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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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USFRPerformance

The chart shows the growth of $10,000 invested in USFR on Feb 5, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,588 for a total return of roughly 5.88%. All prices are adjusted for splits and dividends.


0.00%50.00%100.00%201620182020
5.88%
132.11%
S&P 500

USFRReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M0.00%
YTD0.04%
6M-0.01%
1Y0.04%
5Y1.29%
10Y0.80%

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 0.34. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.00201620172018201920202021
0.34

USFRDividends

WisdomTree Bloomberg Floating Rate Treasury Fund granted a 0.12% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $0.03 per share.


PeriodTTM2020201920182017201620152014
Dividend$0.03$0.10$0.52$0.42$0.26$0.07$0.00$0.00
Dividend yield
0.12%0.40%2.08%1.67%1.04%0.27%0.00%0.00%

USFRDrawdowns Chart


-2.00%-1.50%-1.00%-0.50%0.00%201620182020
-0.05%

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 {{portfolioName}} 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 0.92%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%201620182020
0.92%

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