Vanguard Extended Duration Treasury Index Fund ETF Shares

10-Year Study

EDV.US · · US · ETF

Executive Summary: Vanguard Extended Duration Treasury Index Fund ETF Shares has compounded at -3.1% annually over the last 10 years, with a maximum drawdown of 59.1% and an annualized volatility of 17.3%.

1Y CAGR
+2.4%
3Y CAGR
-6.0%
5Y CAGR
-10.2%
10Y CAGR
-3.1%

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 →
59.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +23.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.26.6-7.2-0.4————————-1.6%
2025-0.17.8-2.5-2.9-5.03.7-1.7-1.26.02.2-0.4-4.40.7%
2024-4.0-2.61.1-9.14.02.54.02.82.5-7.22.5-8.7-12.7%
202310.2-6.46.00.2-4.21.0-4.0-4.7-11.4-8.014.012.51.4%
2022-4.7-2.5-6.4-12.6-4.0-1.42.4-5.1-10.2-9.110.1-3.0-39.2%
2021-4.7-7.7-6.32.9-0.15.55.0-0.3-3.83.53.6-2.7-6.2%
202010.38.28.02.4-3.20.56.3-6.71.1-4.52.4-1.823.6%
20190.2-1.87.5-3.09.70.70.415.5-3.5-2.0-0.1-4.618.7%
2018-4.3-4.34.1-2.82.31.4-2.21.6-4.1-4.62.28.1-3.4%
20171.31.9-1.01.83.21.3-1.34.9-3.40.11.43.213.9%
2016———-1.11.09.73.4-1.5-2.3-6.2-11.5-0.4-9.8%

