VNQI vs. EDV
Compare and contrast key facts about Vanguard Global ex-U.S. Real Estate ETF (VNQI) and Vanguard Extended Duration Treasury ETF (EDV).
VNQI and EDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNQI is a passively managed fund by Vanguard that tracks the performance of the S&P Global ex-U.S. Property Index. It was launched on Nov 1, 2010. EDV is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. It was launched on Dec 6, 2007. Both VNQI and EDV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNQI or EDV.
Key characteristics
| VNQI | EDV | |
|---|---|---|
| YTD Return | -5.83% | -14.10% |
| 1Y Return | 4.44% | -18.17% |
| 5Y Return (Ann) | -3.65% | -5.41% |
| 10Y Return (Ann) | 0.06% | 0.63% |
| Sharpe Ratio | 0.14 | -0.76 |
| Daily Std Dev | 17.21% | 24.40% |
| Max Drawdown | -38.35% | -56.01% |
Correlation
The correlation between VNQI and EDV is -0.20. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
VNQI vs. EDV - Performance Comparison
In the year-to-date period, VNQI achieves a -5.83% return, which is significantly higher than EDV's -14.10% return. Over the past 10 years, VNQI has underperformed EDV with an annualized return of 0.06%, while EDV has yielded a comparatively higher 0.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VNQI vs. EDV - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 0.60%, less than EDV's 3.96% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.60% | 0.57% | 6.52% | 1.00% | 8.20% | 5.40% | 4.71% | 6.58% | 3.82% | 5.63% | 4.67% | 8.24% |
EDV Vanguard Extended Duration Treasury ETF | 3.96% | 3.33% | 2.04% | 5.91% | 3.94% | 3.38% | 3.50% | 6.58% | 5.52% | 4.23% | 7.06% | 11.08% |
VNQI vs. EDV - Expense Ratio Comparison
VNQI vs. EDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.14 | ||||
EDV Vanguard Extended Duration Treasury ETF | -0.76 |
VNQI vs. EDV - Drawdown Comparison
The maximum VNQI drawdown for the period was -31.86%, higher than the maximum EDV drawdown of -56.01%. The drawdown chart below compares losses from any high point along the way for VNQI and EDV
VNQI vs. EDV - Volatility Comparison
The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 3.11%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 6.41%. This indicates that VNQI experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.