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WisdomTree Bloomberg Floating Rate Treasury Fund

USFR
ETF · Currency in USD
ISIN
US97717X6287
CUSIP
97717X628
Issuer
WisdomTree
Inception Date
Feb 4, 2014
Region
North America (U.S.)
Category
Government Bonds
Expense Ratio
0.15%
Index Tracked
Bloomberg U.S. Treasury Floating Rate Bond Index
ETF Home Page
www.wisdomtree.com
Asset Class
Bond

USFRPrice Chart


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S&P 500

USFRPerformance

The chart shows the growth of $10,000 invested in WisdomTree Bloomberg Floating Rate Treasury Fund on Feb 5, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,583 for a total return of roughly 5.83%. All prices are adjusted for splits and dividends.


USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (S&P 500)

USFRReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-0.04%
6M-0.04%
YTD0.00%
1Y0.02%
5Y1.25%
10Y0.76%

USFRMonthly Returns Heatmap


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USFRSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current WisdomTree Bloomberg Floating Rate Treasury Fund Sharpe ratio is -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (S&P 500)

USFRDividends

WisdomTree Bloomberg Floating Rate Treasury Fund granted a 0.06% dividend yield in the last twelve months, as of Jul 25, 2021. The annual payout for that period amounted to $0.02 per share.


PeriodTTM2020201920182017201620152014
Dividend$0.02$0.10$0.52$0.42$0.26$0.06$0.00$0.00

Dividend yield

0.06%0.40%2.08%1.67%1.04%0.25%0.00%0.00%

USFRDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (S&P 500)

USFRWorst Drawdowns

The table below shows the maximum drawdowns of the WisdomTree Bloomberg Floating Rate Treasury Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the WisdomTree Bloomberg Floating Rate Treasury Fund is 2.16%, recorded on Dec 22, 2014. It took 80 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.16%Feb 5, 2014223Dec 22, 201480Apr 20, 2015303
-1.36%Jun 23, 2015110Nov 25, 2015306Feb 14, 2017416
-0.78%Nov 20, 20176Nov 28, 201784Apr 2, 201890
-0.4%Jun 29, 20175Jul 6, 201716Jul 28, 201721
-0.36%Jun 9, 20151Jun 9, 20154Jun 15, 20155
-0.32%Aug 2, 20171Aug 2, 20172Aug 4, 20173
-0.28%Mar 14, 20173Mar 16, 201712Apr 3, 201715
-0.28%Apr 5, 20171Apr 5, 201734May 24, 201735
-0.28%Aug 10, 20171Aug 10, 201720Sep 8, 201721
-0.23%Feb 25, 202010Mar 9, 20208Mar 19, 202018

USFRVolatility Chart

Current WisdomTree Bloomberg Floating Rate Treasury Fund volatility is 0.45%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


USFR (WisdomTree Bloomberg Floating Rate Treasury Fund)
Benchmark (S&P 500)

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