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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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S&P 500

EDVPerformance

The chart shows the growth of $10,000 invested in Vanguard Ext Duration Treasury ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $29,509 for a total return of roughly 195.09%. All prices are adjusted for splits and dividends.


EDV (Vanguard Ext Duration Treasury ETF)
Benchmark (S&P 500)

EDVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.63%
6M-1.75%
YTD-6.89%
1Y-13.53%
5Y4.25%
10Y10.13%

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 -0.87. 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.


EDV (Vanguard Ext Duration Treasury ETF)
Benchmark (S&P 500)

EDVDividends

Vanguard Ext Duration Treasury ETF granted a 5.81% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $8.16 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$8.16$8.45$4.56$3.30$3.53$5.82$4.81$2.50$4.47$8.74$6.24$3.87

Dividend yield

5.81%5.54%3.51%2.90%2.92%5.32%4.24%2.02%5.03%7.54%5.12%4.67%

EDVDrawdowns Chart

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


EDV (Vanguard Ext Duration Treasury ETF)
Benchmark (S&P 500)

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 Vanguard Ext Duration Treasury ETF 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 24.41%. 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.


EDV (Vanguard Ext Duration Treasury ETF)
Benchmark (S&P 500)

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