Vanguard Extended Duration Treasury ETF (EDV)
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
| ISIN | US9219107094 |
|---|---|
| CUSIP | 921910709 |
| Issuer | Vanguard |
| Inception Date | Dec 6, 2007 |
| Region | North America (U.S.) |
| Category | Government Bonds |
| Leveraged | 1x |
| Index Tracked | Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index |
| Home Page | advisors.vanguard.com |
| Asset Class | Bond |
Expense Ratio
EDV has an expense ratio of 0.06%, which is considered low compared to other funds.
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.
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.
Returns By Period
Vanguard Extended Duration Treasury ETF had a return of -9.89% year-to-date (YTD) and 4.45% in the last 12 months. Over the past 10 years, Vanguard Extended Duration Treasury ETF had an annualized return of -1.16%, while the S&P 500 had an annualized return of 11.11%, indicating that Vanguard Extended Duration Treasury ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -9.89% | 23.08% |
| 1 month | -7.09% | 0.48% |
| 6 months | -0.57% | 10.70% |
| 1 year | 4.45% | 30.22% |
| 5 years (annualized) | -8.70% | 13.50% |
| 10 years (annualized) | -1.16% | 11.11% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.99% | -2.62% | 1.11% | -9.12% | 3.96% | 2.50% | 4.04% | 2.83% | 2.54% | -7.17% | -9.89% | ||
| 2023 | 10.18% | -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% |
| 2020 | 10.32% | 8.24% | 8.03% | 2.36% | -3.23% | 0.47% | 6.29% | -6.73% | 1.07% | -4.49% | 2.42% | -1.78% | 23.59% |
| 2019 | 0.18% | -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% |
| 2017 | 1.25% | 1.95% | -0.97% | 1.84% | 3.20% | 1.25% | -1.26% | 4.89% | -3.37% | 0.09% | 1.35% | 3.16% | 13.94% |
| 2016 | 8.43% | 4.07% | -0.19% | -1.10% | 1.02% | 9.72% | 3.35% | -1.47% | -2.33% | -6.18% | -11.49% | -0.36% | 1.60% |
| 2015 | 14.25% | -9.12% | 1.45% | -5.62% | -3.64% | -6.09% | 7.04% | -0.79% | 2.21% | -0.41% | -1.43% | -0.74% | -4.85% |
| 2014 | 9.71% | 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% | -4.57% | -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 11, indicating that it is in the bottom 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
Vanguard Extended Duration Treasury ETF provided a 4.31% dividend yield over the last twelve months, with an annual payout of $3.05 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.05 | $2.87 | $2.72 | $2.74 | $8.44 | $4.56 | $3.30 | $3.53 | $5.82 | $4.81 | $3.87 | $4.47 |
Dividend yield | 4.31% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.77 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.77 | $0.00 | $2.31 | |
| 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 53.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.96% | Mar 10, 2020 | 911 | Oct 19, 2023 | — | — | — |
| -41.19% | Dec 29, 2008 | 318 | Apr 5, 2010 | 371 | Sep 21, 2011 | 689 |
| -29.69% | Jul 25, 2012 | 270 | Aug 21, 2013 | 329 | Dec 10, 2014 | 599 |
| -24.22% | Jul 11, 2016 | 111 | Dec 14, 2016 | 660 | Aug 1, 2019 | 771 |
| -23.49% | Feb 2, 2015 | 102 | Jun 26, 2015 | 245 | Jun 16, 2016 | 347 |
Volatility
Volatility Chart
The current Vanguard Extended Duration Treasury ETF volatility is 7.08%, 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.