DJTU vs. USFR

Last updated Jun 5, 2026

DJTU (T-Rex 2X Long DJT Daily Target ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - DJTU is a Leveraged Equities fund tracking the Trump Media & Technology Group Corp. (DJT), while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past year, DJTU returned -92.27% vs 4.01% for USFR. At a correlation of -0.06, they often move in opposite directions. DJTU charges 1.05%/yr vs 0.15%/yr for USFR.

Performance

DJTU vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long DJT Daily Target ETF (DJTU) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJTU achieves a -66.41% return, which is significantly lower than USFR's 1.60% return.

DJTU

• 1D: 3.53%
• 1M: -11.41%
• YTD: -66.41%
• 6M: -63.54%
• 1Y: -92.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFR

• 1D: 0.00%
• 1M: 0.27%
• YTD: 1.60%
• 6M: 1.96%
• 1Y: 4.01%
• 3Y*: 4.76%
• 5Y*: 3.66%
• 10Y*: 2.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DJTU vs. USFR - Yearly Performance Comparison

	2026 (YTD)	2025
DJTU T-Rex 2X Long DJT Daily Target ETF	-66.41%	-82.88%
USFR WisdomTree Floating Rate Treasury Fund	1.60%	3.45%

Correlation

The correlation between DJTU and USFR is -0.08, 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	-0.08
Correlation (All Time) Calculated using the full available price history since Mar 5, 2025	-0.06

Return for Risk

DJTU vs. USFR — Risk / Return Rank

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

DJTU

DJTU Risk / Return Rank: 1
DJTU Sharpe Ratio Rank: 3
DJTU Sortino Ratio Rank: 1
DJTU Omega Ratio Rank: 1
DJTU Calmar Ratio Rank: 0
DJTU Martin Ratio Rank: 2

USFR

USFR Risk / Return Rank: 100
USFR Sharpe Ratio Rank: 100
USFR Sortino Ratio Rank: 100
USFR Omega Ratio Rank: 100
USFR Calmar Ratio Rank: 100
USFR Martin Ratio Rank: 100

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.

DJTU vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long DJT Daily Target ETF (DJTU) 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.

	DJTU	USFR	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	15.01	-15.71
Sortino ratio: Return per unit of downside risk	-2.13	50.39	-52.52
Omega ratio: Gain probability vs. loss probability	0.77	13.37	-12.60
Calmar ratio: Return relative to maximum drawdown	-0.99	202.38	-203.37
Martin ratio: Return relative to average drawdown	-1.34	783.80	-785.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DJTU vs. USFR - Sharpe Ratio Comparison

The current DJTU Sharpe Ratio is -0.70, which is lower than the USFR Sharpe Ratio of 15.01. The chart below compares the historical Sharpe Ratios of DJTU 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.

Sharpe Ratios by Period

	DJTU	USFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	15.01	-15.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	9.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	3.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.64	1.60	-2.24

Drawdowns

DJTU vs. USFR - Drawdown Comparison

The maximum DJTU drawdown since its inception was -95.98%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for DJTU and USFR.

Drawdown Indicators

	DJTU	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-95.98%	-1.36%	-94.62%
Max Drawdown (1Y) Largest decline over 1 year	-93.12%	-0.02%	-93.10%
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	-95.13%	0.00%	-95.13%
Average Drawdown Average peak-to-trough decline	-67.50%	-0.16%	-67.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	70.42%	0.01%	+70.41%

Volatility

DJTU vs. USFR - Volatility Comparison

T-Rex 2X Long DJT Daily Target ETF (DJTU) has a higher volatility of 26.75% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that DJTU'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.

Volatility by Period

	DJTU	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.75%	0.06%	+26.69%
Volatility (6M) Calculated over the trailing 6-month period	103.96%	0.18%	+103.78%
Volatility (1Y) Calculated over the trailing 1-year period	132.84%	0.27%	+132.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	140.70%	0.40%	+140.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	140.70%	0.81%	+139.89%

DJTU vs. USFR - Expense Ratio Comparison

DJTU has a 1.05% expense ratio, which is higher than USFR's 0.15% expense ratio.

Dividends

DJTU vs. USFR - Dividend Comparison

DJTU 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
DJTU T-Rex 2X Long DJT Daily Target 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

Can I hold both DJTU and USFR in my portfolio?

DJTU and USFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DJTU or USFR?

DJTU has higher volatility (26.75%) compared to USFR (0.06%). In terms of maximum drawdown, DJTU dropped -95.98% vs USFR's -1.36%.

Which ETF is better, DJTU or USFR?

On 1-year performance, USFR leads with 4.01% vs -92.27% for DJTU. 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.

Which ETF has performed better, DJTU or USFR?

Over the 1-year period, USFR has performed better with a 4.01% return vs -92.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJTU or USFR?

USFR is cheaper with a 0.15% expense ratio, compared with 1.05% for DJTU.

Which ETF pays a higher dividend yield, DJTU or USFR?

USFR has the higher dividend yield at 3.91%, compared with 0.00% for DJTU.

What is the main difference between DJTU and USFR?

DJTU is categorized as Leveraged Equities, while USFR is Government Bonds. DJTU tracks Trump Media & Technology Group Corp. (DJT), while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: T-Rex and WisdomTree. Their fees differ too: 1.05% for DJTU and 0.15% for USFR.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (15.01 vs -0.70), 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.