- ISIN
- US97717X6287
- CUSIP
- 97717X628
- Issuer
- WisdomTree
- Inception Date
- Feb 4, 2014
- Region
- North America (U.S.)
- Category
- Government Bonds, Ultrashort Bond
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg U.S. Treasury Floating Rate Bond Index
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $17B
Share Price Chart
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Performance
USFR Performance Chart
WisdomTree Floating Rate Treasury Fund (USFR) is up 1.8% since the beginning of the year. USFR is currently trading at $50 per share. Investors who bought $1,000 worth of USFR shares 5 years ago would now be looking at an investment worth $1,200.
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Returns By Period
WisdomTree Floating Rate Treasury Fund (USFR) has returned 1.84% so far this year and 4.00% over the past 12 months. Over the last ten years, USFR has returned 2.47% per year, falling short of the S&P 500 Index benchmark, which averaged 13.91% annually.
WisdomTree Floating Rate Treasury Fund
- 1D
- 0.02%
- 1M
- 0.32%
- YTD
- 1.84%
- 6M
- 1.94%
- 1Y
- 4.00%
- 3Y*
- 4.74%
- 5Y*
- 3.72%
- 10Y*
- 2.47%
Benchmark (S&P 500 Index)
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
USFR Monthly Returns History
Based on dividend-adjusted daily data since Feb 4, 2014, USFR's average daily return is +0.01%, while the average monthly return is +0.16%. At this rate, an investment would double in approximately 36.1 years.
Historically, 79% of months were positive and 21% were negative. The best month was Apr 2015 with a return of +1.1%, while the worst month was Aug 2015 at -1.2%. The longest winning streak lasted 49 consecutive months, and the longest losing streak was 4 months.
On a daily basis, USFR closed higher 37% of trading days. The best single day was Aug 27, 2015 with a return of +0.9%, while the worst single day was Aug 12, 2015 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.37% | 0.29% | 0.27% | 0.33% | 0.27% | 0.30% | 1.84% | ||||||
| 2025 | 0.42% | 0.33% | 0.30% | 0.27% | 0.42% | 0.35% | 0.40% | 0.28% | 0.30% | 0.36% | 0.33% | 0.39% | 4.23% |
| 2024 | 0.53% | 0.47% | 0.43% | 0.55% | 0.49% | 0.35% | 0.39% | 0.43% | 0.32% | 0.47% | 0.46% | 0.44% | 5.47% |
| 2023 | 0.39% | 0.39% | 0.35% | 0.51% | 0.46% | 0.41% | 0.49% | 0.45% | 0.41% | 0.45% | 0.45% | 0.31% | 5.18% |
| 2022 | 0.16% | 0.00% | 0.06% | 0.22% | -0.02% | 0.10% | 0.04% | 0.16% | 0.30% | 0.23% | 0.31% | 0.41% | 1.98% |
| 2021 | 0.00% | 0.00% | 0.00% | 0.08% | -0.08% | 0.04% | -0.04% | -0.00% | -0.00% | -0.00% | 0.04% | -0.07% | -0.03% |
Benchmark Metrics
WisdomTree Floating Rate Treasury Fund has an annualized alpha of 1.94%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 04, 2014.
- This ETF captured 4.15% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -5.28%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.94%
- Beta
- 0.00
- R²
- 0.00
- Upside Capture
- 4.15%
- Downside Capture
- -5.28%
Expense Ratio
USFR has an expense ratio of 0.15%, which is considered low.
Return for Risk
Risk / Return Rank
USFR ranks 100 for risk / return — in the top 100% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USFR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +13.02 | ||
| Sortino ratioReturn per unit of downside risk | +47.92 | ||
| Omega ratioGain probability vs. loss probability | 13.33 | 1.30 | +12.02 |
| Calmar ratioReturn relative to maximum drawdown | 201.67 | 2.29 | +199.37 |
| Martin ratioReturn relative to average drawdown | 781.05 | 10.09 | +770.96 |
Dividends
Dividend History
WisdomTree Floating Rate Treasury Fund provided a 3.84% dividend yield over the last twelve months, with an annual payout of $1.93 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.93 | $2.09 | $2.60 | $2.57 | $0.90 | $0.01 | $0.20 | $1.04 | $0.84 | $0.51 | $0.15 |
Dividend yield | 3.84% | 4.15% | 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 Floating Rate Treasury Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.16 | $0.14 | $0.15 | $0.16 | $0.15 | $0.15 | $0.91 | ||||||
| 2025 | $0.17 | $0.17 | $0.18 | $0.18 | $0.18 | $0.19 | $0.18 | $0.18 | $0.17 | $0.18 | $0.15 | $0.16 | $2.09 |
| 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 |
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 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 Floating Rate Treasury Fund was 1.36%, occurring on Nov 25, 2015. Recovery took 306 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2015 pullback2015 | -1.36%Nov 2015 | 5mo 5d | 1y 2mo | 1y 7moJun 2015 - Feb 2017 |
2015 pullback2015 | -1.06%Mar 2015 | 1y 1mo | 1mo 12d | 1y 2moFeb 2014 - Apr 2015 |
2017 pullback2017 | -0.80%Nov 2017 | 8d | 4mo 5d | 4mo 13dNov 2017 - Apr 2018 |
2017 pullback2017 | -0.40%Jul 2017 | 9d | 22d | 1mo 1dJun 2017 - Jul 2017 |
2015 pullback2015 | -0.35%Jun 2015 | 0s | 6d | 6dJun 2015 - Jun 2015 |
Drawdown Indicators
| USFR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -56.78% | +55.42% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -9.10% | +9.08% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -18.90% | +18.84% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | -25.43% | +25.25% |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | -33.92% | +33.12% |
Current DrawdownCurrent decline from peak | 0.00% | -3.32% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -0.15% | -10.71% | +10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.06% | -2.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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