributions for 4 consecutive years.

The table displays the monthly dividend distributions for Vanguard Long-Term Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Vanguard Long-Term Treasury ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Long-Term Treasury ETF was 46.18%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Vanguard Long-Term Treasury ETF drawdown is 37.83%.

The chart below shows the rolling one-month volatility.