VCRB Vanguard Core Bond ETF
ETF 76.49 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
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- 52-Week Range
- $73.09 – $79.17
- YTD
- -1.77%
- Straddle Price
- $4.05
- Open
- $74.29
- Day Range
- $74.00 – $74.31
- Volume
- 1,418,685
- Prev Close
- $74.17
Vanguard Core Bond ETF (VCRB) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2023-12-14
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
- Expense ratio
- 0.10% issuer, Oct 21, 2026
- Assets
- $7.3B SEC filing, Jun 30, 2026
- Trailing yield
- 4.82% paid monthly
- Average daily volume
- $75M 30 sessions
- Holdings
- 3,421 top 10 are 7.8%
- Listed
- Dec 14, 2023 Nasdaq
- Net asset value
- $74.05 issuer, Oct 20, 2026 · closed +0.18% to NAV
- 30-day SEC yield
- 5.24% issuer, Oct 16, 2026
Moves with. Long Treasuries (72% of its variance, beta 0.33); US large-cap stocks (4% of its variance, beta 0.03). These factors explain 86% of its daily moves over the last year.
Stated objective. Vanguard Core Bond ETF (the Fund) seeks to provide total return while generating a moderate level of current income. (from the fund's prospectus)
All 3,421 holdingsFlow historyOverlap toolAll Core Bond ETFs
- Jun 2026
- +$290M latest reported month
- Latest 3 months
- +$899M +12.3% of assets
- Latest 12 months
- +$4.2B +57.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$290M |
| May 2026 | +$405M |
| Apr 2026 | +$204M |
| Mar 2026 | +$229M |
| Feb 2026 | +$502M |
| Jan 2026 | +$723M |
| Dec 2025 | +$260M |
| Nov 2025 | +$422M |
| Oct 2025 | +$264M |
| Sep 2025 | +$291M |
| Aug 2025 | +$303M |
| Jul 2025 | +$324M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 33 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BNDVanguard Total Bond Market | — | 0.03% | $162.8B | −5.5% | compare |
| AGGiShares Core U.S. Aggregate Bond ETF | — | 0.03% | $138.4B | −5.6% | compare |
| IUSBiShares Trust iShares Core Universal USD Bond ETF | — | 0.06% | $49.3B | −5.5% | compare |
| BIVVanguard Intermediate-Term Bond ETF | — | 0.03% | $28.3B | −6.6% | compare |
| FBNDFidelity Total Bond ETF | — | 0.36% | $28.1B | −6.2% | compare |
The largest other funds in the Core Bond category.
- Authorized participants
- 5 active of 40 with agreements; top 3 did 89%
- Created · redeemed
- $2.9B · $0 over the fiscal year
- Redemptions in kind
- 1% creations 0% in kind
- Creation unit
- 5,000 shares
- Securities lending
- not authorized
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.2923 | CD |
| 2026-09-01 | 2026-09-03 | $0.3010 | CD |
| 2026-08-03 | 2026-08-05 | $0.3021 | CD |
| 2026-07-01 | 2026-07-06 | $0.2956 | CD |
| 2026-06-01 | 2026-06-03 | $0.2915 | CD |
| 2026-05-01 | 2026-05-05 | $0.2865 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | United States Treasury Note/Bond | 1.11% | Treasury | US |
| — | United States Treasury Note/Bond | 0.95% | Treasury | US |
| — | Fannie Mae or Freddie Mac | 0.95% | MBS/ABS | US |
| — | United States Treasury Note/Bond | 0.80% | Treasury | US |
| — | United States Treasury Note/Bond | 0.80% | Treasury | US |
| — | INTERNATIONAL BANK FOR RECONSTRUCT | 0.79% | Corporate Bond | Supranational |
| — | MKTLIQ | 0.78% | Cash/Money Market | — |
| — | Ginnie Mae | 0.70% | MBS/ABS | US |
| — | United States Treasury Note/Bond | 0.69% | Treasury | US |
| — | United States Treasury Note/Bond | 0.61% | Treasury | US |
| — | United States Treasury Note/Bond | 0.61% | Treasury | US |
