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 | 2.93% | -7.65% |
| 1Y Return | 22.72% | 17.76% |
| 3Y Return (Ann) | -5.65% | -16.95% |
| 5Y Return (Ann) | -2.97% | -8.86% |
| 10Y Return (Ann) | 1.20% | -0.87% |
| Sharpe Ratio | 1.57 | 0.82 |
| Sortino Ratio | 2.33 | 1.29 |
| Omega Ratio | 1.28 | 1.15 |
| Calmar Ratio | 0.69 | 0.29 |
| Martin Ratio | 6.91 | 2.06 |
| Ulcer Index | 3.47% | 8.36% |
| Daily Std Dev | 15.31% | 21.06% |
| Max Drawdown | -38.35% | -59.96% |
| Current Drawdown | -19.76% | -51.87% |
Correlation
The correlation between VNQI and EDV is -0.16. 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.
Performance
VNQI vs. EDV - Performance Comparison
In the year-to-date period, VNQI achieves a 2.93% return, which is significantly higher than EDV's -7.65% return. Over the past 10 years, VNQI has outperformed EDV with an annualized return of 1.20%, while EDV has yielded a comparatively lower -0.87% 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 - Expense Ratio Comparison
VNQI has a 0.12% expense ratio, which is higher than EDV's 0.06% 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%.
Risk-Adjusted Performance
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.
Dividends
VNQI vs. EDV - Dividend Comparison
VNQI's dividend yield for the trailing twelve months is around 3.63%, less than EDV's 4.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.63% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
EDV Vanguard Extended Duration Treasury ETF | 4.20% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% |
Drawdowns
VNQI vs. EDV - Drawdown Comparison
The maximum VNQI drawdown since its inception was -38.35%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for VNQI and EDV. For additional features, visit the drawdowns tool.
Volatility
VNQI vs. EDV - Volatility Comparison
The current volatility for Vanguard Global ex-U.S. Real Estate ETF (VNQI) is 3.72%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 4.98%. 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.