Vanguard Short-Term Treasury ETF
Provider: Vanguard
Vanguard Short-Term Treasury ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the Bloomberg Barclays US Treasury 1-3 Year Bond Index.
| Annualised Return | 1.36% |
| Realised Volatility | 1.38% |
| Downside Volatility | 0.91% |
| Max Drawdown | -5.31% |
| Winning months | 61.46% |
| Sharpe Ratio | 0.98 |
| Sortino Ratio | 1.48 |
| Calmar Ratio | 0.26 |
| Viking Ratio | 0.23 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.4% | 0.73% | 0.42% | 0.85% | -0.24% | 0.59% | -0.06% | 0.89% | 0.3% | 0.31% | 4.27% | ||
| 2024 | 0.36% | -0.45% | 0.32% | -0.38% | 0.73% | 0.57% | 1.2% | 0.86% | 0.79% | -0.57% | 0.3% | 0.24% | 4% |
| 2023 | 0.74% | -0.75% | 1.69% | 0.23% | -0.39% | -0.48% | 0.29% | 0.47% | -0.11% | 0.35% | 1.05% | 1.16% | 4.31% |
| 2022 | -0.72% | -0.4% | -1.42% | -0.48% | 0.56% | -0.59% | 0.39% | -0.75% | -1.18% | -0.14% | 0.67% | 0.16% | -3.86% |
| 2021 | 0.04% | -0.02% | -0.08% | 0.07% | 0.08% | -0.2% | 0.18% | -0.01% | -0.12% | -0.3% | -0.06% | -0.18% | -0.6% |
| 2020 | 0.56% | 0.89% | 1.34% | 0.03% | 0.08% | 0% | 0.1% | -0.05% | 0.01% | -0.02% | 0.03% | 0.02% | 3.04% |
| 2019 | 0.2% | 0.07% | 0.62% | 0.22% | 0.78% | 0.45% | -0.06% | 0.81% | -0.17% | 0.37% | -0.03% | 0.21% | 3.52% |
| 2018 | -0.31% | -0.04% | 0.18% | -0.17% | 0.38% | 0% | -0.04% | 0.36% | -0.15% | 0.12% | 0.4% | 0.83% | 1.56% |
| 2017 | -0.2% | 0.05% | 0.06% | 0.16% | 0.1% | -0.06% | 0.17% | 0.2% | -0.16% | -0.12% | -0.17% | -0.02% | 0.03% |
| 2016 | 0.58% | 0.09% | 0.16% | 0.03% | -0.15% | 0.71% | -0.12% | -0.23% | 0.19% | -0.09% | -0.46% | 0.4% | 1.1% |
| 2015 | 0.49% | -0.22% | 0.2% | 0.1% | 0.07% | -0.01% | 0.14% | -0.08% | 0.29% | -0.16% | -0.22% | -0.06% | 0.53% |
| 2014 | 0.12% | 0.05% | -0.14% | 0.14% | 0.14% | -0.07% | 0% | 0.13% | -0.06% | 0.24% | 0.14% | -0.25% | 0.44% |
| 2013 | -0.02% | 0.05% | 0.02% | 0.07% | -0.1% | -0.01% | 0.08% | -0.13% | 0.24% | 0.07% | 0.05% | 0% | 0.32% |
| 2012 | 0.02% | -0.06% | -0.06% | 0.2% | 0.04% | -0.05% | 0.15% | 0.11% | -0.04% | -0.07% | 0.1% | 0.03% | 0.38% |
| 2011 | 0.22% | -0.05% | -0.11% | 0.32% | 0.45% | 0% | 0.25% | 0.39% | -0.14% | 0.02% | 0.06% | 0.04% | 1.46% |
| 2010 | 0.8% | 0.15% | -0.17% | 0.2% | 0.48% | 0.45% | 0.14% | 0.29% | 0.08% | 0.27% | -0.2% | -0.24% | 2.29% |
| 2009 | 0.2% | -0.72% | -0.52% |