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Vanguard Long-Term Treasury ETF

VGLT
ETF · Currency in USD
ISIN
US92206C8477
CUSIP
92206C847
Issuer
Vanguard
Inception Date
Nov 24, 2009
Region
North America (U.S.)
Category
Government Bonds
Expense Ratio
0.05%
Index Tracked
Barclays U.S. Long Government Float Adjusted Index
ETF Home Page
investor.vanguard.com
Asset Class
Bond

VGLTPrice Chart


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S&P 500

VGLTPerformance

The chart shows the growth of $10,000 invested in Vanguard Long-Term Treasury ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $21,888 for a total return of roughly 118.88%. All prices are adjusted for splits and dividends.


VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (S&P 500)

VGLTReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.14%
6M-1.53%
YTD-4.43%
1Y-10.55%
5Y3.40%
10Y6.42%

VGLTMonthly Returns Heatmap


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VGLTSharpe 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 Long-Term Treasury ETF Sharpe ratio is -0.92. 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.


VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (S&P 500)

VGLTDividends

Vanguard Long-Term Treasury ETF granted a 2.11% dividend yield in the last twelve months, as of Jul 31, 2021. The annual payout for that period amounted to $1.92 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.92$2.06$2.05$2.03$1.99$1.98$2.23$2.14$2.04$2.28$2.33$2.24

Dividend yield

2.11%2.15%2.46%2.71%2.55%2.69%2.98%2.75%3.19%3.02%3.10%3.72%

VGLTDrawdowns Chart

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


VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (S&P 500)

VGLTWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Long-Term 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 Long-Term Treasury ETF is 20.71%, recorded on Mar 18, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.71%Aug 5, 2020156Mar 18, 2021
-17.78%Jul 26, 2012267Aug 19, 2013292Oct 15, 2014559
-16.92%Jul 11, 2016111Dec 14, 2016618Jun 3, 2019729
-14.21%Mar 10, 20207Mar 18, 202096Aug 4, 2020103
-13.98%Sep 1, 2010111Feb 8, 2011123Aug 4, 2011234
-13.81%Feb 2, 2015102Jun 26, 2015158Feb 11, 2016260
-9.07%Oct 4, 201118Oct 27, 201136Dec 19, 201154
-8.89%Dec 20, 201161Mar 19, 201241May 16, 2012102
-7.97%Aug 29, 201951Nov 8, 201969Feb 20, 2020120
-4.57%Feb 12, 201620Mar 11, 201658Jun 3, 201678

VGLTVolatility Chart

Current Vanguard Long-Term Treasury ETF volatility is 12.33%. 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.


VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (S&P 500)

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