DFSV vs. USFR
DFSV (Dimensional US Small Cap Value ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - DFSV is a Small Cap Value Equities fund actively managed by Dimensional, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. DFSV is actively managed, while USFR is passively managed. Over the past 3 years, DFSV returned 16.87%/yr vs 4.76%/yr for USFR. At a correlation of -0.05, they often move in opposite directions. DFSV charges 0.31%/yr vs 0.15%/yr for USFR.
Performance
DFSV vs. USFR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFSV achieves a 15.01% return, which is significantly higher than USFR's 1.60% return.
DFSV
- 1D
- -0.84%
- 1M
- 1.32%
- YTD
- 15.01%
- 6M
- 14.63%
- 1Y
- 33.99%
- 3Y*
- 16.87%
- 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%
DFSV vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 15.01% | 8.59% | 7.13% | 19.26% | 0.60% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 1.74% |
Correlation
The correlation between DFSV and USFR is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022 | -0.05 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DFSV vs. USFR — Risk / Return Rank
DFSV
USFR
DFSV vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) 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.
| DFSV | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.17 | ||
| Sortino ratioReturn per unit of downside risk | -47.80 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 13.43 | -12.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 203.42 | -199.78 |
| Martin ratioReturn relative to average drawdown | 11.57 | 787.84 | -776.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DFSV | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 15.11 | -13.17 |
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 | 0.53 | 1.60 | -1.07 |
Drawdowns
DFSV vs. USFR - Drawdown Comparison
The maximum DFSV drawdown since its inception was -28.02%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DFSV and USFR.
Loading charts...
Drawdown Indicators
| DFSV | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.02% | -1.36% | -26.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -0.02% | -9.37% |
Max Drawdown (3Y)Largest decline over 3 years | -28.02% | -0.06% | -27.96% |
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 | -0.84% | 0.00% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -0.16% | -6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 0.01% | +2.94% |
Volatility
DFSV vs. USFR - Volatility Comparison
Dimensional US Small Cap Value ETF (DFSV) has a higher volatility of 3.95% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that DFSV'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.
Loading charts...
Volatility by Period
| DFSV | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 0.06% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 0.18% | +11.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 0.27% | +17.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 0.40% | +21.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.24% | 0.81% | +21.43% |
DFSV vs. USFR - Expense Ratio Comparison
DFSV has a 0.31% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
DFSV vs. USFR - Dividend Comparison
DFSV's dividend yield for the trailing twelve months is around 1.42%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 1.42% | 1.53% | 1.31% | 1.29% | 0.90% | 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
DFSV and USFR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSV has higher volatility (3.95%) compared to USFR (0.06%). In terms of maximum drawdown, DFSV dropped -28.02% vs USFR's -1.36%.
On 3-year performance, DFSV leads with 16.87% 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, DFSV has performed better with a 16.87% 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 0.31% for DFSV.
USFR has the higher dividend yield at 3.91%, compared with 1.42% for DFSV.
DFSV is categorized as Small Cap Value Equities, while USFR is Government Bonds. They also come from different issuers: Dimensional and WisdomTree. Their fees differ too: 0.31% for DFSV and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs 1.95), 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.
Find the right allocation for DFSV and USFR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer