DAT vs. USFR
DAT (ProShares Big Data Refiners ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - DAT is a Technology Equities fund tracking the FactSet Big Data Refiners Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 3 years, DAT returned 16.04%/yr vs 4.76%/yr for USFR. At a 0.00 correlation, their price movements are largely independent. DAT charges 0.58%/yr vs 0.15%/yr for USFR.
Performance
DAT vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, DAT achieves a -3.11% return, which is significantly lower than USFR's 1.60% return.
DAT
- 1D
- -4.79%
- 1M
- 16.04%
- YTD
- -3.11%
- 6M
- -3.15%
- 1Y
- -3.73%
- 3Y*
- 16.04%
- 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%
DAT vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DAT ProShares Big Data Refiners ETF | -3.11% | 3.49% | 33.22% | 51.76% | -44.33% | -3.78% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% |
Correlation
The correlation between DAT and USFR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.00 |
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Return for Risk
DAT vs. USFR — Risk / Return Rank
DAT
USFR
DAT vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Big Data Refiners ETF (DAT) 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.
| DAT | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.24 | ||
| Sortino ratioReturn per unit of downside risk | -50.61 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 13.43 | -12.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 203.42 | -203.53 |
| Martin ratioReturn relative to average drawdown | -0.25 | 787.84 | -788.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAT | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 15.11 | -15.24 |
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 | 0.05 | 1.60 | -1.55 |
Drawdowns
DAT vs. USFR - Drawdown Comparison
The maximum DAT drawdown since its inception was -56.22%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DAT and USFR.
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Drawdown Indicators
| DAT | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.22% | -1.36% | -54.86% |
Max Drawdown (1Y)Largest decline over 1 year | -34.70% | -0.02% | -34.68% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -0.06% | -34.67% |
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 | -10.08% | 0.00% | -10.08% |
Average DrawdownAverage peak-to-trough decline | -26.23% | -0.16% | -26.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.10% | 0.01% | +15.09% |
Volatility
DAT vs. USFR - Volatility Comparison
ProShares Big Data Refiners ETF (DAT) has a higher volatility of 13.55% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that DAT'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
| DAT | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.55% | 0.06% | +13.49% |
Volatility (6M)Calculated over the trailing 6-month period | 25.18% | 0.18% | +25.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.78% | 0.27% | +29.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.02% | 0.40% | +33.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.02% | 0.81% | +33.21% |
DAT vs. USFR - Expense Ratio Comparison
DAT has a 0.58% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
DAT vs. USFR - Dividend Comparison
DAT has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DAT ProShares Big Data Refiners ETF | 0.00% | 0.00% | 0.00% | 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
DAT and USFR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAT has higher volatility (13.55%) compared to USFR (0.06%). In terms of maximum drawdown, DAT dropped -56.22% vs USFR's -1.36%.
On 3-year performance, DAT leads with 16.04% vs 4.76% 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.
Over the 3-year period, DAT has performed better with a 16.04% return vs 4.76%. 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 0.58% for DAT.
USFR has the higher dividend yield at 3.91%, compared with 0.00% for DAT.
DAT is categorized as Technology Equities, while USFR is Government Bonds. DAT tracks FactSet Big Data Refiners Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.58% for DAT and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs -0.13), 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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