DELL vs. USFR
DELL (Dell Technologies Inc.) 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 5 years, DELL returned 59.49%/yr vs 3.81%/yr for USFR. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
DELL vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, DELL achieves a 274.60% return, which is significantly higher than USFR's 2.29% return.
DELL
- 1D
- 8.92%
- 1M
- 18.70%
- 6M
- 300.76%
- YTD
- 274.60%
- 1Y
- 263.38%
- 3Y*
- 109.61%
- 5Y*
- 59.49%
- 10Y*
- —
- ALL TIME*
- 51.57%
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) |
|---|---|---|---|
| $2.56B | $2.80B | $3.42B | |
| $352.79M | $265.75M | $249.59M |
DELL vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 274.60% | 11.22% | 52.97% | 95.85% | -26.63% | 51.21% | 42.62% | 5.16% | 14.50% |
USFR WisdomTree Floating Rate Treasury Fund | 2.29% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 0.05% |
Correlation
The correlation between DELL and USFR is -0.11, 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. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2018 | -0.02 |
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Return for Risk
DELL vs. USFR — Risk / Return Rank
DELL
USFR
DELL vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dell Technologies Inc. (DELL) 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.
| DELL | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -10.90 | ||
| Sortino ratioReturn per unit of downside risk | -47.42 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 14.07 | -12.56 |
| Calmar ratioReturn relative to maximum drawdown | 8.20 | 200.37 | -192.17 |
| Martin ratioReturn relative to average drawdown | 17.58 | 800.41 | -782.83 |
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Drawdowns
DELL vs. USFR - Drawdown Comparison
The maximum DELL drawdown since its inception was -59.59%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DELL and USFR.
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Drawdown Indicators
| DELL | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.59% | -1.36% | -58.23% |
Max Drawdown (1Y)Largest decline over 1 year | -32.34% | -0.02% | -32.32% |
Max Drawdown (3Y)Largest decline over 3 years | -59.59% | -0.06% | -59.53% |
Max Drawdown (5Y)Largest decline over 5 years | -59.59% | -0.18% | -59.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -18.33% | -0.15% | -18.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.06% | 0.00% | +15.06% |
Volatility
DELL vs. USFR - Volatility Comparison
Dell Technologies Inc. (DELL) has a higher volatility of 26.13% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that DELL'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
| DELL | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.13% | 0.09% | +26.04% |
Volatility (6M)Calculated over the trailing 6-month period | 59.54% | 0.20% | +59.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.90% | 0.27% | +70.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.40% | 0.39% | +52.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.71% | 0.76% | +47.95% |
Dividends
DELL vs. USFR - Dividend Comparison
DELL's dividend yield for the trailing twelve months is around 0.49%, less than USFR's 3.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DELL Dell Technologies Inc. | 0.49% | 1.60% | 1.48% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
DELL and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DELL has higher volatility (26.13%) compared to USFR (0.09%). In terms of maximum drawdown, DELL dropped -59.59% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.64 vs 3.74), 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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