TFRN.L's Sharpe Ratio of 1.99 indicates that for each unit of volatility, it generates 1.99 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.
TFRN.L Sharpe Ratio Rank
TFRN.L ranks above 68.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Above-average risk-adjusted returns with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio efficiency
TFRN.L Sharpe Ratio Market Positioning
The chart shows TFRN.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): 0.83 or lower
- Yellow zone (middle 50%): 0.83 to 2.15
- Green zone (top 25%): 2.15 or higher
- Top 1%: 6.99+
- Median: 1.57 — half of all investments score higher
How it compares to other similar ETFs
The table compares WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc's Sharpe Ratio with other ETFs in the Government Bonds category across multiple time periods, showing how TFRN.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| IB01.L | iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 11.85 | |||
| PR1T.L | Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 9.72 | |||
| VDST.L | Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 8.93 | |||
| IBTU.L | iShares USD Treasury Bond 0-1yr UCITS ETF USD (Dist) | 3.41 | |||
| XUT3.L | Xtrackers II US Treasuries 1-3 UCITS ETF 1D | 2.74 | |||
| TFRN.L | WisdomTree USD Floating Rate Treasury Bond UCITS ETF - USD Acc | 1.99 | |||
| IBTA.L | iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) | 1.97 | |||
| USFR.L | WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD | 1.37 | |||
| XT01.L | Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 0.96 | |||
| BBLL.L | JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) | 0.96 |
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