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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

ISINUS92206C1027
CUSIP92206C102
IssuerVanguard
Inception DateNov 19, 2009
RegionNorth America (U.S.)
CategoryGovernment Bonds
Expense Ratio0.04%
Index TrackedBarclays U.S. 1-3 Year Government Float Adjusted Index
ETF Home Pageadvisors.vanguard.com
Asset ClassBond

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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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.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-2.22%
-7.56%
VGSH (Vanguard Short-Term Treasury ETF)
Benchmark (^GSPC)

VGSHReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.45%8.19%
6M-2.41%-7.42%
YTD-3.17%-13.03%
1Y-3.84%-5.85%
5Y0.78%10.86%
10Y0.68%11.53%

VGSHMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.72%-0.40%-1.42%-0.48%0.56%-0.59%0.39%-0.53%
20210.04%-0.02%-0.08%0.07%0.08%-0.20%0.18%-0.01%-0.12%-0.30%-0.06%-0.18%
20200.56%0.89%1.34%0.03%0.08%0.00%0.10%-0.05%0.01%-0.02%0.03%0.02%
20190.20%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%
20160.58%0.09%0.16%0.03%-0.15%0.71%-0.12%-0.23%0.19%-0.09%-0.46%0.38%
20150.48%-0.22%0.20%0.10%0.07%0.01%0.12%-0.08%0.27%-0.15%-0.22%-0.06%
20140.12%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%
20120.02%-0.06%-0.06%0.20%0.04%-0.05%0.15%0.11%-0.04%-0.07%0.10%0.03%
20110.22%-0.05%-0.11%0.32%0.45%-0.00%0.25%0.39%-0.14%0.02%0.06%0.04%
20100.64%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.


-3.00-2.00-1.000.001.00MarchAprilMayJuneJulyAugust
-1.93
-0.31
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.


PeriodTTM202120202019201820172016201520142013201220112010
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.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-3.92%
-13.58%
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, 2021291Jun 14, 2022
-1.09%Sep 8, 2017173May 16, 2018130Nov 19, 2018303
-0.94%Jul 6, 2016115Dec 15, 2016159Aug 4, 2017274
-0.83%Nov 5, 201067Feb 10, 201158May 5, 2011125
-0.71%Oct 15, 201544Dec 16, 201531Feb 2, 201675
-0.65%Sep 5, 20197Sep 13, 201913Oct 2, 201920
-0.6%Mar 3, 201023Apr 5, 201021May 4, 201044
-0.53%Oct 16, 201448Dec 23, 201414Jan 14, 201562
-0.48%Mar 10, 20202Mar 11, 20207Mar 20, 20209
-0.47%Feb 12, 201621Mar 14, 201617Apr 7, 201638

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.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
3.60%
19.67%
VGSH (Vanguard Short-Term Treasury ETF)
Benchmark (^GSPC)

VGSHAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
BNDApr 3, 20070.03%-9.11%1.48%2.28%Compare VGSH and BND

Portfolios with Vanguard Short-Term Treasury ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownSharpe RatioExpense Ratio
David Swensen Lazy Portfolio-13.07%8.28%2.88%13.50%-31.24%-0.500.11%
FundAdvice Ultimate Buy & Hold Portfolio-10.35%6.45%2.95%11.68%-27.38%-0.550.14%
Pinwheel Portfolio-11.76%6.55%2.20%12.50%-28.78%-0.570.09%