| — | United States Treasury Note/Bond | 0.60% | Treasury | US |
| — | United States Treasury Note/Bond | 0.60% | Treasury | US |
| — | United States Treasury Note/Bond | 0.55% | Treasury | US |
| — | Freddie Mac Pool | 0.51% | MBS/ABS | US |
| — | Fannie Mae Pool | 0.47% | MBS/ABS | US |
| — | United States Treasury Note/Bond | 0.46% | Treasury | US |
| — | United States Treasury Note/Bond | 0.45% | Treasury | US |
| — | Fannie Mae Pool | 0.44% | MBS/ABS | US |
| — | OBX 2026-INV4 Trust | 0.41% | MBS/ABS | — |
| — | United States Treasury Note/Bond | 0.38% | Treasury | US |
| — | Fannie Mae Pool | 0.38% | MBS/ABS | US |
| — | United States Treasury Note/Bond | 0.36% | Treasury | US |
| — | United States Treasury Note/Bond | 0.36% | Treasury | US |
| — | Ginnie Mae | 0.36% | MBS/ABS | — |
| — | Corp Andina de Fomento | 0.36% | Corporate Bond | VE |
| — | JPMorgan Chase & Co | 0.36% | Corporate Bond | US |
| — | AHMC 2026-CNF1 Trust | 0.35% | MBS/ABS | — |
| — | Ginnie Mae II Pool | 0.34% | MBS/ABS | US |
| — | Sequoia Mortgage Trust 2026-S1 | 0.34% | MBS/ABS | — |
| — | Fannie Mae Pool | 0.32% | MBS/ABS | US |
| — | Foundry JV Holdco LLC | 0.32% | Corporate Bond | US |
| — | Ginnie Mae II Pool | 0.31% | MBS/ABS | US |
| — | Sequoia Mortgage Trust 2026-HYB3 | 0.31% | MBS/ABS | — |
| — | Cassa Depositi e Prestiti SpA | 0.30% | Sovereign | IT |
| — | Fannie Mae Pool | 0.29% | MBS/ABS | US |
| — | Freddie Mac REMICS | 0.29% | MBS/ABS | US |
| — | EFMT 2026-AE4 | 0.28% | MBS/ABS | — |
| — | Chase Home Lending Mortgage Trust 2026-CINV3 | 0.27% | MBS/ABS | — |
| — | United States Treasury Note/Bond | 0.27% | Treasury | US |
| — | United States Treasury Note/Bond | 0.26% | Treasury | US |
| — | Ginnie Mae II Pool | 0.26% | MBS/ABS | US |
| — | Sequoia Mortgage Trust 2025-S2 | 0.26% | MBS/ABS | US |
| — | United States Treasury Note/Bond | 0.25% | Treasury | US |
| — | Fannie Mae Pool | 0.25% | MBS/ABS | US |
| — | Cassa Depositi e Prestiti SpA | 0.25% | Sovereign | IT |
| — | United States Treasury Note/Bond | 0.24% | Treasury | US |
| — | Oman Government International Bond | 0.24% | Sovereign | — |
| — | United States Treasury Note/Bond | 0.24% | Treasury | US |
| — | European Union | 0.24% | Sovereign | Supranational |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 36.31% | $2.65B | 1856 |
| Mortgage-backed (US Govt-Sponsored Entity) | 15.78% | $1.15B | 438 |
| US Treasury | 14.73% | $1.07B | 87 |
| Non-US Sovereign | 10.71% | $781.3M | 144 |
| Mortgage-backed (Corporate) | 8.76% | $638.9M | 224 |
| Mortgage-backed (US Govt Agency) | 5.89% | $429.7M | 168 |
| CBO/CDO (Corporate) | 4.78% | $348.9M | 478 |
| Short-term investment | 0.30% | $22.2M | 1 |
| Derivative (FX) | 0.06% | $4.3M | 46 |
| Municipal | 0.03% | $1.9M | 1 |
| Corporate | 0.01% | $967432 | 31 |
| Derivative (equity) | 0.00% | $78781 | 3 |
| Derivative (interest rate) | -0.03% | $-2021515 | 75 |
| Derivative (credit) | -0.06% | $-4651616 | 9 |
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | 0.33% | 0.66% | 0.41% | 0.47% |
| Feb | -- | -1.74% | 2.21% | 1.66% | 0.71% |
| Mar | -- | 0.52% | -0.22% | -1.44% | -0.38% |
| Apr | -- | -1.72% | 0.25% | 0.20% | -0.42% |
| May | -- | 1.48% | -0.34% | 0.21% | 0.45% |
| Jun | -- | 0.39% | 1.74% | 0.34% | 0.82% |
| Jul | -- | 2.93% | -0.18% | -1.22% | 0.51% |
| Aug | -- | 0.93% | 0.36% | 0.15% | 0.48% |
| Sep | -- | 0.81% | 1.41% | -2.44% | -0.07% |
| Oct | -- | -2.62% | 0.30% | 0.92%* | -0.47% |
| Nov | -- | 1.42% | 0.73% | -- | 1.07% |
