EEMV vs. USFR
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - EEMV is a Asia Pacific Equities fund tracking the MSCI Emerging Markets Minimum Volatility 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, EEMV returned 6.81%/yr vs 2.43%/yr for USFR. At a 0.00 correlation, their price movements are largely independent. EEMV charges 0.25%/yr vs 0.15%/yr for USFR.
Performance
EEMV vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, EEMV achieves a 16.76% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, EEMV has outperformed USFR with an annualized return of 6.81%, while USFR has yielded a comparatively lower 2.43% annualized return.
EEMV
- 1D
- -3.65%
- 1M
- 3.07%
- YTD
- 16.76%
- 6M
- 16.47%
- 1Y
- 24.00%
- 3Y*
- 14.12%
- 5Y*
- 5.66%
- 10Y*
- 6.81%
USFR
- 1D
- 0.04%
- 1M
- 0.33%
- YTD
- 1.82%
- 6M
- 1.92%
- 1Y
- 3.99%
- 3Y*
- 4.74%
- 5Y*
- 3.71%
- 10Y*
- 2.43%
EEMV vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 16.76% | 13.45% | 7.98% | 7.75% | -13.94% | 5.05% | 6.90% | 7.83% | -5.81% | 27.28% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between EEMV and USFR is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014 | 0.00 |
The correlation between EEMV and USFR shifts across timeframes, from -0.17 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EEMV vs. USFR — Risk / Return Rank
EEMV
USFR
EEMV vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) 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.
| EEMV | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.09 | ||
| Sortino ratioReturn per unit of downside risk | -47.95 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 13.31 | -11.98 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 201.33 | -198.72 |
| Martin ratioReturn relative to average drawdown | 9.38 | 779.76 | -770.39 |
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Drawdowns
EEMV vs. USFR - Drawdown Comparison
The maximum EEMV drawdown since its inception was -31.56%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for EEMV and USFR.
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Drawdown Indicators
| EEMV | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.56% | -1.36% | -30.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -0.02% | -9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -0.06% | -12.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | -0.18% | -21.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | -0.80% | -30.76% |
Current DrawdownCurrent decline from peak | -3.65% | 0.00% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -0.15% | -7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 0.01% | +2.56% |
Volatility
EEMV vs. USFR - Volatility Comparison
iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a higher volatility of 8.95% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that EEMV'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
| EEMV | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 0.09% | +8.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | 0.19% | +13.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 0.27% | +14.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.36% | 0.40% | +11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 0.78% | +13.19% |
EEMV vs. USFR - Expense Ratio Comparison
EEMV has a 0.25% expense ratio, which is higher than USFR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EEMV vs. USFR - Dividend Comparison
EEMV's dividend yield for the trailing twelve months is around 2.19%, less than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.19% | 2.65% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% |
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% | 0.00% |
Frequently Asked Questions
EEMV and USFR have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEMV has higher volatility (8.95%) compared to USFR (0.09%). In terms of maximum drawdown, EEMV dropped -31.56% vs USFR's -1.36%.
On 10-year performance, EEMV leads with 6.81% vs 2.43% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EEMV has performed better with a 6.81% return vs 2.43%. 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 0.25% for EEMV.
USFR has the higher dividend yield at 3.90%, compared with 2.19% for EEMV.
EEMV is categorized as Asia Pacific Equities, while USFR is Government Bonds. EEMV tracks MSCI Emerging Markets Minimum Volatility Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for EEMV and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.67 vs 1.58), 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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