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ISIN
US97717Y3945
CUSIP
97717Y394
Inception Date
Mar 12, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US Treasury 1-3 Year Laddered Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$23M

Share Price Chart


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Performance

USSH Performance Chart

WisdomTree 1-3 Year Laddered Treasury Fund (USSH) is up 0.5% since the beginning of the year. USSH is currently trading at $50 per share.


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S&P 500 Index

Returns By Period

WisdomTree 1-3 Year Laddered Treasury Fund (USSH) has returned 0.45% so far this year and 3.31% over the past 12 months.


WisdomTree 1-3 Year Laddered Treasury Fund

1D
0.00%
1M
0.02%
YTD
0.45%
6M
0.78%
1Y
3.31%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USSH Monthly Returns History

Based on dividend-adjusted daily data since Mar 14, 2024, USSH's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 79% of months were positive and 21% were negative. The best month was Jul 2024 with a return of +1.2%, while the worst month was Oct 2024 at -0.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, USSH closed higher 56% of trading days. The best single day was Aug 2, 2024 with a return of +0.6%, while the worst single day was Apr 10, 2024 at -0.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.22%0.51%-0.47%0.15%0.14%-0.09%0.45%
20250.41%0.72%0.44%0.84%-0.27%0.56%-0.05%0.91%0.25%0.33%0.46%0.29%5.00%
20240.27%-0.43%0.70%0.56%1.16%0.94%0.77%-0.65%0.29%0.21%3.87%

Benchmark Metrics

WisdomTree 1-3 Year Laddered Treasury Fund has an annualized alpha of 4.51%, beta of -0.01, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since March 15, 2024.

  • This ETF captured 10.55% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.69%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.01 may look defensive, but with R2 of 0.02 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 0.02 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
4.51%
Beta
-0.01
0.02
Upside Capture
10.55%
Downside Capture
-7.69%

Expense Ratio

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


Return for Risk

Risk / Return Rank

USSH ranks 81 for risk / return — in the top 81% 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.


USSH Risk / Return Rank: 8181
Overall Rank
USSH Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
USSH Omega Ratio Rank: 8585
Omega Ratio Rank
USSH Calmar Ratio Rank: 7474
Calmar Ratio Rank
USSH Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and compare them to S&P 500 Index.


USSHBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.58

2.39

+0.19

Sortino ratio

Return per unit of downside risk

4.35

3.25

+1.10

Omega ratio

Gain probability vs. loss probability

1.53

1.43

+0.10

Calmar ratio

Return relative to maximum drawdown

3.80

3.11

+0.69

Martin ratio

Return relative to average drawdown

15.17

14.38

+0.79

Dividends

Dividend History

WisdomTree 1-3 Year Laddered Treasury Fund provided a 3.64% dividend yield over the last twelve months, with an annual payout of $1.83 per share.


3.20%3.30%3.40%3.50%3.60%3.70%$0.00$0.50$1.00$1.50$2.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.83$1.86$1.62

Dividend yield

3.64%3.67%3.22%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree 1-3 Year Laddered Treasury Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.16$0.14$0.15$0.15$0.15$0.00$0.73
2025$0.17$0.10$0.18$0.16$0.17$0.16$0.15$0.16$0.15$0.16$0.15$0.19$1.86
2024$0.20$0.20$0.20$0.20$0.20$0.16$0.17$0.15$0.15$1.62

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 1-3 Year Laddered 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 1-3 Year Laddered Treasury Fund was 1.01%, occurring on Nov 12, 2024. Recovery took 49 trading sessions.

The current WisdomTree 1-3 Year Laddered Treasury Fund drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 pullback2024
-1.01%Nov 2024
1mo 18d2mo 16d
4mo 4dSep 2024 - Jan 2025
2026 pullback2026
-0.87%Mar 2026
24d
3mo 3dMar 2026 - now
2025 selloff2025
-0.73%May 2025
13d1mo 10d
1mo 23dMay 2025 - Jun 2025
2024 pullback2024
-0.61%Apr 2024
13d29d
1mo 12dMar 2024 - May 2024
2025 selloff2025
-0.49%Apr 2025
4d10d
14dApr 2025 - Apr 2025

Drawdown Indicators


USSHBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-1.01%

-56.78%

+55.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.87%

-9.10%

+8.23%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-0.20%

-10.72%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

1.97%

-1.75%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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