- CUSIP
- 922020698
- Issuer
- Vanguard
- Inception Date
- Jul 7, 2025
- Category
- Inflation-Protected Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- ICE U.S. Treasury Inflation Linked Bond Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $159M
Highlights
- Avg. Volume (1M)
- 47K
- Avg. Volume Value (1M)
- $3.51M
Share Price Chart
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Performance
VTP Performance Chart
Vanguard Total Inflation-Protected Securities ETF (VTP) is up 0.7% since the beginning of the year. VTP is currently trading at $75 per share.
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Returns By Period
Vanguard Total Inflation-Protected Securities ETF (VTP) has returned 0.73% so far this year and 1.80% over the past 12 months.
Vanguard Total Inflation-Protected Securities ETF
- 1D
- 0.17%
- 1M
- -0.69%
- 6M
- 0.36%
- YTD
- 0.73%
- 1Y
- 1.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.00%
Benchmark (S&P 500 Index)
- 1D
- 1.79%
- 1M
- 2.64%
- 6M
- 12.40%
- YTD
- 13.02%
- 1Y
- 22.82%
- 3Y*
- 19.99%
- 5Y*
- 11.80%
- 10Y*
- 13.49%
- ALL TIME*
- 8.15%
VTP Monthly Returns History
Based on dividend-adjusted daily data since Jul 9, 2025, VTP's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, an investment would double in approximately 25.1 years.
Historically, 71% of months were positive and 29% were negative. The best month was Aug 2025 with a return of +1.6%, while the worst month was Mar 2026 at -1.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, VTP closed higher 55% of trading days. The best single day was Aug 22, 2025 with a return of +0.7%, while the worst single day was Mar 20, 2026 at -0.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.43% | 1.28% | -1.31% | 1.07% | 0.23% | -0.43% | -0.75% | 0.24% | 0.73% | ||||
| 2025 | 0.42% | 1.59% | 0.37% | 0.36% | 0.24% | -0.54% | 2.46% |
Benchmark Metrics
Vanguard Total Inflation-Protected Securities ETF has an annualized alpha of 1.80%, beta of 0.06, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since July 09, 2025.
- This ETF participated in 25.74% of S&P 500 Index downside but only 14.35% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.06 may look defensive, but with R2 of 0.05 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 0.05 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
- 1.80%
- Beta
- 0.06
- R²
- 0.05
- Upside Capture
- 14.35%
- Downside Capture
- 25.74%
Expense Ratio
VTP has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
VTP ranks 24 for risk / return — above 24% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Vanguard Total Inflation-Protected Securities ETF (VTP) 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.
| VTP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.31 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.45 | -1.51 |
| Martin ratioReturn relative to average drawdown | 2.47 | 10.40 | -7.93 |
Dividends
Dividend History
Vanguard Total Inflation-Protected Securities ETF provided a 2.99% dividend yield over the last twelve months, with an annual payout of $2.25 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $2.25 | $1.18 |
Dividend yield | 2.99% | 1.56% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Total Inflation-Protected Securities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.01 | $0.00 | $1.07 | ||||
| 2025 | $0.47 | $0.00 | $0.71 | $1.18 |
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 Total Inflation-Protected Securities 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 Total Inflation-Protected Securities ETF was 1.92%, occurring on Mar 27, 2026. Recovery took 24 trading sessions.
The current Vanguard Total Inflation-Protected Securities ETF drawdown is 1.10%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-1.92%Mar 2026 | 25d | 1mo 5d | 2moMar 2026 - May 2026 | — |
-1.51%Jul 2026 | 2mo 17d | — | 2mo 27dMay 2026 - now | — |
-1.25%Jan 2026 | 2mo 29d | 23d | 3mo 22dOct 2025 - Feb 2026 | — |
-0.73%Sep 2025 | 9d | 17d | 26dSep 2025 - Oct 2025 | — |
-0.54%Aug 2025 | 4d | 4d | 8dAug 2025 - Aug 2025 | — |
Drawdown Indicators
| VTP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.92% | -56.78% | +54.86% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -9.10% | +7.18% |
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 DrawdownCurrent decline from peak | -1.10% | 0.00% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -10.70% | +10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 2.14% | -1.41% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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