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VEA vs. EDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEA vs. EDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Markets ETF (VEA) and Vanguard Extended Duration Treasury ETF (EDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEA achieves a 16.08% return, which is significantly higher than EDV's -0.21% return. Over the past 10 years, VEA has outperformed EDV with an annualized return of 10.67%, while EDV has yielded a comparatively lower -3.55% annualized return.


VEA

1D
1.17%
1M
4.79%
YTD
16.08%
6M
17.35%
1Y
32.96%
3Y*
19.14%
5Y*
9.87%
10Y*
10.67%

EDV

1D
-0.22%
1M
4.29%
YTD
-0.21%
6M
-0.22%
1Y
3.14%
3Y*
-5.43%
5Y*
-10.13%
10Y*
-3.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEA vs. EDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEA
Vanguard FTSE Developed Markets ETF
16.08%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%
EDV
Vanguard Extended Duration Treasury ETF
-0.21%0.65%-12.78%1.65%-39.15%-6.19%23.59%18.67%-3.40%13.94%

Correlation

The correlation between VEA and EDV 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

0.28

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

0.14

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2007

-0.20

The correlation between VEA and EDV 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

VEA vs. EDV — Risk / Return Rank

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

VEA
VEA Risk / Return Rank: 6767
Overall Rank
VEA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 6767
Sortino Ratio Rank
VEA Omega Ratio Rank: 6969
Omega Ratio Rank
VEA Calmar Ratio Rank: 6363
Calmar Ratio Rank
VEA Martin Ratio Rank: 6666
Martin Ratio Rank

EDV
EDV Risk / Return Rank: 1212
Overall Rank
EDV Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EDV Sortino Ratio Rank: 1212
Sortino Ratio Rank
EDV Omega Ratio Rank: 1212
Omega Ratio Rank
EDV Calmar Ratio Rank: 1212
Calmar Ratio Rank
EDV Martin Ratio Rank: 1212
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.

VEA vs. EDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and Vanguard Extended Duration Treasury ETF (EDV). 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.


VEAEDVDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.36

1.05

+0.32

Calmar ratioReturn relative to maximum drawdown

2.85

0.25

+2.60

Martin ratioReturn relative to average drawdown

10.96

0.57

+10.40

VEA vs. EDV - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 2.00, which is higher than the EDV Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of VEA and EDV, 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

VEA vs. EDV - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.68%, roughly equal to the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for VEA and EDV.


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Drawdown Indicators


VEAEDVDifference

Max Drawdown

Largest peak-to-trough decline

-60.68%

-59.96%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-12.54%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-26.99%

+13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-55.03%

+25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

-59.96%

+24.23%

Current Drawdown

Current decline from peak

0.00%

-54.22%

+54.22%

Average Drawdown

Average peak-to-trough decline

-13.27%

-23.48%

+10.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

5.57%

-2.56%

Volatility

VEA vs. EDV - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) has a higher volatility of 6.92% compared to Vanguard Extended Duration Treasury ETF (EDV) at 4.21%. This indicates that VEA's price experiences larger fluctuations and is considered to be riskier than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEAEDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

4.21%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

9.89%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.58%

14.37%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

21.63%

-4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

19.82%

-2.41%

VEA vs. EDV - Expense Ratio Comparison

VEA has a 0.03% expense ratio, which is lower than EDV's 0.05% 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

VEA vs. EDV - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 2.59%, less than EDV's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
EDV
Vanguard Extended Duration Treasury ETF
4.96%4.94%4.65%3.81%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%
VEA
Vanguard FTSE Developed Markets ETF
2.59%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Frequently Asked Questions


VEA and EDV 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.

VEA has higher volatility (6.92%) compared to EDV (4.21%). In terms of maximum drawdown, VEA dropped -60.68% vs EDV's -59.96%.

On 10-year performance, VEA leads with 10.67% vs -3.55% for EDV. On fees, VEA is cheaper at 0.03% per year. On volatility, EDV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VEA has performed better with a 10.67% return vs -3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEA is cheaper with a 0.03% expense ratio, compared with 0.05% for EDV.

EDV has the higher dividend yield at 4.96%, compared with 2.59% for VEA.

VEA is categorized as Foreign Large Cap Equities, while EDV is Government Bonds. VEA tracks FTSE Developed All Cap ex US Index, while EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. Their fees differ too: 0.03% for VEA and 0.05% for EDV.

VEA currently has the higher Sharpe Ratio (2.00 vs 0.22), 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

Find the right allocation for VEA and EDV

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