| Dec | 0.49% | -2.17% | -0.38% | -- | -0.69% |
| Total | 0.49% | 0.40% | 6.70% | -1.27% | 1.58% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Here is the comprehensive stock analysis report for VCRB:
Executive Summary
Overall assessment: NEUTRAL (confidence level 7/10)
Key drivers: Low volatility, stable momentum signals, recent neutral news sentiment.
Primary risks: Potential range-bound trading, mixed technical signals, and low volatility.
Investment thesis: The ETF industry is showing resilience, and VCRB's low volatility and stable momentum indicators suggest it may continue to perform within its current range. However, the stock's beta and correlation with SPY indicate a defensive posture, which could lead to potential gains in a market downturn.
Recent news sentiment impact: Neutral news headlines have not significantly impacted the stock's price movements.
Technical Analysis
Trend Direction: Medium-term (1-3 months) uptrend, Long-term (3-12 months) neutral
Support/Resistance Levels: Key price levels from moving averages and technical patterns:
- SMA 20: $76.10
- SMA 50: $76.57
- SMA 200: $77.55
Momentum Signals:
- RSI interpretation: Neutral (44.82)
- MACD signal: Bearish (-0.16 / Signal: 0.03 / Histogram: -0.19)
- Bollinger Bands position: Neutral
Volume Analysis: Low volume and a lack of institutional interest signals.
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines suggest the ETF industry is showing resilience, but no significant catalysts have emerged to drive stock prices.
Sentiment Assessment: Neutral sentiment from recent news headlines.
Catalyst Identification: No imminent earnings or events are scheduled that could significantly impact the stock's price movements.
Market Narrative: The neutral market narrative and lack of significant news events may continue to keep VCRB within its current trading range.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to SPY (beta 0.10).
Volatility Regime: Current volatility is low, with a historical volatility range of 3.2%-3.7%.
Options Market Signals: IV rank indicates historically low volatility, and the put/call volume ratio suggests neutral sentiment.
Downside Protection: Support levels at SMA 20 ($76.10) and SMA 50 ($76.57) could provide some downside protection.
Market Context & Positioning
Sector Performance: VCRB's sector (ETFs) has shown resilience, but the overall market has been range-bound.
Institutional Activity: Low institutional interest signals a lack of significant buying or selling pressure.
Correlation Analysis: VCRB's correlation with SPY is low, indicating it may be less affected by market movements.
Relative Valuation: VCRB's trading range suggests it may be fairly valued relative to its historical price levels.
Key Levels & Action Items
- Critical Price Levels: SMA 20 ($76.10), SMA 50 ($76.57)
- Breakout/Breakdown Levels: None identified
- Time-Sensitive Catalysts: No imminent earnings or events scheduled
- Risk Management: Monitor volume and institutional interest signals; consider stop-loss levels at SMA 20 and SMA 50.
Note that this analysis is based on the provided data and may not reflect any additional information or insights that a human analyst might bring to the table.
VCRB Options Activity & IV Rank
Volatility Metrics
Options Flow
ATM Options Pricing
Chain Summary
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Low volatility - stock moves less than market
VCRB Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|