ETH-USD vs. USFR
ETH-USD (Ethereum) is a cryptocurrency, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 10 years, ETH-USD returned 62.58%/yr vs 2.50%/yr for USFR. At a correlation of -0.01, they often move in opposite directions.
Performance
ETH-USD vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -35.51% return, which is significantly lower than USFR's 2.13% return. Over the past 10 years, ETH-USD has outperformed USFR with an annualized return of 62.58%, while USFR has yielded a comparatively lower 2.50% annualized return.
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
USFR
- 1D
- 0.02%
- 1M
- 0.34%
- 6M
- 1.92%
- YTD
- 2.13%
- 1Y
- 3.98%
- 3Y*
- 4.70%
- 5Y*
- 3.78%
- 10Y*
- 2.50%
- ALL TIME*
- 1.97%
ETH-USD vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
USFR WisdomTree Floating Rate Treasury Fund | 2.13% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between ETH-USD and USFR is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | -0.01 |
The correlation between ETH-USD and USFR shifts across timeframes, from -0.13 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. USFR — Risk / Return Rank
ETH-USD
USFR
ETH-USD vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
| ETH-USD | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.57 | ||
| Sortino ratioReturn per unit of downside risk | -52.63 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 14.08 | -13.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 200.62 | -201.35 |
| Martin ratioReturn relative to average drawdown | -1.11 | 801.26 | -802.37 |
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Drawdowns
ETH-USD vs. USFR - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for ETH-USD and USFR.
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Drawdown Indicators
| ETH-USD | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -1.36% | -92.65% |
Max Drawdown (1Y)Largest decline over 1 year | -67.60% | -0.02% | -67.58% |
Max Drawdown (3Y)Largest decline over 3 years | -67.60% | -0.06% | -67.54% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -0.18% | -79.17% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -0.80% | -93.21% |
Current DrawdownCurrent decline from peak | -60.40% | 0.00% | -60.40% |
Average DrawdownAverage peak-to-trough decline | -51.01% | -0.15% | -50.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.69% | 0.00% | +34.69% |
Volatility
ETH-USD vs. USFR - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 13.43% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.07%. This indicates that ETH-USD'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
| ETH-USD | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.43% | 0.07% | +13.36% |
Volatility (6M)Calculated over the trailing 6-month period | 46.67% | 0.20% | +46.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.96% | 0.27% | +54.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 0.39% | +58.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.77% | 0.77% | +76.00% |
Frequently Asked Questions
ETH-USD and USFR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (13.43%) compared to USFR (0.07%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.83 vs -0.74), 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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