BKN vs. USFR
Compare and contrast key facts about BlackRock Investment Quality Municipal Trust Inc. (BKN) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKN or USFR.
Correlation
The correlation between BKN and USFR is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BKN vs. USFR - Performance Comparison
Key characteristics
BKN:
0.46
USFR:
16.61
BKN:
0.73
USFR:
55.54
BKN:
1.09
USFR:
14.02
BKN:
0.15
USFR:
88.99
BKN:
0.91
USFR:
764.80
BKN:
5.68%
USFR:
0.01%
BKN:
11.33%
USFR:
0.32%
BKN:
-60.15%
USFR:
-1.36%
BKN:
-29.06%
USFR:
0.00%
Returns By Period
In the year-to-date period, BKN achieves a 5.75% return, which is significantly higher than USFR's 0.50% return. Over the past 10 years, BKN has underperformed USFR with an annualized return of 1.99%, while USFR has yielded a comparatively higher 2.49% annualized return.
BKN
5.75%
4.62%
-1.52%
5.17%
-1.17%
1.99%
USFR
0.50%
0.40%
2.51%
5.25%
2.65%
2.49%
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Risk-Adjusted Performance
BKN vs. USFR — Risk-Adjusted Performance Rank
BKN
USFR
BKN vs. USFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Investment Quality Municipal Trust Inc. (BKN) and WisdomTree Bloomberg 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.
Dividends
BKN vs. USFR - Dividend Comparison
BKN's dividend yield for the trailing twelve months is around 5.83%, more than USFR's 5.05% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKN BlackRock Investment Quality Municipal Trust Inc. | 5.83% | 6.13% | 4.27% | 6.56% | 4.70% | 4.35% | 4.39% | 5.28% | 6.16% | 7.72% | 5.98% | 5.85% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.05% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% |
Drawdowns
BKN vs. USFR - Drawdown Comparison
The maximum BKN drawdown since its inception was -60.15%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for BKN and USFR. For additional features, visit the drawdowns tool.
Volatility
BKN vs. USFR - Volatility Comparison
BlackRock Investment Quality Municipal Trust Inc. (BKN) has a higher volatility of 2.96% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that BKN'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.