Vanguard Mortgage-Backed Securities ETF (VMBS)

Description

The investment seeks to track the performance of the Bloomberg U.S. MBS Float Adjusted Index. The VMBS ETF contains 0 constituents. It is focused on holdings in the region.

Price $43.58 as of 2022-10-20

Cost/Risk/Yield

Dividend yield2.05%
Expense ratio0.05%
Average spread0.023%
1Y roundtrip cost0.073%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022-1.5%-1.1%-2.5%-3.6%0.9%-1.5%3.2%-3.2%-5.0%-3.1%-17.3%
20210.1%-0.6%-0.6%0.6%-0.3%-0.1%0.5%-0.1%-0.3%-0.3%-0.0%-0.2%-1.3%
20200.7%0.9%1.3%0.5%-0.0%-0.1%0.2%0.1%-0.1%-0.1%0.1%0.3%3.7%
20190.8%-0.1%1.4%-0.1%1.1%0.7%0.4%0.9%0.1%0.3%0.1%0.2%6.0%
2018-1.1%-0.7%0.6%-0.5%0.7%0.1%-0.0%0.5%-0.6%-0.6%0.9%1.7%0.9%
20170.2%0.5%0.1%0.6%0.5%-0.3%0.4%0.6%-0.3%0.1%-0.2%0.2%2.4%
20161.2%0.3%0.2%0.2%0.0%0.9%0.2%0.1%0.4%-0.4%-1.8%-0.1%1.3%
20150.9%-0.3%0.6%0.1%-0.2%-0.7%0.8%-0.1%0.7%-0.0%-0.2%0.1%1.6%
20141.7%0.3%-0.4%0.8%1.1%0.3%-0.3%0.7%-0.1%0.8%0.7%0.1%5.8%
2013-0.4%0.4%0.0%0.5%-1.4%-1.0%0.1%-0.5%1.4%0.7%-0.6%-0.5%-1.3%
20120.4%-0.0%0.1%0.7%0.3%0.4%0.6%0.5%0.2%-0.3%-0.2%-0.1%2.2%
20110.3%0.2%-0.2%1.4%1.1%-0.0%0.7%1.5%-0.2%0.1%0.2%0.8%5.8%
3.3%-0.3%0.7%1.3%3.8%-1.4%6.9%1.0%-3.9%-2.8%-1.0%2.5%

Historical Dividends

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.060.070.070.070.080.090.100.100.100.74
20210.040.050.040.030.040.050.050.050.040.050.050.49
20200.110.100.130.100.100.080.070.070.070.070.070.95
20190.130.120.150.130.140.110.130.120.110.120.101.36
20180.100.100.130.110.120.100.120.120.120.130.121.26
20170.070.090.090.100.100.100.100.100.100.100.101.02
20160.070.090.090.080.080.080.070.080.070.070.070.85
20150.060.070.070.050.060.060.060.060.070.070.070.71
20140.080.080.080.080.080.070.070.060.060.070.060.78
20130.020.020.020.030.020.020.040.050.060.070.070.090.51
20120.070.080.070.070.060.060.050.040.030.030.280.84
20110.090.090.100.080.090.100.100.120.110.110.080.321.38
0.180.900.961.030.900.960.920.970.960.920.851.32

Sectors and Top Holdings

Security % Assets
U.S. Dollar13.62%
UMBS TBA 30yr 2% October Delivery 2.000% 01-DEC-20493.58%
UMBS TBA 30yr 2.5% November Delivery 2.500% 01-JUN-20492.96%
UMBS TBA 15yr 2% October Delivery 2.000% 01-OCT-20341.10%
UMBS TBA 30yr 3% November Delivery 3.000% 01-AUG-20480.91%
UMBS TBA 30yr 3.5% November Delivery 3.500% 01-MAY-20480.90%
UMBS TBA 30yr 4% November Delivery 4.000% 01-APR-20480.87%
FNMA 30yr Pool#MA4055 2.500% 01-Jun-2050 2.5% 01-JUN-20500.72%
GNMA II TBA 30yr 2.5% November Delivery 2.500% 01-OCT-20490.60%
Top 9 Weights25.26%

Compare with similar ETFs

VMBS IBDW IMTB JAGG NUBD PBND
Product nameVanguard Mortgage-Backed Securities ETFiShares iBonds Dec 2031 Term Corporate ETFiShares Core 5-10 Year USD Bond ETFJPMorgan U.S. Aggregate Bond ETFNuShares ESG U.S. Aggregate Bond ETFPowerShares PureBeta US Aggregate Bond Portfolio
IssuerVanguardiSharesiSharesJPMorganNuveenInvesco
Price$43.58$18.925$41.025$44.3$21.055$21.051
Expense Ratio0.05%worse0.1%worse0.06%worse0.07%worse0.15%0.05%
Average Spread0.023%0.264%0.195%0.045%0.047%0.095%
AUM$12,528,700,000$12,332,500$106,839,000$920,524,000$214,463,000$18,973,700
Shares287,488,223651,6492,604,24920,779,31710,185,830901,321
Average Daily Volume2,456,277155,91617,828152,10257,95014,667
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2009-11-192021-06-222016-11-012018-12-122017-09-292017-09-29
Index TrackedBloomberg U.S. MBS Float Adjusted IndexBloomberg December 2031 Maturity Corporate IndexBloomberg U.S. Universal 5-10 Year IndexNo Underlying IndexBloomberg MSCI US Aggregate ESG Select IndexICE BofAML US Broad Market Index
CategoryMortgage Backed Securitiesn/aTotal Bond MarketTotal Bond MarketTotal Bond MarketTotal Bond Market
Asset ClassBondBondBondBondBond
Asset Class Size
Value or Growth
Region
CountriesU.S.U.S.U.S.BroadU.S.U.S.
Annual Dividend Rate$0.892$0.629$1.458$0.96$0.544$0.491
Annual Dividend Yield0.020%0.033%0.036%0.022%0.026%0.023%
Number of Holdings018221091703925402
YTD Return-16.26%-22.08%-16.98%-16.66%-16.57%-16.60%
Beta0.030.370.020.000.020.02
Upside Beta-0.04-0.360.01-0.120.00-0.01
Downside Beta0.01-0.62-0.01-0.150.010.00
Volatility 1Y7.59%9.92%7.22%6.76%7.17%6.92%
Sharpe Ratio 3Y-1.780.00-1.88-1.55-1.74-1.76
Treynor Ratio 3Y-0.240.00-0.272.24-0.26-0.31

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew