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 2022-10-20Cost/Risk/Yield
Dividend yield | 2.05% |
Expense ratio | 0.05% |
Average spread | 0.023% |
1Y roundtrip cost | 0.073% |
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% | ||
2021 | 0.1% | -0.6% | -0.6% | 0.6% | -0.3% | -0.1% | 0.5% | -0.1% | -0.3% | -0.3% | -0.0% | -0.2% | -1.3% |
2020 | 0.7% | 0.9% | 1.3% | 0.5% | -0.0% | -0.1% | 0.2% | 0.1% | -0.1% | -0.1% | 0.1% | 0.3% | 3.7% |
2019 | 0.8% | -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% |
2017 | 0.2% | 0.5% | 0.1% | 0.6% | 0.5% | -0.3% | 0.4% | 0.6% | -0.3% | 0.1% | -0.2% | 0.2% | 2.4% |
2016 | 1.2% | 0.3% | 0.2% | 0.2% | 0.0% | 0.9% | 0.2% | 0.1% | 0.4% | -0.4% | -1.8% | -0.1% | 1.3% |
2015 | 0.9% | -0.3% | 0.6% | 0.1% | -0.2% | -0.7% | 0.8% | -0.1% | 0.7% | -0.0% | -0.2% | 0.1% | 1.6% |
2014 | 1.7% | 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% |
2012 | 0.4% | -0.0% | 0.1% | 0.7% | 0.3% | 0.4% | 0.6% | 0.5% | 0.2% | -0.3% | -0.2% | -0.1% | 2.2% |
2011 | 0.3% | 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 | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | 0.06 | 0.07 | 0.07 | 0.07 | 0.08 | 0.09 | 0.10 | 0.10 | 0.10 | 0.74 | |||
2021 | 0.04 | 0.05 | 0.04 | 0.03 | 0.04 | 0.05 | 0.05 | 0.05 | 0.04 | 0.05 | 0.05 | 0.49 | |
2020 | 0.11 | 0.10 | 0.13 | 0.10 | 0.10 | 0.08 | 0.07 | 0.07 | 0.07 | 0.07 | 0.07 | 0.95 | |
2019 | 0.13 | 0.12 | 0.15 | 0.13 | 0.14 | 0.11 | 0.13 | 0.12 | 0.11 | 0.12 | 0.10 | 1.36 | |
2018 | 0.10 | 0.10 | 0.13 | 0.11 | 0.12 | 0.10 | 0.12 | 0.12 | 0.12 | 0.13 | 0.12 | 1.26 | |
2017 | 0.07 | 0.09 | 0.09 | 0.10 | 0.10 | 0.10 | 0.10 | 0.10 | 0.10 | 0.10 | 0.10 | 1.02 | |
2016 | 0.07 | 0.09 | 0.09 | 0.08 | 0.08 | 0.08 | 0.07 | 0.08 | 0.07 | 0.07 | 0.07 | 0.85 | |
2015 | 0.06 | 0.07 | 0.07 | 0.05 | 0.06 | 0.06 | 0.06 | 0.06 | 0.07 | 0.07 | 0.07 | 0.71 | |
2014 | 0.08 | 0.08 | 0.08 | 0.08 | 0.08 | 0.07 | 0.07 | 0.06 | 0.06 | 0.07 | 0.06 | 0.78 | |
2013 | 0.02 | 0.02 | 0.02 | 0.03 | 0.02 | 0.02 | 0.04 | 0.05 | 0.06 | 0.07 | 0.07 | 0.09 | 0.51 |
2012 | 0.07 | 0.08 | 0.07 | 0.07 | 0.06 | 0.06 | 0.05 | 0.04 | 0.03 | 0.03 | 0.28 | 0.84 | |
2011 | 0.09 | 0.09 | 0.10 | 0.08 | 0.09 | 0.10 | 0.10 | 0.12 | 0.11 | 0.11 | 0.08 | 0.32 | 1.38 |
0.18 | 0.90 | 0.96 | 1.03 | 0.90 | 0.96 | 0.92 | 0.97 | 0.96 | 0.92 | 0.85 | 1.32 |
Sectors and Top Holdings
Security | % Assets |
---|---|
U.S. Dollar | 13.62% |
UMBS TBA 30yr 2% October Delivery 2.000% 01-DEC-2049 | 3.58% |
UMBS TBA 30yr 2.5% November Delivery 2.500% 01-JUN-2049 | 2.96% |
