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CSHP vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSHP vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Enhanced Short-Term Bond Active ETF (CSHP) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CSHP having a 1.63% return and USFR slightly lower at 1.60%.


CSHP

1D
0.02%
1M
0.27%
YTD
1.63%
6M
1.93%
1Y
3.96%
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)

CSHP vs. USFR - Yearly Performance Comparison


2026 (YTD)20252024
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.63%4.10%2.24%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%2.29%

Correlation

The correlation between CSHP and USFR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2024

0.25

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Return for Risk

CSHP vs. USFR — Risk / Return Rank

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

CSHP
CSHP Risk / Return Rank: 100100
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 100100
Sortino Ratio Rank
CSHP Omega Ratio Rank: 100100
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
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.

CSHP vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced Short-Term Bond Active ETF (CSHP) 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.


CSHPUSFRDifference
Sharpe ratioReturn per unit of total volatility

-3.21

Sortino ratioReturn per unit of downside risk

-19.38

Omega ratioGain probability vs. loss probability

7.44

13.43

-5.99

Calmar ratioReturn relative to maximum drawdown

65.71

203.42

-137.71

Martin ratioReturn relative to average drawdown

432.16

787.84

-355.68

CSHP vs. USFR - Sharpe Ratio Comparison

The current CSHP Sharpe Ratio is 11.91, which is comparable to the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of CSHP 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.


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Sharpe Ratios by Period


CSHPUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.91

15.11

-3.21

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

10.75

1.60

+9.15

Drawdowns

CSHP vs. USFR - Drawdown Comparison

The maximum CSHP drawdown since its inception was -0.08%, smaller than the maximum USFR drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for CSHP and USFR.


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Drawdown Indicators


CSHPUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-0.08%

-1.36%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-0.06%

-0.02%

-0.04%

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

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-0.16%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.01%

0.00%

Volatility

CSHP vs. USFR - Volatility Comparison

iShares Enhanced Short-Term Bond Active ETF (CSHP) has a higher volatility of 0.07% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that CSHP'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


CSHPUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.06%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

0.18%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

0.27%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.40%

0.40%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.40%

0.81%

-0.41%

CSHP vs. USFR - Expense Ratio Comparison

CSHP 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

CSHP vs. USFR - Dividend Comparison

CSHP's dividend yield for the trailing twelve months is around 3.92%, which matches USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.92%5.39%1.96%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


CSHP and USFR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSHP has higher volatility (0.07%) compared to USFR (0.06%). In terms of maximum drawdown, CSHP dropped -0.08% vs USFR's -1.36%.

On 1-year performance, USFR leads with 4.03% vs 3.96% for CSHP. On fees, USFR is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USFR has performed better with a 4.03% return vs 3.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

CSHP and USFR have nearly identical dividend yields, around 3.92%.

CSHP is categorized as Ultrashort Bond, while USFR is Government Bonds. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for CSHP and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (15.11 vs 11.91), 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.

Portfolio Optimizer

Find the right allocation for CSHP and USFR

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