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Vanguard Extended Duration Treasury ETF (EDV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9219107094
CUSIP921910709
IssuerVanguard
Inception DateDec 6, 2007
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBarclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index
Home Pageadvisors.vanguard.com
Asset ClassBond

Expense Ratio

EDV has an expense ratio of 0.06% which is considered to be low.


Expense ratio chart for EDV: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Extended Duration Treasury ETF

Popular comparisons: EDV vs. TLT, EDV vs. VGLT, EDV vs. ZROZ, EDV vs. BLV, EDV vs. TMF, EDV vs. GOVZ, EDV vs. BND, EDV vs. VTEB, EDV vs. VNQI, EDV vs. VGSH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Extended Duration Treasury ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
70.58%
256.30%
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Extended Duration Treasury ETF had a return of -9.37% year-to-date (YTD) and -11.06% in the last 12 months. Over the past 10 years, Vanguard Extended Duration Treasury ETF had an annualized return of -0.01%, while the S&P 500 had an annualized return of 10.99%, indicating that Vanguard Extended Duration Treasury ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-9.37%11.18%
1 month3.74%5.60%
6 months4.30%17.48%
1 year-11.06%26.33%
5 years (annualized)-6.18%13.16%
10 years (annualized)-0.01%10.99%

Monthly Returns

The table below presents the monthly returns of EDV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.99%-2.62%1.11%-9.12%-9.37%
202310.18%-6.37%5.96%0.16%-4.23%1.01%-3.97%-4.67%-11.41%-8.01%14.03%12.50%1.36%
2022-4.73%-2.52%-6.38%-12.59%-4.03%-1.42%2.39%-5.15%-10.20%-9.09%10.08%-3.03%-39.15%
2021-4.70%-7.74%-6.27%2.88%-0.11%5.48%4.97%-0.28%-3.84%3.53%3.60%-2.72%-6.19%
202010.32%8.24%8.03%2.36%-3.23%0.47%6.29%-6.73%1.07%-4.49%2.42%-1.78%23.59%
20190.18%-1.77%7.50%-3.00%9.74%0.74%0.44%15.47%-3.50%-1.99%-0.08%-4.56%18.67%
2018-4.27%-4.29%4.11%-2.77%2.33%1.35%-2.21%1.65%-4.10%-4.61%2.18%8.08%-3.40%
20171.25%1.95%-0.97%1.84%3.20%1.25%-1.26%4.89%-3.37%0.09%1.35%3.16%13.94%
20168.43%4.07%-0.19%-1.10%1.02%9.72%3.35%-1.47%-2.33%-6.18%-11.49%-0.36%1.60%
201514.25%-9.12%1.45%-5.62%-3.64%-6.09%7.04%-0.79%2.21%-0.41%-1.43%-0.74%-4.85%
20149.71%0.35%1.92%2.95%4.10%-0.26%1.48%6.98%-2.97%4.19%4.34%5.31%44.64%
2013-5.03%1.55%-0.70%7.32%-9.77%-4.56%-3.61%-1.14%-0.41%1.89%-4.37%-2.01%-19.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EDV is 4, indicating that it is in the bottom 4% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EDV is 44
EDV (Vanguard Extended Duration Treasury ETF)
The Sharpe Ratio Rank of EDV is 44Sharpe Ratio Rank
The Sortino Ratio Rank of EDV is 44Sortino Ratio Rank
The Omega Ratio Rank of EDV is 44Omega Ratio Rank
The Calmar Ratio Rank of EDV is 44Calmar Ratio Rank
The Martin Ratio Rank of EDV is 33Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EDV
Sharpe ratio
The chart of Sharpe ratio for EDV, currently valued at -0.51, compared to the broader market0.002.004.00-0.51
Sortino ratio
The chart of Sortino ratio for EDV, currently valued at -0.60, compared to the broader market0.005.0010.00-0.60
Omega ratio
The chart of Omega ratio for EDV, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.93
Calmar ratio
The chart of Calmar ratio for EDV, currently valued at -0.20, compared to the broader market0.005.0010.0015.00-0.20
Martin ratio
The chart of Martin ratio for EDV, currently valued at -0.89, compared to the broader market0.0020.0040.0060.0080.00100.00-0.89
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Vanguard Extended Duration Treasury ETF Sharpe ratio is -0.51. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Extended Duration Treasury ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.51
2.38
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Extended Duration Treasury ETF granted a 4.09% dividend yield in the last twelve months. The annual payout for that period amounted to $2.97 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.97$2.87$2.72$2.74$8.44$4.56$3.30$3.53$5.82$4.81$3.87$4.47

Dividend yield

4.09%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%5.03%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.77$0.00$0.77
2023$0.00$0.00$0.00$0.67$0.00$0.00$0.73$0.00$0.00$0.74$0.00$0.74$2.87
2022$0.00$0.00$0.00$0.64$0.00$0.00$0.71$0.00$0.00$0.68$0.00$0.69$2.72
2021$0.00$0.00$0.00$0.65$0.00$0.00$0.70$0.00$0.00$0.71$0.00$0.68$2.74
2020$0.00$0.00$0.00$0.84$0.00$0.00$0.80$0.00$0.00$0.70$0.00$6.10$8.44
2019$0.00$0.00$0.82$0.00$0.00$0.79$0.00$0.00$0.83$0.00$0.00$2.11$4.56
2018$0.00$0.00$0.79$0.00$0.00$0.84$0.00$0.00$0.84$0.00$0.00$0.83$3.30
2017$0.00$0.00$0.70$0.00$0.00$0.85$0.00$0.00$0.82$0.00$0.00$1.16$3.53
2016$0.00$0.00$0.70$0.00$0.00$0.82$0.00$0.00$0.87$0.00$0.00$3.43$5.82
2015$0.00$0.00$0.75$0.00$0.00$0.91$0.00$0.00$0.88$0.00$0.00$2.27$4.81
2014$0.00$0.00$0.77$0.00$0.00$0.88$0.00$0.00$0.85$0.00$0.00$1.37$3.87
2013$0.77$0.00$0.00$0.88$0.00$0.00$0.59$0.00$0.00$2.23$4.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-52.77%
-0.09%
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Extended Duration 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 Extended Duration Treasury ETF was 59.96%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Vanguard Extended Duration Treasury ETF drawdown is 52.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.96%Mar 10, 2020911Oct 19, 2023
-41.19%Dec 29, 2008318Apr 5, 2010371Sep 21, 2011689
-29.69%Jul 25, 2012270Aug 21, 2013329Dec 10, 2014599
-24.22%Jul 11, 2016111Dec 14, 2016660Aug 1, 2019771
-23.49%Feb 2, 2015102Jun 26, 2015245Jun 16, 2016347

Volatility

Volatility Chart

The current Vanguard Extended Duration Treasury ETF volatility is 4.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.12%
3.36%
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)