EDV vs. VXUS
EDV (Vanguard Extended Duration Treasury ETF) and VXUS (Vanguard Total International Stock 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 VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, EDV returned -3.32%/yr vs 9.76%/yr for VXUS. At a correlation of -0.20, they often move in opposite directions. Both charge a 0.05% expense ratio.
Performance
EDV vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, EDV achieves a -0.72% return, which is significantly lower than VXUS's 14.25% return. Over the past 10 years, EDV has underperformed VXUS with an annualized return of -3.32%, while VXUS has yielded a comparatively higher 9.76% annualized return.
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%
VXUS
- 1D
- -0.99%
- 1M
- 4.68%
- YTD
- 14.25%
- 6M
- 16.92%
- 1Y
- 32.01%
- 3Y*
- 19.30%
- 5Y*
- 8.46%
- 10Y*
- 9.76%
EDV vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | -0.72% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
VXUS Vanguard Total International Stock ETF | 14.25% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between EDV and VXUS is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011 | -0.20 |
The correlation between EDV and VXUS shifts across timeframes, from -0.20 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EDV vs. VXUS — Risk / Return Rank
EDV
VXUS
EDV vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and Vanguard Total International Stock ETF (VXUS). 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.
| EDV | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.39 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 2.85 | -2.46 |
| Martin ratioReturn relative to average drawdown | 0.90 | 11.14 | -10.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDV | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 2.12 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.47 | 0.53 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.17 | 0.57 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.39 | -0.26 |
Drawdowns
EDV vs. VXUS - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EDV and VXUS.
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Drawdown Indicators
| EDV | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -35.97% | -23.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -11.27% | -1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -26.99% | -13.58% | -13.41% |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | -29.44% | -25.59% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -35.97% | -23.99% |
Current DrawdownCurrent decline from peak | -54.45% | -0.99% | -53.46% |
Average DrawdownAverage peak-to-trough decline | -23.43% | -8.22% | -15.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.38% | 2.88% | +2.50% |
Volatility
EDV vs. VXUS - Volatility Comparison
The current volatility for Vanguard Extended Duration Treasury ETF (EDV) is 4.06%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that EDV experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDV | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 5.60% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 13.00% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 15.21% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 16.05% | +5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 17.16% | +2.65% |
EDV vs. VXUS - Expense Ratio Comparison
Both EDV and VXUS have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EDV vs. VXUS - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 4.99%, more than VXUS's 2.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 2.66% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
EDV and VXUS have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (5.60%) compared to EDV (4.06%). In terms of maximum drawdown, EDV dropped -59.96% vs VXUS's -35.97%.
On 10-year performance, VXUS leads with 9.76% vs -3.32% for EDV. Both ETFs have the same 0.05% expense ratio. On volatility, EDV has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VXUS has performed better with a 9.76% return vs -3.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV and VXUS have the same expense ratio: 0.05% per year.
EDV has the higher dividend yield at 4.99%, compared with 2.66% for VXUS.
EDV is categorized as Government Bonds, while VXUS is Global Equities. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while VXUS tracks FTSE Global All Cap ex US Index.
VXUS currently has the higher Sharpe Ratio (2.12 vs 0.33), 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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