WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)
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
US97717X6287
97717X628
Feb 4, 2014
North America (U.S.)
1x
Bloomberg U.S. Treasury Floating Rate Bond Index
Share Price Chart
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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.
Returns By Period
WisdomTree Bloomberg Floating Rate Treasury Fund had a return of 4.79% year-to-date (YTD) and 5.32% in the last 12 months. Over the past 10 years, WisdomTree Bloomberg Floating Rate Treasury Fund had an annualized return of 2.38%, while the S&P 500 had an annualized return of 11.11%, indicating that WisdomTree Bloomberg Floating Rate Treasury Fund did not perform as well as the benchmark.
USFR
4.79%
0.45%
2.46%
5.32%
2.52%
2.38%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.53% | 0.47% | 0.43% | 0.55% | 0.49% | 0.35% | 0.39% | 0.43% | 0.32% | 0.47% | 4.79% | ||
| 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% |
| 2020 | 0.25% | 0.13% | 0.10% | 0.06% | -0.02% | 0.06% | -0.03% | 0.01% | 0.01% | 0.04% | -0.08% | 0.02% | 0.56% |
| 2019 | 0.18% | 0.22% | 0.14% | 0.26% | 0.15% | 0.11% | 0.19% | 0.14% | 0.14% | 0.18% | 0.17% | 0.13% | 2.02% |
| 2018 | 0.23% | 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% | 0.16% | -0.21% | 0.36% | 0.90% |
| 2015 | 0.04% | 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% |
Expense Ratio
USFR has an expense ratio of 0.15%, which is considered low compared to other funds.
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.
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.
Dividends
Dividend History
WisdomTree Bloomberg Floating Rate Treasury Fund provided a 5.30% dividend yield over the last twelve months, with an annual payout of $2.67 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.67 | $2.57 | $0.90 | $0.01 | $0.20 | $1.04 | $0.84 | $0.52 | $0.15 |
Dividend yield | 5.30% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.23 | $0.22 | $0.23 | $0.23 | $0.23 | $0.23 | $0.23 | $0.23 | $0.21 | $0.20 | $0.00 | $2.21 | |
| 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.
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, 2015 | 55 | Nov 25, 2015 | 47 | Feb 14, 2017 | 102 |
| -1.06% | Feb 5, 2014 | 76 | Mar 9, 2015 | 2 | Apr 20, 2015 | 78 |
| -0.8% | Nov 20, 2017 | 4 | Nov 28, 2017 | 71 | Apr 2, 2018 | 75 |
| -0.35% | Jun 9, 2015 | 1 | Jun 9, 2015 | 1 | Jun 15, 2015 | 2 |
| -0.32% | Jun 29, 2017 | 2 | Jul 6, 2017 | 6 | Jul 27, 2017 | 8 |
Volatility
Volatility Chart
The current WisdomTree Bloomberg Floating Rate Treasury Fund volatility is 0.09%, 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.