Vanguard Short-Term Treasury ETF (VGSH)

ETF · Currency in USD · Last updated Aug 6, 2022

VGSH is a passive ETF by Vanguard tracking the investment results of the Barclays U.S. 1-3 Year Government Float Adjusted Index. VGSH launched on Nov 19, 2009 and has a 0.04% expense ratio.

ETF Info

ISIN	US92206C1027
CUSIP	92206C102
Issuer	Vanguard
Inception Date	Nov 19, 2009
Region	North America (U.S.)
Category	Government Bonds
Expense Ratio	0.04%
Index Tracked	Barclays U.S. 1-3 Year Government Float Adjusted Index
ETF Home Page	advisors.vanguard.com
Asset Class	Bond

Trading Data

Previous Close	$58.67
Year Range	$58.19 - $61.01
EMA (50)	$58.81
EMA (200)	$59.56
Average Volume	$3.45M

VGSHShare Price Chart

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Benchmark

VGSHPerformance

The chart shows the growth of $10,000 invested in Vanguard Short-Term Treasury ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,108 for a total return of roughly 11.08%. All prices are adjusted for splits and dividends.

VGSH (Vanguard Short-Term Treasury ETF)

Benchmark (^GSPC)

VGSHReturns in periods

Returns over 1 year are annualized

Period	Return	Benchmark
1M	-0.45%	8.19%
6M	-2.41%	-7.42%
YTD	-3.17%	-13.03%
1Y	-3.84%	-5.85%
5Y	0.78%	10.86%
10Y	0.68%	11.53%

VGSHMonthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-0.72%	-0.40%	-1.42%	-0.48%	0.56%	-0.59%	0.39%	-0.53%
2021	0.04%	-0.02%	-0.08%	0.07%	0.08%	-0.20%	0.18%	-0.01%	-0.12%	-0.30%	-0.06%	-0.18%
2020	0.56%	0.89%	1.34%	0.03%	0.08%	0.00%	0.10%	-0.05%	0.01%	-0.02%	0.03%	0.02%
2019	0.20%	0.07%	0.62%	0.22%	0.78%	0.45%	-0.06%	0.81%	-0.17%	0.37%	-0.03%	0.21%
2018	-0.31%	-0.04%	0.18%	-0.17%	0.38%	0.00%	-0.04%	0.36%	-0.15%	0.12%	0.40%	0.83%
2017	-0.20%	0.05%	0.06%	0.16%	0.10%	-0.06%	0.17%	0.20%	-0.16%	-0.12%	-0.17%	-0.02%
2016	0.58%	0.09%	0.16%	0.03%	-0.15%	0.71%	-0.12%	-0.23%	0.19%	-0.09%	-0.46%	0.38%
2015	0.48%	-0.22%	0.20%	0.10%	0.07%	0.01%	0.12%	-0.08%	0.27%	-0.15%	-0.22%	-0.06%
2014	0.12%	0.06%	-0.15%	0.14%	0.14%	-0.07%	-0.01%	0.14%	-0.06%	0.24%	0.14%	-0.23%
2013	-0.02%	0.05%	0.02%	0.07%	-0.10%	-0.01%	0.08%	-0.13%	0.24%	0.07%	0.05%	-0.00%
2012	0.02%	-0.06%	-0.06%	0.20%	0.04%	-0.05%	0.15%	0.11%	-0.04%	-0.07%	0.10%	0.03%
2011	0.22%	-0.05%	-0.11%	0.32%	0.45%	-0.00%	0.25%	0.39%	-0.14%	0.02%	0.06%	0.04%
2010	0.64%	0.15%	-0.17%	0.20%	0.48%	0.45%	0.14%	0.29%	0.08%	0.27%	-0.20%	-0.24%

VGSHSharpe 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 Short-Term Treasury ETF Sharpe ratio is -1.93. 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.

VGSH (Vanguard Short-Term Treasury ETF)

Benchmark (^GSPC)

VGSHDividend History

Vanguard Short-Term Treasury ETF granted a 0.85% dividend yield in the last twelve months. The annual payout for that period amounted to $0.50 per share.

Period	TTM	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012	2011	2010
Dividend	$0.50	$0.40	$1.07	$1.39	$1.08	$0.66	$0.50	$0.43	$0.28	$0.21	$0.32	$0.47	$0.47
Dividend yield	0.85%	0.67%	1.76%	2.34%	1.89%	1.18%	0.89%	0.77%	0.50%	0.37%	0.58%	0.85%	0.88%

VGSHDrawdowns Chart

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

VGSH (Vanguard Short-Term Treasury ETF)

Benchmark (^GSPC)

VGSHWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Short-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 Short-Term Treasury ETF is 4.71%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-4.71%	Apr 21, 2021	291	Jun 14, 2022	—	—	—
-1.09%	Sep 8, 2017	173	May 16, 2018	130	Nov 19, 2018	303
-0.94%	Jul 6, 2016	115	Dec 15, 2016	159	Aug 4, 2017	274
-0.83%	Nov 5, 2010	67	Feb 10, 2011	58	May 5, 2011	125
-0.71%	Oct 15, 2015	44	Dec 16, 2015	31	Feb 2, 2016	75
-0.65%	Sep 5, 2019	7	Sep 13, 2019	13	Oct 2, 2019	20
-0.6%	Mar 3, 2010	23	Apr 5, 2010	21	May 4, 2010	44
-0.53%	Oct 16, 2014	48	Dec 23, 2014	14	Jan 14, 2015	62
-0.48%	Mar 10, 2020	2	Mar 11, 2020	7	Mar 20, 2020	9
-0.47%	Feb 12, 2016	21	Mar 14, 2016	17	Apr 7, 2016	38

VGSHVolatility Chart

Current Vanguard Short-Term Treasury ETF volatility is 3.60%. 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.

VGSH (Vanguard Short-Term Treasury ETF)

Benchmark (^GSPC)

VGSHAlternatives

Symbol	Inception	Expense Ratio	YTD Ret.	10Y Ann. Ret.	Div. Yield
BND	Apr 3, 2007	0.03%	-9.11%	1.48%	2.28%	Compare VGSH and BND

Portfolios with Vanguard Short-Term Treasury ETF

Portfolio Name	YTD Return	10Y Return	Div. Yield	10Y Volatility	Max. Drawdown	Sharpe Ratio	Expense Ratio
David Swensen Lazy Portfolio	-13.07%	8.28%	2.88%	13.50%	-31.24%	-0.50	0.11%
FundAdvice Ultimate Buy & Hold Portfolio	-10.35%	6.45%	2.95%	11.68%	-27.38%	-0.55	0.14%
Pinwheel Portfolio	-11.76%	6.55%	2.20%	12.50%	-28.78%	-0.57	0.09%