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CUSIP
922040852
Issuer
Vanguard
Inception Date
Feb 7, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Short Treasury Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$991M

Share Price Chart


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Performance

VGUS Performance Chart

Vanguard Ultra-Short Treasury ETF (VGUS) is up 1.6% since the beginning of the year. VGUS is currently trading at $76 per share.


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S&P 500 Index

Returns By Period

Vanguard Ultra-Short Treasury ETF (VGUS) has returned 1.61% so far this year and 3.85% over the past 12 months.


Vanguard Ultra-Short Treasury ETF

1D
0.01%
1M
0.20%
YTD
1.61%
6M
1.69%
1Y
3.85%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGUS Monthly Returns History

Based on dividend-adjusted daily data since Feb 11, 2025, VGUS's average daily return is +0.02%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.

Historically, 100% of months were positive and 0% were negative. The best month was Aug 2025 with a return of +0.5%, while the worst month was Jun 2026 at 0.2%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 0 months.

On a daily basis, VGUS closed higher 75% of trading days. The best single day was Aug 1, 2025 with a return of +0.2%, while the worst single day was Sep 15, 2025 at -0.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.28%0.27%0.25%0.29%0.30%0.19%1.61%
20250.26%0.34%0.39%0.27%0.36%0.27%0.48%0.37%0.33%0.29%0.38%3.78%

Benchmark Metrics

Vanguard Ultra-Short Treasury ETF has an annualized alpha of 4.04%, beta of -0.00, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since February 11, 2025.

  • This ETF captured 7.08% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -13.93%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.00 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.04%
Beta
-0.00
0.03
Upside Capture
7.08%
Downside Capture
-13.93%

Expense Ratio

VGUS has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

VGUS ranks 99 for risk / return — in the top 99% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VGUS Risk / Return Rank: 9999
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 9999
Sortino Ratio Rank
VGUS Omega Ratio Rank: 9999
Omega Ratio Rank
VGUS Calmar Ratio Rank: 9999
Calmar Ratio Rank
VGUS Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Ultra-Short Treasury ETF (VGUS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGUSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+10.06

Sortino ratioReturn per unit of downside risk

+31.64

Omega ratioGain probability vs. loss probability

10.49

1.32

+9.17

Calmar ratioReturn relative to maximum drawdown

53.13

2.46

+50.67

Martin ratioReturn relative to average drawdown

402.18

10.92

+391.27

Dividends

Dividend History

Vanguard Ultra-Short Treasury ETF provided a 3.60% dividend yield over the last twelve months, with an annual payout of $2.72 per share.


3.12%$0.00$0.50$1.00$1.50$2.002025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$2.72$2.36

Dividend yield

3.60%3.12%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Ultra-Short Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.22$0.19$0.22$0.22$0.22$1.07
2025$0.26$0.21$0.24$0.22$0.25$0.24$0.24$0.24$0.47$2.36

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Ultra-Short 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 Ultra-Short Treasury ETF was 0.07%, occurring on Sep 15, 2025. Recovery took 6 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 pullback2025
-0.07%Sep 2025
0s8d
8dSep 2025 - Sep 2025
2025 selloff2025
-0.05%May 2025
0s4d
4dMay 2025 - May 2025
2025 pullback2025
-0.05%Jul 2025
0s1d
1dJul 2025 - Aug 2025
2025 pullback2025
-0.05%Aug 2025
1d2d
3dAug 2025 - Aug 2025
2026 pullback2026
-0.03%May 2026
0s3d
3dMay 2026 - May 2026

Drawdown Indicators


VGUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

-56.78%

+56.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-9.10%

+9.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-3.21%

+3.21%

Average Drawdown

Average peak-to-trough decline

-0.00%

-10.71%

+10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.04%

-2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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