EDV vs. VNQI
EDV (Vanguard Extended Duration Treasury ETF) and VNQI (Vanguard Global ex-U.S. Real Estate ETF) are both exchange-traded funds - EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while VNQI is a REIT fund tracking the S&P Global ex-U.S. Property Index. Both are passively managed. Over the past 10 years, EDV returned -4.40%/yr vs 2.09%/yr for VNQI. Their -0.10 correlation means they have often moved in opposite directions in the past. EDV charges 0.05%/yr vs 0.12%/yr for VNQI.
Performance
EDV vs. VNQI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDV achieves a -5.76% return, which is significantly lower than VNQI's 0.13% return. Over the past 10 years, EDV has underperformed VNQI with an annualized return of -4.40%, while VNQI has yielded a comparatively higher 2.09% annualized return.
EDV
- 1D
- 0.47%
- 1M
- -5.91%
- 6M
- -5.09%
- YTD
- -5.76%
- 1Y
- -5.56%
- 3Y*
- -4.58%
- 5Y*
- -12.82%
- 10Y*
- -4.40%
- ALL TIME*
- 2.37%
VNQI
- 1D
- -0.28%
- 1M
- 1.26%
- 6M
- -4.20%
- YTD
- 0.13%
- 1Y
- 5.67%
- 3Y*
- 8.45%
- 5Y*
- -0.89%
- 10Y*
- 2.09%
- ALL TIME*
- 3.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $91.73M | $72.86M | $67.75M | |
| $10.05M | $9.96M | $13.08M |
EDV vs. VNQI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | -5.76% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.13% | 21.38% | -2.22% | 6.99% | -22.94% | 5.93% | -7.22% | 21.59% | -9.44% | 26.91% |
Correlation
The correlation between EDV and VNQI is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2010 | -0.10 |
The correlation between EDV and VNQI shifts across timeframes, from -0.10 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDV vs. VNQI — Risk / Return Rank
EDV
VNQI
EDV vs. VNQI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.
| EDV | VNQI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.08 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.39 | -0.81 |
| Martin ratioReturn relative to average drawdown | -0.87 | 0.88 | -1.75 |
Loading charts...
Drawdowns
EDV vs. VNQI - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for EDV and VNQI.
Loading charts...
Drawdown Indicators
| EDV | VNQI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -38.35% | -21.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -14.78% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | -16.35% | -6.39% |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | -34.92% | -20.11% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -38.35% | -21.61% |
Current DrawdownCurrent decline from peak | -56.76% | -9.57% | -47.19% |
Average DrawdownAverage peak-to-trough decline | -23.70% | -10.88% | -12.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 6.48% | -0.09% |
Volatility
EDV vs. VNQI - Volatility Comparison
Vanguard Extended Duration Treasury ETF (EDV) has a higher volatility of 3.91% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.45%. This indicates that EDV's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EDV | VNQI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.45% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 12.06% | -1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 13.92% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 15.57% | +5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 15.92% | +3.82% |
EDV vs. VNQI - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is lower than VNQI's 0.12% 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. VNQI - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 5.42%, more than VNQI's 4.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 5.42% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 4.70% | 4.70% | 5.16% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% |
Frequently Asked Questions
EDV and VNQI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDV has higher volatility (3.91%) compared to VNQI (3.45%). In terms of maximum drawdown, EDV dropped -59.96% vs VNQI's -38.35%.
On 10-year performance, VNQI leads with 2.09% vs -4.40% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, VNQI has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VNQI has performed better with a 2.09% return vs -4.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.12% for VNQI.
EDV has the higher dividend yield at 5.42%, compared with 4.70% for VNQI.
EDV is categorized as Government Bonds, while VNQI is REIT. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while VNQI tracks S&P Global ex-U.S. Property Index. Their fees differ too: 0.05% for EDV and 0.12% for VNQI.
VNQI currently has the higher Sharpe Ratio (0.41 vs -0.40), 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.
Find the right allocation for EDV and VNQI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer