WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L)
USFR.L is a passive ETF by WisdomTree tracking the investment results of the Bloomberg US Government TR USD. USFR.L launched on Mar 21, 2019 and has a 0.15% expense ratio.
ETF Info
| ISIN | IE00BJFN5P63 |
|---|---|
| WKN | A2PHF9 |
| Issuer | WisdomTree |
| Inception Date | Mar 21, 2019 |
| Category | Government Bonds |
| Leveraged | 1x |
| Index Tracked | Bloomberg US Government TR USD |
| Domicile | Ireland |
| Distribution Policy | Distributing |
| Asset Class | Bond |
Expense Ratio
USFR.L has an expense ratio of 0.15%, which is considered low compared to other funds.
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.
Popular comparisons: USFR.L vs. IBTU.L, USFR.L vs. ISTB, USFR.L vs. IB01.L, USFR.L vs. USFR
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD, 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 USD Floating Rate Treasury Bond UCITS ETF USD had a return of 4.73% year-to-date (YTD) and 5.28% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.73% | 25.82% |
| 1 month | 0.47% | 3.20% |
| 6 months | 2.52% | 14.94% |
| 1 year | 5.28% | 35.92% |
| 5 years (annualized) | 2.46% | 14.22% |
| 10 years (annualized) | N/A | 11.43% |
Monthly Returns
The table below presents the monthly returns of USFR.L, 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 | 0.42% | 0.69% | 0.43% | 0.40% | 0.41% | 0.35% | 0.47% | 0.38% | 0.38% | 0.43% | 4.73% | ||
| 2023 | 0.59% | 0.33% | 0.11% | 0.38% | 0.48% | 0.44% | 0.45% | 0.47% | 0.36% | 0.48% | 0.48% | 0.27% | 4.94% |
| 2022 | 0.06% | -0.02% | 0.01% | 0.05% | 0.16% | 0.13% | 0.27% | 0.00% | 0.21% | 0.37% | 0.32% | 0.47% | 2.05% |
| 2021 | -0.00% | -0.06% | 0.00% | -0.01% | -0.05% | 0.00% | -0.02% | -0.03% | -0.01% | 0.00% | -0.01% | 0.03% | -0.16% |
| 2020 | 0.19% | 0.04% | 0.25% | 0.08% | 0.06% | -0.05% | -0.01% | 0.02% | -0.00% | -0.00% | -0.00% | -0.00% | 0.57% |
| 2019 | 0.04% | 0.22% | 0.22% | 0.13% | 0.19% | 0.08% | 0.17% | 0.16% | 0.17% | 0.08% | 1.47% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of USFR.L is 89, placing it in the top 11% 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 USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD provided a 5.27% dividend yield over the last twelve months, with an annual payout of $2.67 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $2.67 | $2.33 | $0.40 | $0.00 | $0.29 | $0.55 |
Dividend yield | 5.27% | 4.58% | 0.78% | 0.00% | 0.57% | 1.09% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD. 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 | $0.67 | $0.00 | $0.00 | $0.66 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.66 | $0.00 | $2.67 | |
| 2023 | $0.47 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $2.33 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.40 |
| 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 | $0.00 |
| 2020 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 |
| 2019 | $0.25 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.55 |
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 USD Floating Rate Treasury Bond UCITS ETF USD. 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 USD Floating Rate Treasury Bond UCITS ETF USD was 2.99%, occurring on Mar 12, 2020. Recovery took 12 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -2.99% | Feb 26, 2020 | 12 | Mar 12, 2020 | 12 | Mar 30, 2020 | 24 |
| -0.89% | Mar 10, 2023 | 5 | Mar 16, 2023 | 10 | Mar 30, 2023 | 15 |
| -0.76% | Jun 9, 2020 | 424 | Feb 24, 2022 | 52 | May 12, 2022 | 476 |
| -0.64% | Sep 13, 2024 | 8 | Sep 24, 2024 | 12 | Oct 10, 2024 | 20 |
| -0.63% | Aug 23, 2024 | 12 | Sep 10, 2024 | 2 | Sep 12, 2024 | 14 |
Volatility
Volatility Chart
The current WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD volatility is 0.49%, 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.