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Vanguard Long-Term Treasury ETF (VGLT)

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

VGLT is a passive ETF by Vanguard tracking the investment results of the Barclays U.S. Long Government Float Adjusted Index. VGLT launched on Nov 19, 2009 and has a 0.04% expense ratio.

ETF Info

ISINUS92206C8477
CUSIP92206C847
IssuerVanguard
Inception DateNov 19, 2009
RegionNorth America (U.S.)
CategoryGovernment Bonds
Expense Ratio0.04%
Index TrackedBarclays U.S. Long Government Float Adjusted Index
ETF Home Pageadvisors.vanguard.com
Asset ClassBond

Trading Data

Previous Close$70.72
Year Range$66.35 - $91.44
EMA (50)$71.18
EMA (200)$77.43
Average Volume$1.28M

VGLTShare Price Chart


Chart placeholderClick Calculate to get results

VGLTPerformance

The chart shows the growth of $10,000 invested in Vanguard Long-Term Treasury ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,328 for a total return of roughly 73.28%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-13.62%
-2.76%
VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (^GSPC)

VGLTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.75%12.08%
6M-13.41%-4.97%
YTD-19.89%-10.20%
1Y-18.88%-3.65%
5Y0.41%11.89%
10Y1.66%11.73%

VGLTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.70%-1.68%-4.76%-9.19%-2.03%-1.35%2.62%-1.37%
2021-3.52%-5.58%-4.91%2.29%-0.11%4.17%3.66%-0.27%-2.80%1.89%2.62%-1.91%
20207.29%6.60%6.42%0.98%-1.73%0.35%4.19%-4.80%0.81%-3.30%1.50%-1.16%
20190.48%-1.28%5.40%-1.92%6.72%1.00%0.29%10.65%-2.57%-1.10%-0.38%-2.92%
2018-3.19%-3.01%2.86%-2.04%1.88%0.56%-1.35%1.31%-2.75%-2.85%1.85%5.62%
20170.58%1.65%-0.64%1.59%1.78%0.66%-0.56%3.28%-2.24%-0.07%0.68%1.73%
20165.23%2.80%0.00%-0.31%0.66%6.16%2.10%-1.03%-1.23%-4.25%-7.73%-0.38%
20158.65%-5.49%1.39%-2.88%-2.26%-3.55%4.05%-0.61%1.87%-0.38%-0.85%-0.22%
20146.19%0.50%0.72%1.88%2.68%-0.14%0.51%4.30%-1.96%2.71%2.46%3.09%
2013-2.84%1.22%-0.11%3.91%-6.08%-3.42%-1.79%-0.70%0.33%1.04%-2.40%-2.01%
20120.20%-2.03%-4.31%4.70%7.88%-1.51%3.15%-0.86%-1.89%-0.41%1.16%-2.20%
2011-2.10%1.39%-0.10%2.17%3.34%-1.92%3.99%8.75%9.96%-3.73%2.16%2.86%
20101.85%-0.22%-1.69%2.81%3.85%5.24%-0.01%6.75%-1.74%-3.05%-1.75%-3.63%

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 -1.12. 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
-1.12
-0.20
VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (^GSPC)

VGLTDividend History

Vanguard Long-Term Treasury ETF granted a 2.35% dividend yield in the last twelve months. The annual payout for that period amounted to $1.66 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.66$1.63$2.06$2.05$2.03$1.99$1.98$2.39$2.14$2.04$2.28$2.33$2.24

Dividend yield

2.35%1.84%2.22%2.60%2.93%2.83%3.06%3.75%3.32%3.96%3.86%4.08%5.08%

VGLTDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-29.47%
-10.77%
VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (^GSPC)

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 33.82%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.82%Aug 5, 2020469Jun 14, 2022
-17.79%Jul 26, 2012267Aug 19, 2013291Oct 15, 2014558
-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 23.23%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
23.23%
16.68%
VGLT (Vanguard Long-Term Treasury ETF)
Benchmark (^GSPC)

VGLTAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
BNDApr 3, 20070.03%-8.75%1.54%2.27%Compare VGLT and BND
EDVDec 6, 20070.06%-27.54%1.66%2.72%Compare VGLT and EDV
TLTJul 26, 20020.15%-21.12%1.55%2.03%Compare VGLT and TLT