Vanguard Extended Duration Treasury ETF

EDV Fund · NYSE Arca

Market statistics

Annualised volatility 13.9%
Beta vs SPY 0.24
Market correlation 0.221
Rate sensitivity -0.85
Volatility sensitivity -0.08
Traded per day $59.5M

Measured from daily returns over the past year. That is not the same estimator as the beta quoted on most finance sites, which is usually five years of monthly returns, and in a market where single stocks move on their own news the daily figure comes out materially lower. Over this window the average large-cap correlation to the index is far below its long-run level: a low number here is a statement about the last twelve months, not a claim that the security is uncorrelated with the market in general.

Short selling — three different measurements

Shares short 1.6M
Days to cover 1.3
Change vs prior -25.7%
Short share of volume 58.0%
Largest fail balance 706,836
Dates with a fail balance 38

These measure different things and are routinely confused. Shares short is an outstanding position, reported twice monthly (settlement 2026-08-14). Short share of volume counts sell-side transactions flagged short each day, most of which is market-maker hedging closed the same session — the market-wide median is around half. Fail balances are shares that did not settle on time; the SEC states these are cumulative balances whose age cannot be determined, and they are not evidence of naked short selling.

Ownership

Institutions reporting a position 184
Reported value $1.08B

Largest reported holdersamong the managers stored here

ManagerReported valueShares
Mirae Asset Global Investments Co., Ltd. $68.6M 1,055,701
EP Wealth Advisors, LLC $23.7M 364,974

Moves most like

Ticker1-year correlationVolatility vs EDV
LTPZ Pimco 15 Year U.S. TIPS Index Exchange-Traded Fund 0.910 0.65×
BHK Blackrock Core Bond Trust 0.543 0.69×
RSSB Return Stacked Global Stocks & Bonds ETF 0.472 1.19×
MET.PRF MetLife, Inc. Preferred 0.443 0.65×
BBN BlackRock Taxable Municipal Bond Trust Common Shares of Beneficial… 0.439 0.64×
WFC.PRZ Wells Fargo & Company Preferred 0.429 0.65×
EWL iShares MSCI Switzerland ETF 0.419 1.15×
VNQI Vanguard Global ex-U.S. Real Estate ETF 0.415 1.00×

What is on this page

Everything this site holds about one security, from sources that are all public record. The figures come from different places and mean different things, so each block says where it came from.

What is deliberately absent

No price, no chart, no market capitalisation, no valuation ratio. The daily price history behind the statistics above is licensed from a commercial vendor and cannot be republished — and publishing a market cap alongside a share count would hand the price straight back. Every number here is either a public filing or a statistic from which the underlying series cannot be reconstructed.

Coverage

US securities trading at least $1 million a day with three years of history. Sections appear only where there is something to show: a fund has no income statement, most companies have no activist stake, and only a few dozen listed companies hold material federal contracts.