5CH6.DE vs. USFR
5CH6.DE (WisdomTree Short USD Long EUR 5x Daily EUR) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - 5CH6.DE is a Leveraged Currency fund tracking the MSFXSM 5X Short US Dollar/Euro Total Return Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, 5CH6.DE returned -16.15%/yr vs 2.24%/yr for USFR. At a correlation of -0.76, they often move in opposite directions. 5CH6.DE charges 0.98%/yr vs 0.15%/yr for USFR.
Performance
5CH6.DE vs. USFR - Performance Comparison
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Different Trading Currencies
5CH6.DE is traded in EUR, while USFR is traded in USD. To make them comparable, the USFR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 5CH6.DE achieves a -11.22% return, which is significantly lower than USFR's 2.76% return. Over the past 10 years, 5CH6.DE has underperformed USFR with an annualized return of -16.15%, while USFR has yielded a comparatively higher 2.24% annualized return.
5CH6.DE
- 1D
- 0.59%
- 1M
- -4.31%
- YTD
- -11.22%
- 6M
- -8.18%
- 1Y
- -7.11%
- 3Y*
- -1.61%
- 5Y*
- -19.66%
- 10Y*
- -16.15%
USFR
- 1D
- -0.14%
- 1M
- 0.93%
- YTD
- 2.76%
- 6M
- 2.23%
- 1Y
- 2.26%
- 3Y*
- 1.97%
- 5Y*
- 4.63%
- 10Y*
- 2.24%
5CH6.DE vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
5CH6.DE WisdomTree Short USD Long EUR 5x Daily EUR | -11.22% | 48.13% | -32.59% | 1.09% | -44.21% | -39.39% | 30.48% | -27.67% | -37.38% | 57.73% |
USFR WisdomTree Floating Rate Treasury Fund | 2.76% | -8.14% | 12.43% | 2.02% | 8.30% | 7.45% | -7.73% | 4.32% | 6.79% | -11.38% |
Correlation
The correlation between 5CH6.DE and USFR is -0.79, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2014 | -0.76 |
The correlation between 5CH6.DE and USFR has been stable across timeframes, ranging from -0.79 to -0.76 - a consistent structural relationship.
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Return for Risk
5CH6.DE vs. USFR — Risk / Return Rank
5CH6.DE
USFR
5CH6.DE vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) and WisdomTree Floating Rate Treasury Fund (USFR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 5CH6.DE | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.07 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 0.62 | -0.92 |
| Martin ratioReturn relative to average drawdown | -0.58 | 1.35 | -1.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5CH6.DE | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | 0.36 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.60 | -1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.44 | 0.30 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.51 | 0.40 | -0.91 |
Drawdowns
5CH6.DE vs. USFR - Drawdown Comparison
The maximum 5CH6.DE drawdown since its inception was -95.83%, which is greater than USFR's maximum drawdown of -15.64%. Use the drawdown chart below to compare losses from any high point for 5CH6.DE and USFR.
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Drawdown Indicators
| 5CH6.DE | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.83% | -15.64% | -80.19% |
Max Drawdown (1Y)Largest decline over 1 year | -23.57% | -3.69% | -19.88% |
Max Drawdown (3Y)Largest decline over 3 years | -48.64% | -11.58% | -37.06% |
Max Drawdown (5Y)Largest decline over 5 years | -79.13% | -11.58% | -67.55% |
Max Drawdown (10Y)Largest decline over 10 years | -90.59% | -15.64% | -74.95% |
Current DrawdownCurrent decline from peak | -93.39% | -6.78% | -86.61% |
Average DrawdownAverage peak-to-trough decline | -79.77% | -5.77% | -74.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.16% | 1.68% | +10.48% |
Volatility
5CH6.DE vs. USFR - Volatility Comparison
WisdomTree Short USD Long EUR 5x Daily EUR (5CH6.DE) has a higher volatility of 6.34% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 1.26%. This indicates that 5CH6.DE's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 5CH6.DE | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 1.26% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 20.38% | 4.31% | +16.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.29% | 6.28% | +24.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.84% | 7.70% | +32.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.90% | 7.47% | +29.43% |
5CH6.DE vs. USFR - Expense Ratio Comparison
5CH6.DE has a 0.98% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
5CH6.DE vs. USFR - Dividend Comparison
5CH6.DE has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
5CH6.DE WisdomTree Short USD Long EUR 5x Daily EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
5CH6.DE and USFR have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USFR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USFR is cheaper with a 0.15% expense ratio, compared with 0.98% for 5CH6.DE.
5CH6.DE is categorized as Leveraged Currency, while USFR is Government Bonds. 5CH6.DE tracks MSFXSM 5X Short US Dollar/Euro Total Return Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.98% for 5CH6.DE and 0.15% for USFR.
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