WisdomTree Bloomberg Floating Rate Treasury Fund (USFR)

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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.

WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) has returned 0.93% so far this year and 4.10% over the past 12 months. Over the last ten years, USFR has returned 2.41% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

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, your investment would double in approximately 36.1 years.

Historically, 78% of months were positive and 22% 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 46 consecutive months, and the longest losing streak was 2 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%.

WisdomTree Bloomberg Floating Rate Treasury Fund has an annualized alpha of 1.89%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since February 05, 2014.

• This ETF captured 4.21% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -5.16%) — 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.

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

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.

The table below present risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and compare them to a chosen benchmark (S&P 500 Index).

WisdomTree Bloomberg Floating Rate Treasury Fund provided a 4.00% dividend yield over the last twelve months, with an annual payout of $2.02 per share.

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.

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.

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 306 trading sessions.

The chart below shows the rolling one-month volatility.