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 -4.40%/yr vs 9.41%/yr for VXUS. Their -0.19 correlation means they have often moved in opposite directions in the past. 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 -5.76% return, which is significantly lower than VXUS's 13.32% return. Over the past 10 years, EDV has underperformed VXUS with an annualized return of -4.40%, while VXUS has yielded a comparatively higher 9.41% 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%
VXUS
- 1D
- 0.51%
- 1M
- 0.21%
- 6M
- 6.72%
- YTD
- 13.32%
- 1Y
- 28.21%
- 3Y*
- 18.14%
- 5Y*
- 8.68%
- 10Y*
- 9.41%
- ALL TIME*
- 6.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $91.73M | $72.86M | $67.75M | |
| $365.42M | $401.26M | $508.45M |
EDV vs. VXUS - 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% |
VXUS Vanguard Total International Stock ETF | 13.32% | 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 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | -0.19 |
The correlation between EDV and VXUS shifts across timeframes, from -0.19 (all time) to 0.30 (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.
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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.31 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.51 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.87 | 9.21 | -10.08 |
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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 | -13.24% | -11.27% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | -13.58% | -9.16% |
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 | -56.76% | -2.34% | -54.42% |
Average DrawdownAverage peak-to-trough decline | -23.70% | -8.16% | -15.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | 3.07% | +3.32% |
Volatility
EDV vs. VXUS - Volatility Comparison
The current volatility for Vanguard Extended Duration Treasury ETF (EDV) is 3.91%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.30%. 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 | 3.91% | 5.30% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 14.98% | -4.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 16.87% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.52% | 16.35% | +5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 17.03% | +2.71% |
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 5.42%, more than VXUS's 2.57% 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% |
VXUS Vanguard Total International Stock ETF | 2.57% | 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 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (5.30%) compared to EDV (3.91%). In terms of maximum drawdown, EDV dropped -59.96% vs VXUS's -35.97%.
On 10-year performance, VXUS leads with 9.41% vs -4.40% for EDV. Both ETFs have the same 0.05% expense ratio. On volatility, EDV has been the lower-risk option at 3.91%. 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 9.41% return vs -4.40%. 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 5.42%, compared with 2.57% 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 (1.68 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.
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