Vanguard Extended Duration Trs ETF (EDV)

174.66 -1.25  -0.71% NYSE Arca Aug 7, 20:00 USD
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Key Stats

Net Asset Value 173.70
Discount or Premium to NAV 0.55%
Turnover Ratio 20.00%
1 Year Fund Level Flows 85.48M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 4.41% 4.13% 2.93% 9
3M 3.87% 3.83% 2.63% 13
6M 24.33% 24.22% 17.77% 9
YTD 35.69% 35.58% 25.43% 11
1Y 31.17% 31.37% 22.21% 6
3Y 17.51% 17.56% 13.13% 7
5Y 11.62% 11.63% 8.78% 16
10Y 11.47% 11.50% 8.29% 9
15Y -- -- 7.29% --
20Y -- -- 7.86% --
As of Aug. 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.02% 0.02% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.98% 99.98% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of June 30, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of June 30, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

EDV Bond Exposure

Government 99.98%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.02%
Derivative 0.00%
As of June 30, 2020

EDV Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of June 30, 2020

EDV Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 0.00%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 100.0%
Over 30 Years 0.00%
As of June 30, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- U.S. Treasury Bond Stripped Principal Payment 0% 2.48% -- --
-- U.S. Treasury Bond Stripped Principal Payment 0% 2.33% -- --
-- U.S. Treasury Bond Stripped Principal Payment 0% 2.06% -- --
-- U.S. Treasury Security Stripped Interest Security 0% 1.82% -- --
-- U.S. Treasury Bond Stripped Principal Payment 0% 1.81% -- --
-- U.S. Treasury Security Stripped Interest Security 0% 1.80% -- --
-- U.S. Treasury Security Stripped Interest Security 0% 1.77% -- --
-- U.S. Treasury Security Stripped Interest Security 0% 1.77% -- --
-- U.S. Treasury Security Stripped Interest Security 0% 1.73% -- --
-- U.S. Treasury Bond Stripped Principal Payment 0% 1.71% -- --
As of June 30, 2020
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Basic Info

Investment Strategy
The investment seeks to track the performance of an index of extended-duration zero-coupon U.S. Treasury securities. The fund employs an indexing investment approach designed to track the performance of the Bloomberg Barclays U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. This index includes zero-coupon U.S. Treasury securities (Treasury STRIPS), which are backed by the full faith and credit of the U.S. government, with maturities ranging from 20 to 30 years. The fund invests by sampling the index. At least 80% of it's assets will be invested in U.S. Treasury securities held in the index.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Extensive Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Long Government
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name Vanguard
Benchmark Index
BBgBarc 20-30Y Treasury Strips TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Joshua Barrickman 7.44 yrs

Net Fund Flows

1M 338.18M
3M 184.62M
6M 95.84M
YTD 197.39M
1Y 85.48M
3Y 761.92M
5Y 1.175B
10Y 1.534B
As of July 31, 2020

Risk Info

Beta (5Y) 4.433
Max Drawdown (All) 41.16%
Historical Sharpe Ratio (10Y) 0.6846
Historical Sortino (All) 1.073
30-Day Rolling Volatility 13.81%
Daily Value at Risk (VaR) 1% (All) 3.71%
Monthly Value at Risk (VaR) 1% (All) 12.56%

Fundamentals

Dividend Yield TTM (8-7-20) 1.91%
30-Day SEC Yield (8-7-20) 1.22%
7-Day SEC Yield --
Current Yield --
Yield to Maturity --
Effective Duration 24.48
Average Coupon --
Average Credit Score 1.00 (AAA)
Average Price 69.38
Number of Holdings 81
As of June 30, 2020

Comparables

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Attributes

Key Dates
Inception Date 12/6/2007
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 12/20/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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