WIW vs. EDV
Compare and contrast key facts about Western Asset Inflation-Linked Opportunities & Income Fund (WIW) and Vanguard Extended Duration Treasury ETF (EDV).
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.
Performance
WIW vs. EDV - Performance Comparison
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WIW vs. EDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIW Western Asset Inflation-Linked Opportunities & Income Fund | 0.67% | 13.17% | 3.83% | 5.10% | -25.30% | 17.66% | 11.46% | 18.27% | -7.57% | 6.46% |
EDV Vanguard Extended Duration Treasury ETF | -0.09% | 0.65% | -12.78% | 1.65% | -39.15% | -6.19% | 23.59% | 18.67% | -3.40% | 13.94% |
Returns By Period
In the year-to-date period, WIW achieves a 0.67% return, which is significantly higher than EDV's -0.09% return. Over the past 10 years, WIW has outperformed EDV with an annualized return of 3.93%, while EDV has yielded a comparatively lower -2.98% annualized return.
WIW
- 1D
- 1.20%
- 1M
- -2.15%
- YTD
- 0.67%
- 6M
- -0.63%
- 1Y
- 4.94%
- 3Y*
- 6.53%
- 5Y*
- 1.95%
- 10Y*
- 3.93%
EDV
- 1D
- -0.29%
- 1M
- -6.06%
- YTD
- -0.09%
- 6M
- -2.80%
- 1Y
- -4.24%
- 3Y*
- -6.57%
- 5Y*
- -9.52%
- 10Y*
- -2.98%
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WIW vs. EDV - Expense Ratio Comparison
Return for Risk
WIW vs. EDV — Risk / Return Rank
WIW
EDV
WIW vs. EDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Inflation-Linked Opportunities & Income Fund (WIW) 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.
| WIW | EDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | -0.25 | +0.86 |
Sortino ratioReturn per unit of downside risk | 0.87 | -0.22 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.97 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | -0.20 | +1.45 |
Martin ratioReturn relative to average drawdown | 3.49 | -0.39 | +3.88 |
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
| WIW | EDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | -0.25 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.44 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | -0.15 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.12 | +0.19 |
Correlation
The correlation between WIW and EDV is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WIW vs. EDV - Dividend Comparison
WIW's dividend yield for the trailing twelve months is around 8.87%, more than EDV's 4.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WIW Western Asset Inflation-Linked Opportunities & Income Fund | 8.87% | 8.68% | 8.78% | 10.38% | 11.81% | 6.93% | 3.20% | 3.74% | 4.26% | 3.70% | 3.61% | 3.91% |
EDV Vanguard Extended Duration Treasury ETF | 4.94% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
Drawdowns
WIW vs. EDV - Drawdown Comparison
The maximum WIW drawdown since its inception was -29.49%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for WIW and EDV.
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Drawdown Indicators
| WIW | EDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.49% | -59.96% | +30.47% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -13.84% | +9.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.49% | -55.03% | +25.54% |
Max Drawdown (10Y)Largest decline over 10 years | -29.49% | -59.96% | +30.47% |
Current DrawdownCurrent decline from peak | -7.13% | -54.16% | +47.03% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -23.14% | +15.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 7.24% | -5.62% |
Volatility
WIW vs. EDV - Volatility Comparison
The current volatility for Western Asset Inflation-Linked Opportunities & Income Fund (WIW) is 2.37%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 5.45%. This indicates that WIW 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.
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Volatility by Period
| WIW | EDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 5.45% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 4.91% | 9.92% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.12% | 17.29% | -9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.27% | 21.64% | -11.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.01% | 19.85% | -9.84% |