ECML vs. USFR
ECML (EA Series Trust - Euclidean Fundamental Value ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - ECML is a Small Cap Value Equities fund actively managed by Euclidean, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. ECML is actively managed, while USFR is passively managed. Over the past 3 years, ECML returned 15.57%/yr vs 4.76%/yr for USFR. At a correlation of -0.03, they often move in opposite directions. ECML charges 0.95%/yr vs 0.15%/yr for USFR.
Performance
ECML vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, ECML achieves a 14.39% return, which is significantly higher than USFR's 1.60% return.
ECML
- 1D
- 0.16%
- 1M
- 1.49%
- YTD
- 14.39%
- 6M
- 14.23%
- 1Y
- 26.84%
- 3Y*
- 15.57%
- 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%
ECML vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ECML EA Series Trust - Euclidean Fundamental Value ETF | 14.39% | 6.82% | 2.37% | 24.36% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 3.18% |
Correlation
The correlation between ECML and USFR is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 19, 2023 | -0.03 |
The correlation between ECML and USFR shifts across timeframes, from -0.15 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ECML vs. USFR — Risk / Return Rank
ECML
USFR
ECML vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EA Series Trust - Euclidean Fundamental Value ETF (ECML) 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.
| ECML | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.26 | ||
| Sortino ratioReturn per unit of downside risk | -47.79 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 13.43 | -12.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 203.42 | -199.57 |
| Martin ratioReturn relative to average drawdown | 11.05 | 787.84 | -776.79 |
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
| ECML | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 15.11 | -13.26 |
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 | 0.86 | 1.60 | -0.75 |
Drawdowns
ECML vs. USFR - Drawdown Comparison
The maximum ECML drawdown since its inception was -24.66%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for ECML and USFR.
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Drawdown Indicators
| ECML | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.66% | -1.36% | -23.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -0.02% | -6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -0.06% | -24.60% |
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 | -0.27% | 0.00% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -0.16% | -5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 0.01% | +2.43% |
Volatility
ECML vs. USFR - Volatility Comparison
EA Series Trust - Euclidean Fundamental Value ETF (ECML) has a higher volatility of 3.84% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that ECML'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
| ECML | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 0.06% | +3.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 0.18% | +9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.56% | 0.27% | +14.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 0.40% | +17.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 0.81% | +17.58% |
ECML vs. USFR - Expense Ratio Comparison
ECML has a 0.95% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
ECML vs. USFR - Dividend Comparison
ECML's dividend yield for the trailing twelve months is around 1.20%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ECML EA Series Trust - Euclidean Fundamental Value ETF | 1.20% | 1.38% | 0.98% | 0.77% | 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
ECML and USFR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECML has higher volatility (3.84%) compared to USFR (0.06%). In terms of maximum drawdown, ECML dropped -24.66% vs USFR's -1.36%.
On 3-year performance, ECML leads with 15.57% 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, ECML has performed better with a 15.57% 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 0.95% for ECML.
USFR has the higher dividend yield at 3.91%, compared with 1.20% for ECML.
ECML is categorized as Small Cap Value Equities, while USFR is Government Bonds. They also come from different issuers: Euclidean and WisdomTree. Their fees differ too: 0.95% for ECML and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs 1.86), 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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