UMBS TBA 15yr 2% October Delivery 2.000% 01-OCT-2034 | 1.10% |
UMBS TBA 30yr 3% November Delivery 3.000% 01-AUG-2048 | 0.91% |
UMBS TBA 30yr 3.5% November Delivery 3.500% 01-MAY-2048 | 0.90% |
UMBS TBA 30yr 4% November Delivery 4.000% 01-APR-2048 | 0.87% |
FNMA 30yr Pool#MA4055 2.500% 01-Jun-2050 2.5% 01-JUN-2050 | 0.72% |
GNMA II TBA 30yr 2.5% November Delivery 2.500% 01-OCT-2049 | 0.60% |
Top 9 Weights | 25.26% |
Compare with similar ETFs
VMBS | IBDW | IMTB | JAGG | NUBD | PBND | |
---|---|---|---|---|---|---|
Product name | Vanguard Mortgage-Backed Securities ETF | iShares iBonds Dec 2031 Term Corporate ETF | iShares Core 5-10 Year USD Bond ETF | JPMorgan U.S. Aggregate Bond ETF | NuShares ESG U.S. Aggregate Bond ETF | PowerShares PureBeta US Aggregate Bond Portfolio |
Issuer | Vanguard | iShares | iShares | JPMorgan | Nuveen | Invesco |
Price | $43.58 | $18.925 | $41.025 | $44.3 | $21.055 | $21.051 |
Expense Ratio | 0.05% | 0.1% | 0.06% | 0.07% | 0.15% | 0.05% |
Average Spread | 0.023% | 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 |
Shares | 287,488,223 | 651,649 | 2,604,249 | 20,779,317 | 10,185,830 | 901,321 |
Average Daily Volume | 2,456,277 | 155,916 | 17,828 | 152,102 | 57,950 | 14,667 |
Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
Inception Date | 2009-11-19 | 2021-06-22 | 2016-11-01 | 2018-12-12 | 2017-09-29 | 2017-09-29 |
Index Tracked | Bloomberg U.S. MBS Float Adjusted Index | Bloomberg December 2031 Maturity Corporate Index | Bloomberg U.S. Universal 5-10 Year Index | No Underlying Index | Bloomberg MSCI US Aggregate ESG Select Index | ICE BofAML US Broad Market Index |
Category | Mortgage Backed Securities | n/a | Total Bond Market | Total Bond Market | Total Bond Market | Total Bond Market |
Asset Class | Bond | Bond | Bond | Bond | Bond | |
Asset Class Size | ||||||
Value or Growth | ||||||
Region | ||||||
Countries | U.S. | U.S. | U.S. | Broad | U.S. | U.S. |
Annual Dividend Rate | $0.892 | $0.629 | $1.458 | $0.96 | $0.544 | $0.491 |
Annual Dividend Yield | 0.020% | 0.033% | 0.036% | 0.022% | 0.026% | 0.023% |
Number of Holdings | 0 | 182 | 2109 | 1703 | 925 | 402 |
YTD Return | -16.26% | -22.08% | -16.98% | -16.66% | -16.57% | -16.60% |
Beta | 0.03 | 0.37 | 0.02 | 0.00 | 0.02 | 0.02 |
Upside Beta | -0.04 | -0.36 | 0.01 | -0.12 | 0.00 | -0.01 |
Downside Beta | 0.01 | -0.62 | -0.01 | -0.15 | 0.01 | 0.00 |
Volatility 1Y | 7.59% | 9.92% | 7.22% | 6.76% | 7.17% | 6.92% |
Sharpe Ratio 3Y | -1.78 | 0.00 | -1.88 | -1.55 | -1.74 | -1.76 |
Treynor Ratio 3Y | -0.24 | 0.00 | -0.27 | 2.24 | -0.26 | -0.31 |