DHS vs. USFR
DHS (WisdomTree US High Dividend Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend 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 10 years, DHS returned 9.47%/yr vs 2.47%/yr for USFR. At a 0.01 correlation, their price movements are largely independent. DHS charges 0.38%/yr vs 0.15%/yr for USFR.
Performance
DHS vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, DHS achieves a 9.88% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, DHS has outperformed USFR with an annualized return of 9.47%, while USFR has yielded a comparatively lower 2.47% annualized return.
DHS
- 1D
- -0.67%
- 1M
- -0.16%
- YTD
- 9.88%
- 6M
- 10.38%
- 1Y
- 20.55%
- 3Y*
- 16.39%
- 5Y*
- 10.59%
- 10Y*
- 9.47%
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%
DHS vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 9.88% | 12.87% | 18.02% | -0.19% | 7.97% | 23.20% | -5.70% | 22.59% | -7.41% | 11.69% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between DHS 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 | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014 | 0.01 |
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Return for Risk
DHS vs. USFR — Risk / Return Rank
DHS
USFR
DHS vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) 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.
| DHS | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.05 | ||
| Sortino ratioReturn per unit of downside risk | -47.55 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 13.43 | -12.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.28 | 203.42 | -200.14 |
| Martin ratioReturn relative to average drawdown | 12.04 | 787.84 | -775.80 |
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
| DHS | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 15.11 | -13.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 9.26 | -8.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 3.07 | -2.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.60 | -1.20 |
Drawdowns
DHS vs. USFR - Drawdown Comparison
The maximum DHS drawdown since its inception was -67.25%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DHS and USFR.
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Drawdown Indicators
| DHS | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.25% | -1.36% | -65.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -0.02% | -6.28% |
Max Drawdown (3Y)Largest decline over 3 years | -11.87% | -0.06% | -11.81% |
Max Drawdown (5Y)Largest decline over 5 years | -15.28% | -0.18% | -15.10% |
Max Drawdown (10Y)Largest decline over 10 years | -37.35% | -0.80% | -36.55% |
Current DrawdownCurrent decline from peak | -2.60% | 0.00% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -9.55% | -0.16% | -9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 0.01% | +1.70% |
Volatility
DHS vs. USFR - Volatility Comparison
WisdomTree US High Dividend Fund (DHS) has a higher volatility of 2.88% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that DHS'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
| DHS | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 0.06% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 0.18% | +7.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.01% | 0.27% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 0.40% | +13.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 0.81% | +15.27% |
DHS vs. USFR - Expense Ratio Comparison
DHS has a 0.38% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
DHS vs. USFR - Dividend Comparison
DHS's dividend yield for the trailing twelve months is around 3.35%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.35% | 3.32% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% |
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% | 0.00% |
Frequently Asked Questions
DHS 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.
DHS has higher volatility (2.88%) compared to USFR (0.06%). In terms of maximum drawdown, DHS dropped -67.25% vs USFR's -1.36%.
On 10-year performance, DHS leads with 9.47% vs 2.47% 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 10-year period, DHS has performed better with a 9.47% return vs 2.47%. 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 0.38% for DHS.
USFR has the higher dividend yield at 3.91%, compared with 3.35% for DHS.
DHS is categorized as Large Cap Value Equities, while USFR is Government Bonds. DHS tracks WisdomTree U.S. High Dividend Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.38% for DHS and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs 2.06), 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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