Vaneck 5-10 Year Australian Government Bond ETF

10-Year Study

5GOV.AU · · AU · ETF

Executive Summary: Vaneck 5-10 Year Australian Government Bond ETF has compounded at 3.6% annually over the last 10 years, with a maximum drawdown of 3.4% and an annualized volatility of 14.0%.

1Y CAGR
-1.3%
3Y CAGR
+3.6%
5Y CAGR
+3.6%
10Y CAGR
+3.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
3.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +3.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.11.2-2.40.4————————-0.7%
20250.21.30.32.0-0.11.10.00.20.00.6-1.5-0.83.2%
2024-0.2-0.11.1-2.60.30.92.21.30.5-2.91.20.41.9%
2023—————————-3.04.53.55.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.1% of variance. Idiosyncratic stock-specific factors contribute 2.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-019700.148898663334
2023-11-0110139.785038251552
2023-12-0110495.408957880505
2024-01-0110474.507521949716
2024-02-0110459.296753324546
2024-03-0110570.157798353557
2024-04-0110296.043060808846
2024-05-0110325.673039073063
2024-06-0110422.970613907479
2024-07-0110647.75197247942
2024-08-0110788.670865494874
2024-09-0110838.153998870423
2024-10-0110526.194184394735
2024-11-0110656.630269215628
2024-12-0110698.133632271647
2025-01-0110721.110236355233
2025-02-0110861.772407537354
2025-03-0110894.140752023824
2025-04-0111106.62085608174
2025-05-0111095.068373581611
2025-06-0111215.962963596843
2025-07-0111219.10780605521
2025-08-0111237.056940902632
2025-09-0111238.1266152082
2025-10-0111302.799123722809
2025-11-0111135.97271902651
2025-12-0111043.317530678258
2026-01-0111057.223296650636
2026-02-0111188.79323623543
2026-03-0110919.235311232436
2026-04-0110962.022283455133
Annual Return Matrix
YearAnnual Return
20240.019315557421792917
20250.032265805445292006
2026-0.007361487795428001
Total Factor Risk
0.13970201359234777
VTI.US Exposure
-0.01689407590440667
VEA.US Exposure
0.015424855120093287
VWO.US Exposure
-0.004894726274269378
QQQ.US Exposure
0.06389656829632256
VTV.US Exposure
0.0036493213658102784
IJR.US Exposure
0.0017186502009047578
QUAL.US Exposure
-0.008490245676890296
SHV.US Exposure
0.7206782691387281
TLT.US Exposure
0.05182356143965943
LQD.US Exposure
0.07692042085418649
HYG.US Exposure
0.047191954566691896
GLD.US Exposure
-0.0010961811140200038
USO.US Exposure
-0.004889397849644498
VNQ.US Exposure
0.008497291249351556
BTC-USD.CC Exposure
0.00786844539717443
CPER.US Exposure
-0.0010681922438842764
VIX.INDX Exposure
-0.0014557188467621174
UUP.US Exposure
0.017556127692222732
TIP.US Exposure
-0.0036757240346673775
Idiosyncratic Exposure
0.027238796623399272
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$26
Avg Yield on Cost
0.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$25.670.26%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vaneck 5-10 Year Australian Government Bond ETF a high-risk investment?

Vaneck 5-10 Year Australian Government Bond ETF (5GOV.AU) has an annualized volatility of 14.0% and experienced a maximum drawdown of 3.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 5GOV.AU?

Over the past 10 years, 5GOV.AU has generated a Compound Annual Growth Rate (CAGR) of 3.6%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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