EDGX vs. USFR

Last updated Jun 24, 2026

EDGX (Global X U.S. 500 Income Edge ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - EDGX is a Derivative Income fund tracking the Solactive GBS United States 500 Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. At a correlation of -0.27, they often move in opposite directions.

Performance

EDGX vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 Income Edge ETF (EDGX) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EDGX

• 1D: -1.26%
• 1M: -0.98%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFR

• 1D: 0.00%
• 1M: 0.33%
• YTD: 1.82%
• 6M: 1.92%
• 1Y: 3.99%
• 3Y*: 4.74%
• 5Y*: 3.72%
• 10Y*: 2.43%

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

EDGX vs. USFR - Yearly Performance Comparison

	2026 (YTD)
EDGX Global X U.S. 500 Income Edge ETF	7.78%
USFR WisdomTree Floating Rate Treasury Fund	1.31%

Correlation

The correlation between EDGX and USFR is -0.27, 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 (All Time) Calculated using the full available price history since Feb 18, 2026	-0.27

Return for Risk

EDGX vs. USFR — Risk / Return Rank

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

EDGX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EDGX vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 Income Edge ETF (EDGX) 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.

	EDGX	USFR	Difference
Sharpe ratio: Return per unit of total volatility	—	14.67	—
Sortino ratio: Return per unit of downside risk	—	50.13	—
Omega ratio: Gain probability vs. loss probability	—	13.31	—
Calmar ratio: Return relative to maximum drawdown	—	201.33	—
Martin ratio: Return relative to average drawdown	—	779.76	—

Drawdowns

EDGX vs. USFR - Drawdown Comparison

The maximum EDGX drawdown since its inception was -7.56%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for EDGX and USFR.

Drawdown Indicators

	EDGX	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-7.56%	-1.36%	-6.20%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.02%	—
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	-2.65%	0.00%	-2.65%
Average Drawdown Average peak-to-trough decline	-1.55%	-0.15%	-1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.01%	—

Volatility

Volatility by Period

	EDGX	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.09%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	0.27%	+13.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.04%	0.40%	+13.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.04%	0.78%	+13.26%

Dividends

EDGX vs. USFR - Dividend Comparison

EDGX's dividend yield for the trailing twelve months is around 3.02%, less than USFR's 3.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EDGX Global X U.S. 500 Income Edge ETF	3.02%	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	3.90%	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 EDGX and USFR in my portfolio?

EDGX and USFR have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

USFR has the higher dividend yield at 3.90%, compared with 3.02% for EDGX.

What is the main difference between EDGX and USFR?

EDGX is categorized as Derivative Income, while USFR is Government Bonds. EDGX tracks Solactive GBS United States 500 Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Global X and WisdomTree.