EDV: Vanguard Extended Duration Treasury ETF returns, drawdowns and risk
Funds on US government bonds, from a few months to 30 years. The longer the maturity, the larger the moves when interest rates change.
Data updated October 2026
EDV · US exchange · USDCategory: US Treasury bond ETFsData from December 2007
From December 2007 to October 2026 EDV returned 2.3% a year on average with dividends reinvested, in US dollars: $10,000 invested at the start grew to $15,473.
Its deepest fall was 60.2%, from March 2020 to October 2026, and it has not yet returned to the previous high. Annual volatility was 22.3%; at the last close it was 57.5% below its high.
Against AGG (iShares Core U.S. Aggregate Bond ETF), over the 226 months both have data, the correlation of monthly returns was 0.78: they usually moved together. Beta was 3.55. In months when AGG rose, EDV moved 323% as much on average; in months when AGG fell, 417% as much.
Key figures
- Annual return (CAGR)
- +2.3%
- 1-year return
- −14.2%
- 5 years, a year
- −11.9%
- 10 years, a year
- −4.1%
- Annual volatility
- 22.3%
- Maximum drawdown
- −60.2%
- Sharpe ratio
- 0.15
- Worst year
- 2022: −39.1%
Trailing returns
| Period | EDV | AGG |
|---|---|---|
| 1 year | −14.2% | −1.9% |
| 3 years, a year | +1.8% | +5.2% |
| 5 years, a year | −11.9% | −0.3% |
| 10 years, a year | −4.1% | +1.2% |
To the last close of October 2026. Periods longer than a year are annualised.
Growth of $10,000: EDV vs AGG
Month-end values from January 2008, the first month both funds have data.
EDV drawdowns
Percentage below the previous high, weekly.
Returns by calendar year
| Year | EDV | AGG |
|---|---|---|
| 2026(partial) | −7.4% | −1.8% |
| 2025 | +0.7% | +7.2% |
| 2024 | −12.8% | +1.3% |
| 2023 | +1.7% | +5.7% |
| 2022 | −39.1% | −13.0% |
| 2021 | −6.2% | −1.8% |
| 2020 | +23.6% | +7.5% |
| 2019 | +18.7% | +8.5% |
| 2018 | −3.4% | +0.1% |
| 2017 | +13.9% | +3.5% |
| 2016 | +1.6% | +2.4% |
| 2015 | −4.9% | +0.5% |
| 2014 | +44.6% | +6.0% |
| 2013 | −19.8% | −2.0% |
| 2012 | +2.4% | +3.8% |
| 2011 | +55.9% | +7.7% |
| 2010 | +9.8% | +6.4% |
| 2009 | −35.2% | +3.0% |
| 2008 | +54.5% | +7.9% |
| 2007(partial) | +3.2% | — |
EDV compared
How the figures are calculated
Total return in the fund’s trading currency, from end-of-day prices with dividends reinvested on the ex-date. The fund’s own ongoing charges are already reflected in its price; trading costs, taxes and currency conversion are not included. Past returns do not predict future returns.
Sharpe ratio uses the return of short-term government bills in the same currency as the risk-free rate. The growth chart uses month-end values; drawdowns and volatility use daily closes.
Questions
What is the average annual return of EDV?
From December 2007 to October 2026 EDV returned 2.3% a year on average (CAGR) with dividends reinvested, in USD. Over the last 5 years: −11.9% a year. Over the last 12 months: −14.2%.
What was the worst drawdown of EDV?
60.2%, from March 2020 to October 2026; it has not yet returned to the previous high.
How volatile is EDV?
Annual volatility was 22.3% over the period. Its worst month was −21.5% and 48% of months were positive. Worst calendar year: 2022 (−39.1%).
How closely does EDV follow AGG?
Over 226 months the correlation of monthly returns was 0.78, so they usually moved together, with a beta of 3.55.
Use EDV in a free tool
Other US Treasury bond ETFs
- All US Treasury bond ETFsReturns and risk side by side
- TLT — iShares 20+ Year Treasury Bond ETFCAGR +2.7%
- IEF — iShares 7-10 Year Treasury Bond ETFCAGR +3.1%
- SHY — iShares 1-3 Year Treasury Bond ETFCAGR +1.9%
- GOVT — iShares U.S. Treasury Bond ETFCAGR +1.0%
- VGLT — Vanguard Long-Term Treasury ETFCAGR +2.5%
- IEI — iShares 3-7 Year Treasury Bond ETFCAGR +2.7%
- VGIT — Vanguard Intermediate-Term Treasury ETFCAGR +2.0%
Source: MarketStack end-of-day prices, total return with dividends reinvested. Figures are historical and descriptive; they are not forecasts and not investment advice. MEDGE Capital does not recommend buying or selling any instrument. Risk disclaimer.