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 17.3%. The dominant macroeconomic risk driver is TLT.US, accounting for 109.4% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019889.579420636275
2016-05-019990.541232712992
2016-06-0110961.57304649707
2016-07-0111329.019406977406
2016-08-0111162.358431506458
2016-09-0110902.020374480679
2016-10-0110227.784417506118
2016-11-019052.654942803483
2016-12-019020.397245461272
2017-01-019133.333333333332
2017-02-019311.399465027602
2017-03-019221.250924819304
2017-04-019391.326617722381
2017-05-019691.651015878435
2017-06-019812.930396676342
2017-07-019689.272096067383
2017-08-0110162.995845427125
2017-09-019820.533834158558
2017-10-019829.787718399635
2017-11-019962.711285641113
2017-12-0110277.957998975584
2018-01-019838.768425246144
2018-02-019416.572761937281
2018-03-019803.813101132548
2018-04-019532.627625064026
2018-05-019755.050936201696
2018-06-019887.08667691082
2018-07-019668.180524728246
2018-08-019827.613681634512
2018-09-019424.358317682545
2018-10-018990.097319446815
2018-11-019186.375277445792
2018-12-019928.518581754026
2019-01-019946.013317397987
2019-02-019770.13260486028
2019-03-0110503.022024927435
2019-04-0110188.37857833931
2019-05-0111180.775140857093
2019-06-0111263.866598372317
2019-07-0111313.527972226964
2019-08-0113063.286096408854
2019-09-0112606.23755050936
2019-10-0112355.540379033633
2019-11-0112345.728757611974
2019-12-0111782.52802913892
2020-01-0112998.121905412325
2020-02-0114068.692732343065
2020-03-0115198.16743497809
2020-04-0115556.917648397928
2020-05-0115054.94280348301
2020-06-0115126.003073245689
2020-07-0116076.956348528825
2020-08-0114994.912071026121
2020-09-0115156.029821865573
2020-10-0114475.112401115473
2020-11-0114825.382732912185
2020-12-0114561.789311934437
2021-01-0113877.195378749075
2021-02-0112802.515508508337
2021-03-0112000.330089351772
2021-04-0112345.888111092141
2021-05-0112332.434124409538
2021-06-0113008.07011553127
2021-07-0113654.407831085311
2021-08-0113615.76461214501
2021-09-0113093.119344374254
2021-10-0113554.959877070172
2021-11-0114043.435205736725
2021-12-0113661.11205964373
2022-01-0113015.127198224345
2022-02-0112687.268795173864
2022-03-0111877.354732229242
2022-04-0110381.981674349781
2022-05-019963.132434124409
2022-06-019821.88833873997
2022-07-0110056.593250241875
2022-08-019538.94485231347
2022-09-018565.886972852997
2022-10-017787.479369415513
2022-11-018572.101758579476
2022-12-018312.61738091173
2023-01-019158.636389505435
2023-02-018575.56200557737
2023-03-019086.380968641512
2023-04-019100.973194468157
2023-05-018715.736156166411
2023-06-018803.699277218142
2023-07-018454.63547891412
2023-08-018060.042114848329
2023-09-017140.344886460644
2023-10-016568.152068749644
2023-11-017489.385919981788
2023-12-018425.655910306756
2024-01-018089.784303682203
2024-02-017877.662056798133
2024-03-017965.010528712083
2024-04-017238.802572420465
2024-05-017525.661601502475
2024-06-017713.755620055774
2024-07-018025.50793921803
2024-08-018252.768766717887
2024-09-018461.988503784643
2024-10-017855.011097831653
2024-11-018054.464743042513
2024-12-017351.784189858289
2025-01-017343.0994251892325
2025-02-017914.131238973308
2025-03-017719.811052302088
2025-04-017495.1567924420915
2025-05-017121.882647544248
2025-06-017388.66313812532
2025-07-017260.59985202891
2025-08-017172.818849240226
2025-09-017606.1806385521595
2025-10-017771.248079221444
2025-11-017738.637527744579
2025-12-017399.692675431109
2026-01-017381.4808491264
2026-02-017869.785441921347
2026-03-017305.890387570428
2026-04-017280.177565306471
Annual Return Matrix
YearAnnual Return
20170.13941301245320115
2018-0.03399891469262539
20190.18673575842342394
20200.23587987874267968
2021-0.06185210024653598
2022-0.39151239338208643
20230.013598428054032219
2024-0.12745259619905003
20250.006516579422843893
2026-0.016151361329026392
Total Factor Risk
0.17332299354004094
VTI.US Exposure
0.03215540200204926
VEA.US Exposure
0.004621973688140771
VWO.US Exposure
-0.0019935942203455357
QQQ.US Exposure
-0.003645847167691206
VTV.US Exposure
0.0036166672508633987
IJR.US Exposure
-0.008195048756055237
QUAL.US Exposure
-0.017820574884565475
SHV.US Exposure
0.006588617473204415
TLT.US Exposure
1.0937083586346272
LQD.US Exposure
-0.09114317507602322
HYG.US Exposure
0.0013022545726850054
GLD.US Exposure
-0.004763627805360097
USO.US Exposure
-0.003202850343305089
VNQ.US Exposure
0.014734734514688139
BTC-USD.CC Exposure
-0.0015453002815273304
CPER.US Exposure
0.004493527295951343
VIX.INDX Exposure
0.0012367421785868964
UUP.US Exposure
-0.002480359182880638
TIP.US Exposure
-0.03191526821134042
Idiosyncratic Exposure
0.004247368318297826
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
17.3%

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
$87
Avg Yield on Cost
0.87%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$86.970.87%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 →
-3.1%
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 →
-2.9%
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 →
9.0% 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 →
3.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Extended Duration Treasury Index Fund ETF Shares a high-risk investment?

Vanguard Extended Duration Treasury Index Fund ETF Shares (EDV.US) has an annualized volatility of 17.3% and experienced a maximum drawdown of 59.1% over the last 10 years. Its primary macro risk driver is TLT.US.

What is the 10-year return of EDV.US?

Over the past 10 years, EDV.US has generated a Compound Annual Growth Rate (CAGR) of -3.1%. It has had a positive return in 50% 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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