USFR.L's Sharpe Ratio of 1.90 indicates that for each unit of volatility, it generates 1.90 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.
USFR.L Sharpe Ratio Rank
USFR.L ranks above 73.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Above-average risk-adjusted returns with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio efficiency
USFR.L Sharpe Ratio Market Positioning
The chart shows USFR.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): 0.75 or lower
- Yellow zone (middle 50%): 0.75 to 1.92
- Green zone (top 25%): 1.92 or higher
- Top 1%: 6.52+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD's Sharpe Ratio with other ETFs in the Government Bonds, Ultrashort Bond category across multiple time periods, showing how USFR.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| IB01.L | iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 11.93 | |||
| PR1T.L | Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) | 9.59 | |||
| VDST.L | Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) Accumulating | 9.27 | |||
| U03A.L | iShares USD Treasury Bond 0-3 Month UCITS ETF USD (Acc) | 8.35 | |||
| TREI.L | Invesco US Treasury Bond 0-1 Year UCITS ETF | 6.57 | |||
| JGSA.L | JPM GBP Ultra-Short Income Active ETF GBP Acc | 6.43 | |||
| JPSA.L | JPMorgan USD Ultra-Short Income Active UCITS ETF USD Acc | 6.29 | |||
| JGST.L | JPM GBP Ultra-Short Income Active UCITS ETF - GBP (dist) | 5.88 | |||
| ERNS.L | iShares £ Ultrashort Bond UCITS ETF GBP (Dist) | 5.34 | |||
| ERND.L | iShares $ Ultrashort Bond UCITS ETF USD (Dist) | 5.19 | |||
| USFR.L | WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD | 1.90 |
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