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Vanguard Extended Duration Treasury ETF (EDV)

ETF · Currency in USD · Last updated Aug 13, 2022

EDV is a passive ETF by Vanguard tracking the investment results of the Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. EDV launched on Dec 6, 2007 and has a 0.06% expense ratio.

ETF Info

ISINUS9219107094
CUSIP921910709
IssuerVanguard
Inception DateDec 6, 2007
RegionNorth America (U.S.)
CategoryGovernment Bonds
Expense Ratio0.06%
Index TrackedBarclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index
ETF Home Pageadvisors.vanguard.com
Asset ClassBond

Trading Data

Previous Close$100.21
Year Range$93.38 - $145.75
EMA (50)$101.82
EMA (200)$115.25
Average Volume$265.43K

EDVShare Price Chart


Chart placeholderClick Calculate to get results

EDVPerformance

The chart shows the growth of $10,000 invested in Vanguard Extended Duration Treasury ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,784 for a total return of roughly 117.84%. All prices are adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-19.89%
-2.76%
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)

EDVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.39%12.08%
6M-19.55%-4.97%
YTD-27.54%-10.20%
1Y-25.73%-3.65%
5Y-0.18%11.89%
10Y1.66%11.81%

EDVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.73%-2.52%-6.38%-12.59%-4.03%-1.42%2.39%-1.56%
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%
202010.32%8.24%8.03%2.36%-3.23%0.47%6.29%-6.73%1.07%-4.49%2.42%-1.78%
20190.18%-1.77%7.50%-3.00%9.74%0.74%0.44%15.47%-3.50%-1.99%-0.08%-4.56%
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%
20171.25%1.95%-0.97%1.84%3.20%1.25%-1.26%4.89%-3.37%0.09%1.35%3.16%
20168.43%4.07%-0.19%-1.10%1.02%9.72%3.35%-1.47%-2.33%-6.18%-11.49%-0.36%
201514.25%-9.12%1.45%-5.62%-3.64%-6.09%7.04%-0.79%2.21%-0.41%-1.43%-0.74%
20149.71%0.35%1.92%2.95%4.10%-0.26%1.48%6.98%-2.97%4.19%4.34%5.31%
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%
2012-1.53%-3.28%-6.63%6.72%14.08%-2.23%5.81%-2.54%-4.03%-0.39%1.78%-3.60%
2011-6.20%2.70%-0.12%3.12%5.73%-4.34%5.99%16.37%23.76%-6.68%3.46%5.43%
20103.79%-0.74%-4.18%6.05%8.41%8.31%-2.24%12.88%-4.38%-9.13%-1.87%-4.15%

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 Extended Duration Treasury ETF Sharpe ratio is -1.11. 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.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-1.11
-0.20
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)

EDVDividend History

Vanguard Extended Duration Treasury ETF granted a 2.72% dividend yield in the last twelve months. The annual payout for that period amounted to $2.73 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$2.73$2.74$8.44$4.56$3.30$3.53$5.82$4.81$3.87$4.47$8.74$6.24$3.87

Dividend yield

2.72%1.98%5.73%3.82%3.28%3.40%6.38%5.35%4.10%6.84%10.74%7.85%7.59%

EDVDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-38.77%
-10.77%
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)

EDVWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Extended 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 Vanguard Extended Duration Treasury ETF is 42.95%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.95%Mar 10, 2020572Jun 14, 2022
-29.69%Jul 25, 2012270Aug 21, 2013329Dec 10, 2014599
-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 Extended Duration Treasury ETF volatility is 32.53%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
32.53%
16.68%
EDV (Vanguard Extended Duration Treasury ETF)
Benchmark (^GSPC)