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EDV vs. IBTE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDV vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Duration Treasury ETF (EDV) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EDV

1D
-0.48%
1M
1.42%
YTD
-0.72%
6M
-3.69%
1Y
4.85%
3Y*
-5.25%
5Y*
-10.02%
10Y*
-3.32%

IBTE

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDV vs. IBTE - Yearly Performance Comparison


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Return for Risk

EDV vs. IBTE — Risk / Return Rank

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

EDV
EDV Risk / Return Rank: 1313
Overall Rank
EDV Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 1313
Sortino Ratio Rank
EDV Omega Ratio Rank: 1212
Omega Ratio Rank
EDV Calmar Ratio Rank: 1313
Calmar Ratio Rank
EDV Martin Ratio Rank: 1313
Martin Ratio Rank

IBTE
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. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.


EDVIBTEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.06

Calmar ratioReturn relative to maximum drawdown

0.39

Martin ratioReturn relative to average drawdown

0.90

EDV vs. IBTE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EDVIBTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

Drawdowns

EDV vs. IBTE - Drawdown Comparison

The maximum EDV drawdown since its inception was -59.96%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EDV and IBTE.


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Drawdown Indicators


EDVIBTEDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

0.00%

-59.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

Max Drawdown (3Y)

Largest decline over 3 years

-26.99%

Max Drawdown (5Y)

Largest decline over 5 years

-55.03%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

Current Drawdown

Current decline from peak

-54.45%

0.00%

-54.45%

Average Drawdown

Average peak-to-trough decline

-23.43%

0.00%

-23.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.38%

Volatility

EDV vs. IBTE - Volatility Comparison


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Volatility by Period


EDVIBTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

0.00%

+14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

0.00%

+21.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

0.00%

+19.81%

EDV vs. IBTE - Expense Ratio Comparison

EDV has a 0.05% expense ratio, which is lower than IBTE's 0.07% expense ratio. Despite the difference, 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. IBTE - Dividend Comparison

EDV's dividend yield for the trailing twelve months is around 4.99%, while IBTE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
4.99%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
IBTE
iShares iBonds Dec 2024 Term Treasury ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, EDV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDV is cheaper with a 0.05% expense ratio, compared with 0.07% for IBTE.

EDV has the higher dividend yield at 4.99%, compared with 0.00% for IBTE.

EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while IBTE tracks ICE 2024 Maturity US Treasury Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for EDV and 0.07% for IBTE.

Portfolio Optimizer

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