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

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

ETF · Currency in USD · Last updated May 29, 2025

USFR is a passive ETF by WisdomTree tracking the investment results of the Bloomberg U.S. Treasury Floating Rate Bond Index. USFR launched on Feb 4, 2014 and has a 0.15% expense ratio.

ETF Info

ISIN

US97717X6287

CUSIP

97717X628

Issuer

WisdomTree

Inception Date

Feb 4, 2014

Region

North America (U.S.)

Category

Government Bonds

Leveraged

1x

Index Tracked

Bloomberg U.S. Treasury Floating Rate Bond Index

Home Page

www.wisdomtree.com

Asset Class

Bond

Expense Ratio

USFR has an expense ratio of 0.15%, which is considered low.

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.

WisdomTree Bloomberg Floating Rate Treasury Fund

Popular comparisons:
USFR vs. SGOV USFR vs. TFLO USFR vs. FLOT USFR vs. VGSH USFR vs. VMFXX USFR vs. SHV USFR vs. SCHO USFR vs. TBIL USFR vs. FTSD USFR vs. SPTS
Popular comparisons:
USFR vs. SGOV USFR vs. TFLO USFR vs. FLOT USFR vs. VGSH USFR vs. VMFXX USFR vs. SHV USFR vs. SCHO USFR vs. TBIL USFR vs. FTSD USFR vs. SPTS

Performance

Performance Chart

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S&P 500

Returns By Period

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) returned 1.75% year-to-date (YTD) and 4.79% over the past 12 months. Over the past 10 years, USFR returned 1.99% annually, underperforming the S&P 500 benchmark at 10.82%.

USFR

YTD

1.75%

1M

0.40%

6M

2.22%

1Y

4.79%

3Y*

4.70%

5Y*

2.86%

10Y*

1.99%

^GSPC (Benchmark)

YTD

0.12%

1M

6.51%

6M

-1.84%

1Y

10.98%

3Y*

12.30%

5Y*

14.10%

10Y*

10.82%

*Annualized

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
20250.42%0.33%0.30%0.27%0.42%1.75%
20240.53%0.47%0.43%0.55%0.49%0.35%0.39%0.43%0.32%0.47%0.46%0.44%5.47%
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%0.13%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%0.09%0.06%1.03%
2016-0.32%0.32%0.02%0.09%0.00%0.17%0.38%-0.30%0.23%0.15%-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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 100, USFR is among the top 0% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

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.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree Bloomberg Floating Rate Treasury Fund Sharpe ratios as of May 29, 2025 (values are recalculated daily):

  • 1-Year: 15.08
  • 5-Year: 6.31
  • 10-Year: 1.78
  • All Time: 1.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree Bloomberg Floating Rate Treasury Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

WisdomTree Bloomberg Floating Rate Treasury Fund provided a 4.68% dividend yield over the last twelve months, with an annual payout of $2.35 per share. The fund has been increasing its distributions for 3 consecutive years.

0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.50$1.00$1.50$2.00$2.50201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$2.35$2.60$2.57$0.90$0.01$0.20$1.04$0.84$0.51$0.15

Dividend yield

4.68%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%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
2025$0.17$0.17$0.18$0.18$0.18$0.87
2024$0.23$0.22$0.23$0.23$0.23$0.23$0.23$0.23$0.21$0.20$0.19$0.20$2.60
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$0.51
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.

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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
-0.8%Nov 20, 20174Nov 28, 201771Apr 2, 201875
-0.36%Jun 9, 20151Jun 9, 20151Jun 15, 20152
-0.32%Jun 29, 20172Jul 6, 20176Jul 27, 20178
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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