EDV vs SPY

Comparison between VANGUARD EXTENDED DURATION TREASURY INDEX FUND ETF SHARES (EDV, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed EDV, delivering a return of +13.3% compared to -9.8%

EDV vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EDV(ETF)	SPY(ETF)
Net Assets	$4.70B	$652B
Expense Ratio	0.05%	0.09%
Max Drawdown	65.00%	56.47%
Sharpe Ratio	-0.14	2.07
5Y Beta	0.10	1.00
P/E Ratio	N/A	28.24
Forward P/E	N/A	21.85
5Y Dividends CAGR	-15.25%	5.43%
5Y EPS CAGR	N/A	25.79%
Debt to Equity	N/A	22.35%
P/S Ratio	N/A	3.55
P/B Ratio	N/A	5.29

Net Assets

EDV

$4.70B

Winner

SPY

$652B

Expense Ratio

Winner

EDV

0.05%

SPY

0.09%

Max Drawdown

EDV

65.00%

Winner

SPY

56.47%

Sharpe Ratio

EDV

-0.14

Winner

SPY

2.07

5Y Beta

Winner

EDV

0.10

SPY

1.00

P/E Ratio

EDV

N/A

SPY

28.24

Forward P/E

EDV

N/A

SPY

21.85

5Y Dividends CAGR

EDV

-15.25%

Winner

SPY

5.43%

5Y EPS CAGR

EDV

N/A

SPY

25.79%

Debt to Equity

EDV

N/A

SPY

22.35%

P/S Ratio

EDV

N/A

SPY

3.55

P/B Ratio

EDV

N/A

SPY

5.29

EDV vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	EDV	SPY
1 month	-1.16%	+9.11%
3 months	-1.17%	+6.59%
6 months	-4.16%	+10.56%
1 year	+1.92%	+32.04%
5 years(CAGR)	-9.82%	+13.35%
10 years(CAGR)	-3.00%	+15.49%
Max(CAGR)	+2.78%	+8.50%

EDV

-1.16%

Winner

SPY

+9.11%

EDV

-1.17%

Winner

SPY

+6.59%

EDV

-4.16%

Winner

SPY

+10.56%

EDV

+1.92%

Winner

SPY

+32.04%

5Y(CAGR)

EDV

-9.82%

Winner

SPY

+13.35%

10Y(CAGR)

EDV

-3.00%

Winner

SPY

+15.49%

Max(CAGR)

EDV

+2.78%

Winner

SPY

+8.50%

EDV vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EDV	SPY
2026	-0.07%	+8.27%
2025	+0.65%	+18.00%
2024	-11.90%	+25.59%
2023	-0.67%	+26.72%
2022	-37.20%	-18.64%
2021	-6.39%	+30.52%
2020	+22.12%	+17.28%
2019	+17.73%	+31.09%
2018	-1.95%	-5.24%
2017	+13.13%	+20.78%
2016	+0.12%	+13.59%
2015	-6.57%	+1.31%
2014	+43.90%	+14.56%
2013	-17.96%	+29.00%
2012	+4.50%	+14.17%
2011	+58.84%	+0.85%
2010	+10.90%	+13.14%
2009	-31.11%	+22.67%
2008	+50.57%	-36.25%
2007	+3.23%	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

EDV vs SPY Drawdown Comparison

The maximum drawdown for EDV was -59.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current EDV drawdown is -54.25%.

Rank	EDV	SPY
#1	-59.94% Mar 9, 2020 - Oct 19, 2023	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-41.16% Dec 26, 2008 - Sep 21, 2011	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-29.70% Jul 24, 2012 - Dec 10, 2014	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-24.19% Jul 8, 2016 - Aug 1, 2019	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-23.47% Jan 30, 2015 - Jun 16, 2016	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-16.61% Oct 3, 2011 - Dec 19, 2011	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-15.59% Dec 19, 2011 - May 17, 2012	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-12.90% Jan 23, 2008 - Mar 20, 2008	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-12.32% Mar 20, 2008 - Sep 3, 2008	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-11.41% Aug 28, 2019 - Feb 21, 2020	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-10.57% Oct 27, 2008 - Nov 20, 2008	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-9.87% Sep 17, 2008 - Oct 6, 2008	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-8.45% Sep 22, 2011 - Oct 3, 2011	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-6.88% Oct 6, 2008 - Oct 23, 2008	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-6.24% Jun 1, 2012 - Jul 16, 2012	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between EDV and SPY is 0.32 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.32

-101

Dividend Comparison (1999 - 2026)

EDV vs SPY dividend yield comparison.

Year	EDV	SPY
2026	1.19%	0.24%
2025	4.94%	1.07%
2024	4.65%	1.21%
2023	3.81%	1.40%
2022	3.28%	1.65%
2021	1.95%	1.20%
2020	5.54%	1.52%
2019	3.51%	1.75%
2018	2.90%	2.04%
2017	2.92%	1.80%
2016	5.32%	2.03%
2015	4.24%	2.06%
2014	3.12%	1.87%
2013	5.03%	1.81%
2012	7.54%	2.18%
2011	5.12%	2.05%
2010	4.67%	1.80%
2009	19.33%	1.95%
2008	2.61%	3.02%
2007	0.36%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%