Vanguard Long-Term Treasury ETF (VGLT)

101.45 -0.50  -0.49% NASDAQ Jul 10, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 101.39
Discount or Premium to NAV 0.06%
Turnover Ratio 16.00%
1 Year Fund Level Flows 1.418B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 3.44% 3.40% 5.08% 53
3M 1.20% 1.30% 1.70% 42
6M 20.68% 20.69% 21.35% 61
YTD 23.01% 23.09% 22.64% 61
1Y 27.92% 27.93% 26.48% 48
3Y 13.03% 13.03% 12.80% 45
5Y 9.77% 9.80% 9.17% 45
10Y 7.94% 7.97% 8.07% 35
15Y -- -- 7.01% --
20Y -- -- 7.97% --
As of July 10, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.63% 0.63% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.37% 99.37% 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 May 31, 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 May 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

VGLT Bond Exposure

Government 99.37%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.63%
Derivative 0.00%
As of May 31, 2020

VGLT Bond Credit Quality Exposure

AAA 99.95%
AA 0.00%
A 0.00%
BBB 0.05%
BB 0.00%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of March 31, 2020

VGLT 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 0.63%
10 to 15 Years 0.19%
15 to 20 Years 10.23%
20 to 30 Years 88.95%
Over 30 Years 0.00%
As of May 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Bonds 2% 6.19% -- --
-- United States Treasury Bonds 2.38% 3.93% -- --
-- United States Treasury Bonds 3% 3.24% -- --
-- United States Treasury Bonds 3.38% 3.07% -- --
-- United States Treasury Bonds 3.12% 2.91% -- --
-- United States Treasury Bonds 2.25% 2.87% -- --
-- United States Treasury Bonds 3% 2.80% -- --
-- United States Treasury Bonds 2.88% 2.78% -- --
-- United States Treasury Bonds 3.12% 2.70% -- --
-- United States Treasury Bonds 3% 2.70% -- --
As of May 31, 2020
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Basic Info

Investment Strategy
The investment seeks to track the performance of a market-weighted Treasury index with a long-term dollar-weighted average maturity. The fund employs an indexing investment approach designed to track the performance of the Bloomberg Barclays U.S. Long Treasury Bond Index. This index includes fixed income securities issued by the U.S. Treasury (not including inflation-protected bonds), with maturities greater than 10 years. Under normal circumstances, at least 80% of the fund's assets will be invested in bonds included 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 - General
Fund Owner Firm Name Vanguard
Benchmark Index
BBgBarc Long Term US Treasury TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Joshua Barrickman 7.36 yrs

Net Fund Flows

1M 285.36M
3M 399.13M
6M 508.66M
YTD 508.66M
1Y 1.418B
3Y 2.791B
5Y 3.411B
10Y 3.877B
As of June 30, 2020

Risk Info

Beta (5Y) 3.066
Max Drawdown (All) 17.79%
Historical Sharpe Ratio (10Y) 0.6593
Historical Sortino (All) 1.236
30-Day Rolling Volatility 14.24%
Daily Value at Risk (VaR) 1% (All) 1.81%
Monthly Value at Risk (VaR) 1% (All) 6.75%

Fundamentals

Dividend Yield TTM (7-10-20) 1.93%
30-Day SEC Yield (7-9-20) 1.29%
7-Day SEC Yield --
Current Yield 2.10%
Yield to Maturity --
Effective Duration 18.58
Average Coupon 3.07%
Average Credit Score 1.00 (AAA)
Average Price 135.01
Number of Holdings 56
As of May 31, 2020

Comparables

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Attributes

Key Dates
Inception Date 11/19/2009
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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