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WisdomTree Bloomberg Floating Rate Treasury Fund (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717X6287

CUSIP

97717X628

Issuer

WisdomTree

Inception Date

Feb 4, 2014

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg U.S. Treasury Floating Rate Bond Index

Asset Class

Bond

Expense Ratio

USFR has an expense ratio of 0.15%, which is considered low compared to other funds.


Expense ratio chart for USFR: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
USFR vs. SGOV USFR vs. TFLO USFR vs. FLOT USFR vs. SHV USFR vs. VGSH USFR vs. SCHO USFR vs. AGZ USFR vs. SPTS USFR vs. FTSD USFR vs. UUP
Popular comparisons:
USFR vs. SGOV USFR vs. TFLO USFR vs. FLOT USFR vs. SHV USFR vs. VGSH USFR vs. SCHO USFR vs. AGZ USFR vs. SPTS USFR vs. FTSD USFR vs. UUP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Bloomberg Floating Rate Treasury Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.45%
12.60%
USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Bloomberg Floating Rate Treasury Fund had a return of 5.11% year-to-date (YTD) and 5.37% in the last 12 months. Over the past 10 years, WisdomTree Bloomberg Floating Rate Treasury Fund had an annualized return of 2.45%, while the S&P 500 had an annualized return of 11.73%, indicating that WisdomTree Bloomberg Floating Rate Treasury Fund did not perform as well as the benchmark.


USFR

YTD

5.11%

1M

0.40%

6M

2.44%

1Y

5.37%

5Y (annualized)

2.57%

10Y (annualized)

2.45%

^GSPC (Benchmark)

YTD

26.90%

1M

0.96%

6M

12.91%

1Y

31.46%

5Y (annualized)

14.06%

10Y (annualized)

11.73%

Monthly Returns

The table below presents the monthly returns of USFR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.53%0.47%0.43%0.55%0.49%0.35%0.39%0.43%0.32%0.47%0.46%5.11%
20230.39%0.39%0.35%0.51%0.46%0.41%0.49%0.45%0.41%0.45%0.45%0.31%5.18%
20220.16%-0.00%0.06%0.22%-0.02%0.10%0.04%0.16%0.30%0.23%0.31%0.41%1.98%
20210.00%0.00%-0.00%0.08%-0.08%0.04%-0.04%0.00%0.00%0.00%0.04%-0.07%-0.03%
20200.25%0.13%0.10%0.06%-0.02%0.06%-0.03%0.01%0.01%0.04%-0.08%0.02%0.56%
20190.18%0.22%0.14%0.26%0.15%0.11%0.19%0.14%0.14%0.18%0.17%0.12%2.02%
20180.23%0.22%0.28%0.05%0.16%0.10%0.10%0.19%0.16%0.19%0.25%0.05%2.01%
2017-0.04%0.16%-0.01%-0.01%0.32%0.08%0.13%-0.23%0.28%0.19%0.10%0.06%1.04%
2016-0.32%0.32%0.02%0.09%0.00%0.17%0.38%-0.30%0.23%0.16%-0.21%0.36%0.90%
20150.04%0.04%-0.51%1.10%-0.19%0.28%-1.20%0.93%-0.40%-0.60%0.40%-0.12%
2014-0.08%-0.24%0.04%-0.08%0.12%-0.00%0.04%-0.10%-0.38%0.03%-0.00%-0.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of USFR is 100, placing it in the top 0% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of USFR is 100100
Overall Rank
The Sharpe Ratio Rank of USFR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of USFR is 100100
Sortino Ratio Rank
The Omega Ratio Rank of USFR is 100100
Omega Ratio Rank
The Calmar Ratio Rank of USFR is 100100
Calmar Ratio Rank
The Martin Ratio Rank of USFR is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for USFR, currently valued at 15.49, compared to the broader market0.002.004.0015.492.62
The chart of Sortino ratio for USFR, currently valued at 54.88, compared to the broader market-2.000.002.004.006.008.0010.0012.0054.883.48
The chart of Omega ratio for USFR, currently valued at 13.34, compared to the broader market0.501.001.502.002.503.0013.341.48
The chart of Calmar ratio for USFR, currently valued at 90.41, compared to the broader market0.005.0010.0015.0090.413.77
The chart of Martin ratio for USFR, currently valued at 757.90, compared to the broader market0.0020.0040.0060.0080.00100.00757.9016.74
USFR
^GSPC

The current WisdomTree Bloomberg Floating Rate Treasury Fund Sharpe ratio is 15.49. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Bloomberg Floating Rate Treasury Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
15.49
2.62
USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Bloomberg Floating Rate Treasury Fund provided a 5.23% dividend yield over the last twelve months, with an annual payout of $2.63 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$2.63$2.57$0.90$0.01$0.20$1.04$0.84$0.52$0.15

Dividend yield

5.23%5.12%1.78%0.01%0.40%2.08%1.67%1.04%0.29%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Bloomberg Floating Rate Treasury Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.23$0.22$0.23$0.23$0.23$0.23$0.23$0.23$0.21$0.20$0.19$0.00$2.40
2023$0.19$0.19$0.20$0.21$0.22$0.22$0.23$0.23$0.22$0.23$0.23$0.24$2.57
2022$0.00$0.00$0.01$0.02$0.03$0.05$0.08$0.10$0.12$0.14$0.17$0.19$0.90
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2020$0.07$0.07$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.00$0.00$0.01$0.20
2019$0.09$0.09$0.09$0.09$0.10$0.10$0.09$0.09$0.09$0.09$0.06$0.06$1.04
2018$0.06$0.06$0.05$0.06$0.07$0.07$0.07$0.08$0.08$0.08$0.09$0.09$0.84
2017$0.02$0.02$0.02$0.03$0.04$0.04$0.05$0.05$0.04$0.05$0.05$0.12$0.52
2016$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.04$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.61%
USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Bloomberg Floating Rate Treasury Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Bloomberg Floating Rate Treasury Fund was 1.36%, occurring on Nov 25, 2015. Recovery took 47 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.36%Jun 23, 201555Nov 25, 201547Feb 14, 2017102
-1.06%Feb 5, 201476Mar 9, 20152Apr 20, 201578
-0.79%Nov 20, 20174Nov 28, 201771Apr 2, 201875
-0.35%Jun 9, 20151Jun 9, 20151Jun 15, 20152
-0.32%Jun 29, 20172Jul 6, 20176Jul 27, 20178

Volatility

Volatility Chart

The current WisdomTree Bloomberg Floating Rate Treasury Fund volatility is 0.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.08%
2.24%
USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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