AVMV vs. USFR

Last updated Jun 4, 2026

AVMV (Avantis U.S. Mid Cap Value ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - AVMV is a Mid 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. AVMV is actively managed, while USFR is passively managed. Over the past year, AVMV returned 25.32% vs 4.03% for USFR. At a correlation of -0.05, they often move in opposite directions. AVMV charges 0.20%/yr vs 0.15%/yr for USFR.

Performance

AVMV vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Mid Cap Value ETF (AVMV) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVMV achieves a 11.76% return, which is significantly higher than USFR's 1.60% return.

AVMV

• 1D: -0.15%
• 1M: 1.85%
• YTD: 11.76%
• 6M: 12.65%
• 1Y: 25.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFR

• 1D: 0.02%
• 1M: 0.29%
• YTD: 1.60%
• 6M: 1.98%
• 1Y: 4.03%
• 3Y*: 4.76%
• 5Y*: 3.66%
• 10Y*: 2.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVMV vs. USFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AVMV Avantis U.S. Mid Cap Value ETF	11.76%	10.46%	18.43%	15.56%
USFR WisdomTree Floating Rate Treasury Fund	1.60%	4.23%	5.47%	0.58%

Correlation

The correlation between AVMV and USFR is -0.14, 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	-0.14
Correlation (All Time) Calculated using the full available price history since Nov 10, 2023	-0.05

Return for Risk

AVMV vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVMV

AVMV Risk / Return Rank: 57
AVMV Sharpe Ratio Rank: 53
AVMV Sortino Ratio Rank: 55
AVMV Omega Ratio Rank: 51
AVMV Calmar Ratio Rank: 66
AVMV Martin Ratio Rank: 61

USFR

USFR Risk / Return Rank: 100
USFR Sharpe Ratio Rank: 100
USFR Sortino Ratio Rank: 100
USFR Omega Ratio Rank: 100
USFR Calmar Ratio Rank: 100
USFR Martin Ratio Rank: 100

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.

AVMV vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Mid Cap Value ETF (AVMV) 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.

	AVMV	USFR	Difference
Sharpe ratio: Return per unit of total volatility	1.84	15.11	-13.27
Sortino ratio: Return per unit of downside risk	2.68	50.64	-47.96
Omega ratio: Gain probability vs. loss probability	1.32	13.43	-12.11
Calmar ratio: Return relative to maximum drawdown	3.34	203.42	-200.08
Martin ratio: Return relative to average drawdown	10.97	787.84	-776.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVMV vs. USFR - Sharpe Ratio Comparison

The current AVMV Sharpe Ratio is 1.84, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of AVMV and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AVMV	USFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	15.11	-13.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	9.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	3.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.28	1.60	-0.33

Drawdowns

AVMV vs. USFR - Drawdown Comparison

The maximum AVMV drawdown since its inception was -24.24%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for AVMV and USFR.

Drawdown Indicators

	AVMV	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-24.24%	-1.36%	-22.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.63%	-0.02%	-7.61%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.06%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-0.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-0.80%	—
Current Drawdown Current decline from peak	-0.15%	0.00%	-0.15%
Average Drawdown Average peak-to-trough decline	-3.89%	-0.16%	-3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	0.01%	+2.30%

Volatility

AVMV vs. USFR - Volatility Comparison

Avantis U.S. Mid Cap Value ETF (AVMV) has a higher volatility of 3.11% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that AVMV'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.

Volatility by Period

	AVMV	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	0.06%	+3.05%
Volatility (6M) Calculated over the trailing 6-month period	9.47%	0.18%	+9.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.89%	0.27%	+13.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.97%	0.40%	+17.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	0.81%	+17.16%

AVMV vs. USFR - Expense Ratio Comparison

AVMV has a 0.20% expense ratio, which is higher than USFR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AVMV vs. USFR - Dividend Comparison

AVMV's dividend yield for the trailing twelve months is around 1.02%, less than USFR's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AVMV Avantis U.S. Mid Cap Value ETF	1.02%	1.20%	1.30%	0.25%	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

Can I hold both AVMV and USFR in my portfolio?

AVMV and USFR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVMV or USFR?

AVMV has higher volatility (3.11%) compared to USFR (0.06%). In terms of maximum drawdown, AVMV dropped -24.24% vs USFR's -1.36%.

Which ETF is better, AVMV or USFR?

On 1-year performance, AVMV leads with 25.32% vs 4.03% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVMV or USFR?

Over the 1-year period, AVMV has performed better with a 25.32% return vs 4.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVMV or USFR?

USFR is cheaper with a 0.15% expense ratio, compared with 0.20% for AVMV.

Which ETF pays a higher dividend yield, AVMV or USFR?

USFR has the higher dividend yield at 3.91%, compared with 1.02% for AVMV.

What is the main difference between AVMV and USFR?

AVMV is categorized as Mid Cap Value Equities, while USFR is Government Bonds. They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.20% for AVMV and 0.15% for USFR.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (15.11 vs 1.84), 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.