BHP vs. USFR
BHP (BHP Group Limited) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 10 years, BHP returned 20.67%/yr vs 2.48%/yr for USFR. Their -0.01 correlation means they have often moved in opposite directions in the past.
Performance
BHP vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, BHP achieves a 47.73% return, which is significantly higher than USFR's 2.29% return. Over the past 10 years, BHP has outperformed USFR with an annualized return of 20.67%, while USFR has yielded a comparatively lower 2.48% annualized return.
BHP
- 1D
- 4.74%
- 1M
- 4.96%
- 6M
- 22.60%
- YTD
- 47.73%
- 1Y
- 76.55%
- 3Y*
- 18.95%
- 5Y*
- 15.03%
- 10Y*
- 20.67%
- ALL TIME*
- 11.09%
USFR
- 1D
- 0.00%
- 1M
- 0.36%
- 6M
- 1.89%
- YTD
- 2.29%
- 1Y
- 3.97%
- 3Y*
- 4.68%
- 5Y*
- 3.81%
- 10Y*
- 2.48%
- ALL TIME*
- 1.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $206.54M | $202.07M | $229.65M | |
| $352.79M | $265.75M | $249.59M |
BHP vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group Limited | 47.73% | 28.91% | -24.64% | 16.50% | 44.34% | 0.91% | 25.37% | 24.50% | 10.55% | 33.87% |
USFR WisdomTree Floating Rate Treasury Fund | 2.29% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between BHP and USFR is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014 | -0.01 |
The correlation between BHP and USFR shifts across timeframes, from -0.12 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BHP vs. USFR — Risk / Return Rank
BHP
USFR
BHP vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group Limited (BHP) 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.
| BHP | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.31 | ||
| Sortino ratioReturn per unit of downside risk | -48.72 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 14.07 | -12.71 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 200.37 | -196.48 |
| Martin ratioReturn relative to average drawdown | 11.88 | 800.41 | -788.53 |
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Drawdowns
BHP vs. USFR - Drawdown Comparison
The maximum BHP drawdown since its inception was -76.22%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for BHP and USFR.
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Drawdown Indicators
| BHP | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.22% | -1.36% | -74.86% |
Max Drawdown (1Y)Largest decline over 1 year | -19.80% | -0.02% | -19.78% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | -0.06% | -37.15% |
Max Drawdown (5Y)Largest decline over 5 years | -37.21% | -0.18% | -37.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -0.80% | -43.49% |
Current DrawdownCurrent decline from peak | -6.11% | 0.00% | -6.11% |
Average DrawdownAverage peak-to-trough decline | -21.24% | -0.15% | -21.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.46% | 0.00% | +6.46% |
Volatility
BHP vs. USFR - Volatility Comparison
BHP Group Limited (BHP) has a higher volatility of 11.78% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that BHP'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
| BHP | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.78% | 0.09% | +11.69% |
Volatility (6M)Calculated over the trailing 6-month period | 27.83% | 0.20% | +27.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.05% | 0.27% | +32.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.66% | 0.39% | +32.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.20% | 0.76% | +31.44% |
Dividends
BHP vs. USFR - Dividend Comparison
BHP's dividend yield for the trailing twelve months is around 3.04%, less than USFR's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group Limited | 3.04% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
USFR WisdomTree Floating Rate Treasury Fund | 3.79% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
Frequently Asked Questions
BHP and USFR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BHP has higher volatility (11.78%) compared to USFR (0.09%). In terms of maximum drawdown, BHP dropped -76.22% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.64 vs 2.33), 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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