Correlation
The correlation between EDV and SPTL is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
EDV vs. SPTL
Compare and contrast key facts about Vanguard Extended Duration Treasury ETF (EDV) and SPDR Portfolio Long Term Treasury ETF (SPTL).
EDV and SPTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDV is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. It was launched on Dec 6, 2007. SPTL is a passively managed fund by State Street that tracks the performance of the Bloomberg US Aggregate Government - Treasury - Long. It was launched on May 23, 2007. Both EDV and SPTL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDV or SPTL.
Performance
EDV vs. SPTL - Performance Comparison
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Key characteristics
EDV:
-0.33
SPTL:
-0.01
EDV:
-0.16
SPTL:
0.24
EDV:
0.98
SPTL:
1.03
EDV:
-0.08
SPTL:
0.04
EDV:
-0.37
SPTL:
0.20
EDV:
12.36%
SPTL:
7.43%
EDV:
20.92%
SPTL:
13.05%
EDV:
-59.96%
SPTL:
-46.20%
EDV:
-56.62%
SPTL:
-39.93%
Returns By Period
In the year-to-date period, EDV achieves a -4.61% return, which is significantly lower than SPTL's -0.20% return. Over the past 10 years, EDV has underperformed SPTL with an annualized return of -1.83%, while SPTL has yielded a comparatively higher -0.21% annualized return.
EDV
-4.61%
-4.36%
-13.38%
-6.81%
-11.11%
-13.64%
-1.83%
SPTL
-0.20%
-2.30%
-5.83%
-0.16%
-5.14%
-8.39%
-0.21%
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EDV vs. SPTL - Expense Ratio Comparison
Both EDV and SPTL have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
EDV vs. SPTL — Risk-Adjusted Performance Rank
EDV
SPTL
EDV vs. SPTL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and SPDR Portfolio Long Term Treasury ETF (SPTL). 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.
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Dividends
EDV vs. SPTL - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 4.97%, more than SPTL's 4.52% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 4.97% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
SPTL SPDR Portfolio Long Term Treasury ETF | 4.18% | 4.03% | 3.24% | 2.75% | 1.68% | 1.71% | 2.45% | 2.69% | 2.53% | 2.56% | 2.60% | 2.64% |
Drawdowns
EDV vs. SPTL - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than SPTL's maximum drawdown of -46.20%. Use the drawdown chart below to compare losses from any high point for EDV and SPTL.
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Volatility
EDV vs. SPTL - Volatility Comparison
Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 5.37% compared to SPDR Portfolio Long Term Treasury ETF (SPTL) at 3.39%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than SPTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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