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EDV vs. BLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDV vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDV achieves a 0.88% return, which is significantly higher than BLV's 0.81% return. Over the past 10 years, EDV has underperformed BLV with an annualized return of -3.45%, while BLV has yielded a comparatively higher 0.91% annualized return.


EDV

1D
-1.20%
1M
3.55%
YTD
0.88%
6M
0.43%
1Y
4.03%
3Y*
-5.37%
5Y*
-10.33%
10Y*
-3.45%

BLV

1D
-0.55%
1M
1.61%
YTD
0.81%
6M
0.84%
1Y
5.47%
3Y*
1.85%
5Y*
-3.65%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDV vs. BLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDV
Vanguard Extended Duration Treasury ETF
0.88%0.65%-12.78%1.65%-39.15%-6.19%23.59%18.67%-3.40%13.94%
BLV
Vanguard Long-Term Bond ETF
0.81%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%

Correlation

The correlation between EDV and BLV is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2007

0.90

The correlation between EDV and BLV has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.

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Return for Risk

EDV vs. BLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDV
EDV Risk / Return Rank: 1212
Overall Rank
EDV Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 1212
Sortino Ratio Rank
EDV Omega Ratio Rank: 1111
Omega Ratio Rank
EDV Calmar Ratio Rank: 1212
Calmar Ratio Rank
EDV Martin Ratio Rank: 1212
Martin Ratio Rank

BLV
BLV Risk / Return Rank: 2020
Overall Rank
BLV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 1919
Sortino Ratio Rank
BLV Omega Ratio Rank: 1818
Omega Ratio Rank
BLV Calmar Ratio Rank: 2121
Calmar Ratio Rank
BLV Martin Ratio Rank: 2020
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.

EDV vs. BLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Long-Term Bond ETF (BLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


EDVBLVDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.06

1.12

-0.06

Calmar ratioReturn relative to maximum drawdown

0.32

0.96

-0.64

Martin ratioReturn relative to average drawdown

0.72

2.34

-1.63

EDV vs. BLV - Sharpe Ratio Comparison

The current EDV Sharpe Ratio is 0.28, which is lower than the BLV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EDV and BLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EDV vs. BLV - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for EDV and BLV.


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Drawdown Indicators


EDVBLVDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-38.29%

-21.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-5.73%

-6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-26.90%

-15.16%

-11.74%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

-36.27%

-18.76%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

-38.29%

-21.67%

Current Drawdown

Current decline from peak

-53.72%

-23.74%

-29.98%

Average Drawdown

Average peak-to-trough decline

-23.51%

-9.55%

-13.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

2.34%

+3.28%

Volatility

EDV vs. BLV - Volatility Comparison

Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 3.44% compared to Vanguard Long-Term Bond ETF (BLV) at 1.97%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDVBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

1.97%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

5.76%

+4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

7.98%

+6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

12.93%

+8.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

11.99%

+7.83%

EDV vs. BLV - Expense Ratio Comparison

EDV has a 0.05% expense ratio, which is higher than BLV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EDV vs. BLV - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.91%, more than BLV's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.78%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
EDV
Vanguard Extended Duration Treasury ETF
4.91%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%

Frequently Asked Questions


With a correlation of 0.96, EDV and BLV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EDV has higher volatility (3.44%) compared to BLV (1.97%). In terms of maximum drawdown, EDV dropped -59.96% vs BLV's -38.29%.

On 10-year performance, BLV leads with 0.91% vs -3.45% for EDV. On fees, BLV is cheaper at 0.03% per year. On volatility, BLV has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BLV has performed better with a 0.91% return vs -3.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLV is cheaper with a 0.03% expense ratio, compared with 0.05% for EDV.

EDV has the higher dividend yield at 4.91%, compared with 4.78% for BLV.

EDV is categorized as Government Bonds, while BLV is Long-Term Bond. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index. Their fees differ too: 0.05% for EDV and 0.03% for BLV.

BLV currently has the higher Sharpe Ratio (0.69 vs 0.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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