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VDE vs. BLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDE vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy ETF (VDE) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDE achieves a 22.80% return, which is significantly higher than BLV's 0.81% return. Over the past 10 years, VDE has outperformed BLV with an annualized return of 8.84%, while BLV has yielded a comparatively lower 0.91% annualized return.


VDE

1D
1.27%
1M
-8.49%
YTD
22.80%
6M
24.09%
1Y
26.80%
3Y*
15.90%
5Y*
18.82%
10Y*
8.84%

BLV

1D
-0.55%
1M
1.61%
YTD
0.81%
6M
0.84%
1Y
5.47%
3Y*
1.85%
5Y*
-3.65%
10Y*
0.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDE vs. BLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VDE
Vanguard Energy ETF
22.80%7.11%6.75%0.03%62.89%56.31%-33.02%9.28%-19.95%-2.50%
BLV
Vanguard Long-Term Bond ETF
0.81%6.44%-3.65%7.35%-26.95%-2.89%16.13%18.99%-4.17%10.74%

Correlation

The correlation between VDE and BLV is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.09

Correlation (10Y)
Calculated over the trailing 10-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.22

The correlation between VDE and BLV shifts across timeframes, from -0.23 (1 year) to -0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

VDE vs. BLV — Risk / Return Rank

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

VDE
VDE Risk / Return Rank: 3636
Overall Rank
VDE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 3535
Sortino Ratio Rank
VDE Omega Ratio Rank: 3333
Omega Ratio Rank
VDE Calmar Ratio Rank: 3939
Calmar Ratio Rank
VDE Martin Ratio Rank: 3939
Martin Ratio Rank

BLV
BLV Risk / Return Rank: 2020
Overall Rank
BLV Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BLV Sortino Ratio Rank: 1919
Sortino Ratio Rank
BLV Omega Ratio Rank: 1818
Omega Ratio Rank
BLV Calmar Ratio Rank: 2121
Calmar Ratio Rank
BLV Martin Ratio Rank: 2020
Martin Ratio Rank
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.

VDE vs. BLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) and Vanguard Long-Term Bond ETF (BLV). 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.


VDEBLVDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.22

1.12

+0.10

Calmar ratioReturn relative to maximum drawdown

1.90

0.96

+0.94

Martin ratioReturn relative to average drawdown

5.92

2.34

+3.58

VDE vs. BLV - Sharpe Ratio Comparison

The current VDE Sharpe Ratio is 1.29, which is higher than the BLV Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VDE and BLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VDE vs. BLV - Drawdown Comparison

The maximum VDE drawdown since its inception was -74.20%, which is greater than BLV's maximum drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for VDE and BLV.


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Drawdown Indicators


VDEBLVDifference

Max Drawdown

Largest peak-to-trough decline

-74.20%

-38.29%

-35.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-5.73%

-8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

-15.16%

-6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-36.27%

+9.69%

Max Drawdown (10Y)

Largest decline over 10 years

-69.29%

-38.29%

-31.00%

Current Drawdown

Current decline from peak

-13.11%

-23.74%

+10.63%

Average Drawdown

Average peak-to-trough decline

-19.94%

-9.55%

-10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

2.34%

+2.23%

Volatility

VDE vs. BLV - Volatility Comparison

Vanguard Energy ETF (VDE) has a higher volatility of 7.02% compared to Vanguard Long-Term Bond ETF (BLV) at 1.97%. This indicates that VDE's price experiences larger fluctuations and is considered to be riskier than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDEBLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

1.97%

+5.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

5.76%

+10.93%

Volatility (1Y)

Calculated over the trailing 1-year period

20.84%

7.98%

+12.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

12.93%

+13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.96%

11.99%

+17.97%

VDE vs. BLV - Expense Ratio Comparison

VDE has a 0.09% expense ratio, which is higher than BLV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VDE vs. BLV - Dividend Comparison

VDE's dividend yield for the trailing twelve months is around 2.56%, less than BLV's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
BLV
Vanguard Long-Term Bond ETF
4.78%4.67%5.09%4.06%4.17%3.37%6.12%3.57%4.07%3.63%4.16%4.37%
VDE
Vanguard Energy ETF
2.56%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Frequently Asked Questions


VDE and BLV have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VDE has higher volatility (7.02%) compared to BLV (1.97%). In terms of maximum drawdown, VDE dropped -74.20% vs BLV's -38.29%.

On 10-year performance, VDE leads with 8.84% vs 0.91% for BLV. On fees, BLV is cheaper at 0.03% per year. On volatility, BLV has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VDE has performed better with a 8.84% return vs 0.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLV is cheaper with a 0.03% expense ratio, compared with 0.09% for VDE.

BLV has the higher dividend yield at 4.78%, compared with 2.56% for VDE.

VDE is categorized as Energy Equities, while BLV is Long-Term Bond. VDE tracks MSCI US Investable Market Energy 25/50 Index, while BLV tracks Bloomberg U.S. Long Government/Credit Float Adjusted Index. Their fees differ too: 0.09% for VDE and 0.03% for BLV.

VDE currently has the higher Sharpe Ratio (1.29 vs 0.69), 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.

Portfolio Optimizer

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