ESIX vs. USFR
ESIX (SPDR S&P SmallCap 600 ESG ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - ESIX is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 ESG 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 -0.03, they often move in opposite directions. ESIX charges 0.12%/yr vs 0.15%/yr for USFR.
Performance
ESIX vs. USFR - Performance Comparison
Loading charts...
Returns By Period
ESIX
- 1D
- —
- 1M
- —
- 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%
ESIX vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ESIX SPDR S&P SmallCap 600 ESG ETF | 10.83% | 1.83% | 9.66% | 17.51% | -13.44% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 5.18% | 1.92% |
Correlation
The correlation between ESIX and USFR is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2022 | -0.03 |
The correlation between ESIX and USFR shifts across timeframes, from -0.16 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESIX vs. USFR — Risk / Return Rank
ESIX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USFR
ESIX vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P SmallCap 600 ESG ETF (ESIX) 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.
| ESIX | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 13.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 201.33 | — |
| Martin ratioReturn relative to average drawdown | — | 779.76 | — |
Loading charts...
Drawdowns
ESIX vs. USFR - Drawdown Comparison
Loading charts...
Drawdown Indicators
| ESIX | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -1.36% | — |
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 DrawdownCurrent decline from peak | — | 0.00% | — |
Average DrawdownAverage peak-to-trough decline | — | -0.15% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.01% | — |
Volatility
ESIX vs. USFR - Volatility Comparison
Loading charts...
Volatility by Period
| ESIX | 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 | — | 0.27% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 0.40% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 0.78% | — |
ESIX vs. USFR - Expense Ratio Comparison
ESIX has a 0.12% expense ratio, which is lower than USFR's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESIX vs. USFR - Dividend Comparison
ESIX's dividend yield for the trailing twelve months is around 1.05%, less than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESIX SPDR S&P SmallCap 600 ESG ETF | 1.05% | 1.64% | 1.65% | 1.69% | 1.54% | 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
ESIX and USFR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIX is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIX is cheaper with a 0.12% expense ratio, compared with 0.15% for USFR.
USFR has the higher dividend yield at 3.90%, compared with 1.05% for ESIX.
ESIX is categorized as Small Cap Blend Equities, while USFR is Government Bonds. ESIX tracks S&P SmallCap 600 ESG Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.12% for ESIX and 0.15% for USFR.
Find the right allocation for ESIX and USFR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer