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Vanguard Ext Duration Treasury ETF

EDV
ETF · Currency in USD
ISIN
US9219107094
CUSIP
921910709
Issuer
Vanguard
Inception Date
Dec 6, 2007
Region
North America (U.S.)
Category
Government Bonds
Expense Ratio
0.07%
Index Tracked
Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index
ETF Home Page
investor.vanguard.com
Asset Class
Bond

EDVPrice Chart


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EDVPerformance

The chart shows the growth of $10,000 invested in EDV on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $26,665 for a total return of roughly 166.65%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%20122014201620182020
166.65%
259.57%
S&P 500

EDVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.69%
YTD-15.86%
6M-17.23%
1Y-19.67%
5Y3.80%
10Y10.01%

EDVMonthly Returns Heatmap


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EDVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard Ext Duration Treasury ETF Sharpe ratio is -1.20. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.0020122014201620182020
-1.20

EDVDividends

Vanguard Ext Duration Treasury ETF granted a 6.47% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $8.25 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$8.25$8.45$4.56$3.30$3.53$5.82$4.81$2.87$4.47$8.74$6.24$3.87
Dividend yield
6.47%5.54%3.51%2.90%2.92%5.32%4.24%2.32%5.03%7.54%5.12%4.67%

EDVDrawdowns Chart


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%20122014201620182020
-24.22%

EDVWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Ext Duration Treasury ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 29.69%, recorded on Aug 21, 2013. It took 329 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-29.69%Jul 25, 2012270Aug 21, 2013329Dec 10, 2014599
-27.34%Mar 10, 2020259Mar 18, 2021
-26.93%Aug 27, 2010116Feb 10, 2011125Aug 10, 2011241
-24.22%Jul 11, 2016111Dec 14, 2016660Aug 1, 2019771
-23.49%Feb 2, 2015102Jun 26, 2015245Jun 16, 2016347
-16.61%Oct 4, 201118Oct 27, 201136Dec 19, 201154
-15.64%Dec 20, 201161Mar 19, 201242May 17, 2012103
-11.4%Aug 29, 201951Nov 8, 201970Feb 21, 2020121
-8.47%Sep 23, 20113Sep 27, 20114Oct 3, 20117
-8.14%Aug 11, 20111Aug 11, 20115Aug 18, 20116

EDVVolatility Chart

Current Vanguard Ext Duration Treasury ETF volatility is 16.92%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%20.00%40.00%60.00%80.00%20122014201620182020
16.92%

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