AVLV vs. USFR
AVLV (Avantis U.S. Large Cap Value ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - AVLV is a Large Cap Value Equities fund actively managed by Avantis, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. AVLV is actively managed, while USFR is passively managed. Over the past 3 years, AVLV returned 22.67%/yr vs 4.74%/yr for USFR. At a correlation of -0.02, they often move in opposite directions. Both charge a 0.15% expense ratio.
Performance
AVLV vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, AVLV achieves a 20.57% return, which is significantly higher than USFR's 1.82% return.
AVLV
- 1D
- -1.02%
- 1M
- 1.99%
- YTD
- 20.57%
- 6M
- 19.54%
- 1Y
- 37.53%
- 3Y*
- 22.67%
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.04%
- 1M
- 0.33%
- YTD
- 1.82%
- 6M
- 1.92%
- 1Y
- 3.99%
- 3Y*
- 4.74%
- 5Y*
- 3.71%
- 10Y*
- 2.43%
AVLV vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AVLV Avantis U.S. Large Cap Value ETF | 20.57% | 15.12% | 17.49% | 17.43% | -5.53% | 6.27% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% |
Correlation
The correlation between AVLV and USFR is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2021 | -0.02 |
The correlation between AVLV and USFR shifts across timeframes, from -0.17 (1 year) to -0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AVLV vs. USFR — Risk / Return Rank
AVLV
USFR
AVLV vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Large Cap Value ETF (AVLV) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AVLV | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.68 | ||
| Sortino ratioReturn per unit of downside risk | -46.02 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 13.31 | -11.77 |
| Calmar ratioReturn relative to maximum drawdown | 5.90 | 201.33 | -195.43 |
| Martin ratioReturn relative to average drawdown | 23.36 | 779.76 | -756.41 |
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Drawdowns
AVLV vs. USFR - Drawdown Comparison
The maximum AVLV drawdown since its inception was -19.50%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for AVLV and USFR.
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Drawdown Indicators
| AVLV | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.50% | -1.36% | -18.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.39% | -0.02% | -6.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.50% | -0.06% | -19.44% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -1.30% | 0.00% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -0.15% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 0.01% | +1.60% |
Volatility
AVLV vs. USFR - Volatility Comparison
Avantis U.S. Large Cap Value ETF (AVLV) has a higher volatility of 3.99% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that AVLV'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
| AVLV | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 0.09% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 0.19% | +9.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 0.27% | +12.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 0.40% | +16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 0.78% | +16.55% |
AVLV vs. USFR - Expense Ratio Comparison
Both AVLV and USFR have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AVLV vs. USFR - Dividend Comparison
AVLV's dividend yield for the trailing twelve months is around 1.38%, less than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AVLV Avantis U.S. Large Cap Value ETF | 1.38% | 1.33% | 1.58% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.90% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
AVLV and USFR have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVLV has higher volatility (3.99%) compared to USFR (0.09%). In terms of maximum drawdown, AVLV dropped -19.50% vs USFR's -1.36%.
On 3-year performance, AVLV leads with 22.67% vs 4.74% for USFR. Both ETFs have the same 0.15% expense ratio. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AVLV has performed better with a 22.67% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AVLV and USFR have the same expense ratio: 0.15% per year.
USFR has the higher dividend yield at 3.90%, compared with 1.38% for AVLV.
AVLV is categorized as Large Cap Value Equities, while USFR is Government Bonds. They also come from different issuers: Avantis and WisdomTree.
USFR currently has the higher Sharpe Ratio (14.67 vs 2.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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