VDE vs. VSDB
VDE (Vanguard Energy ETF) and VSDB (Vanguard Short Duration Bond ETF Shares) are both exchange-traded funds - VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index, while VSDB is a Short-Term Bond fund actively managed by Vanguard. VDE is passively managed, while VSDB is actively managed. Over the past year, VDE returned 48.54% vs 5.06% for VSDB. At a correlation of -0.22, they often move in opposite directions. VDE charges 0.09%/yr vs 0.15%/yr for VSDB.
Performance
VDE vs. VSDB - Performance Comparison
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Returns By Period
In the year-to-date period, VDE achieves a 32.48% return, which is significantly higher than VSDB's 1.00% return.
VDE
- 1D
- 0.18%
- 1M
- -1.99%
- YTD
- 32.48%
- 6M
- 28.99%
- 1Y
- 48.54%
- 3Y*
- 18.32%
- 5Y*
- 20.47%
- 10Y*
- 9.47%
VSDB
- 1D
- 0.06%
- 1M
- 0.25%
- YTD
- 1.00%
- 6M
- 1.50%
- 1Y
- 5.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDE vs. VSDB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDE Vanguard Energy ETF | 32.48% | 7.23% |
VSDB Vanguard Short Duration Bond ETF Shares | 1.00% | 4.85% |
Correlation
The correlation between VDE and VSDB is -0.26, 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 | -0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2025 | -0.22 |
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Return for Risk
VDE vs. VSDB — Risk / Return Rank
VDE
VSDB
VDE vs. VSDB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) and Vanguard Short Duration Bond ETF Shares (VSDB). 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.
| VDE | VSDB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.61 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 3.57 | +0.56 |
| Martin ratioReturn relative to average drawdown | 12.11 | 15.78 | -3.66 |
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
| VDE | VSDB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 2.94 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 2.68 | -2.39 |
Drawdowns
VDE vs. VSDB - Drawdown Comparison
The maximum VDE drawdown since its inception was -74.20%, which is greater than VSDB's maximum drawdown of -1.42%. Use the drawdown chart below to compare losses from any high point for VDE and VSDB.
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Drawdown Indicators
| VDE | VSDB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.20% | -1.42% | -72.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -1.42% | -10.38% |
Max Drawdown (3Y)Largest decline over 3 years | -21.41% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -69.29% | — | — |
Current DrawdownCurrent decline from peak | -6.27% | -0.10% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -19.96% | -0.19% | -19.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 0.32% | +3.70% |
Volatility
VDE vs. VSDB - Volatility Comparison
Vanguard Energy ETF (VDE) has a higher volatility of 7.99% compared to Vanguard Short Duration Bond ETF Shares (VSDB) at 0.55%. This indicates that VDE's price experiences larger fluctuations and is considered to be riskier than VSDB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDE | VSDB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 0.55% | +7.44% |
Volatility (6M)Calculated over the trailing 6-month period | 16.27% | 1.35% | +14.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.34% | 1.75% | +18.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.40% | 1.89% | +24.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.93% | 1.89% | +28.04% |
VDE vs. VSDB - Expense Ratio Comparison
VDE has a 0.09% expense ratio, which is lower than VSDB's 0.15% 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
VDE vs. VSDB - Dividend Comparison
VDE's dividend yield for the trailing twelve months is around 2.37%, less than VSDB's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 2.37% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
VSDB Vanguard Short Duration Bond ETF Shares | 4.16% | 3.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VDE and VSDB have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VDE has higher volatility (7.99%) compared to VSDB (0.55%). In terms of maximum drawdown, VDE dropped -74.20% vs VSDB's -1.42%.
On 1-year performance, VDE leads with 48.54% vs 5.06% for VSDB. On fees, VDE is cheaper at 0.09% per year. On volatility, VSDB has been the lower-risk option at 0.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VDE has performed better with a 48.54% return vs 5.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDE is cheaper with a 0.09% expense ratio, compared with 0.15% for VSDB.
VSDB has the higher dividend yield at 4.16%, compared with 2.37% for VDE.
VDE is categorized as Energy Equities, while VSDB is Short-Term Bond. Their fees differ too: 0.09% for VDE and 0.15% for VSDB.
VSDB currently has the higher Sharpe Ratio (2.94 vs 2.41), 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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