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 61.34%/yr vs 2.41%/yr for USFR. At a correlation of -0.01, they often move in opposite directions.
Performance
ETH-USD vs. USFR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than USFR's 1.66% return. Over the past 10 years, ETH-USD has outperformed USFR with an annualized return of 61.34%, while USFR has yielded a comparatively lower 2.41% annualized return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.66%
- 6M
- 1.98%
- 1Y
- 4.03%
- 3Y*
- 4.74%
- 5Y*
- 3.67%
- 10Y*
- 2.41%
ETH-USD vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -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 | 1.66% | 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 -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
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 8, 2015 | -0.01 |
The correlation between ETH-USD and USFR shifts across timeframes, from -0.09 (1 year) to 0.01 (5 years), 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
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.
| ETH-USD | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -15.45 | ||
| Sortino ratioReturn per unit of downside risk | -51.02 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 13.43 | -12.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 203.42 | -203.92 |
| Martin ratioReturn relative to average drawdown | -0.88 | 787.83 | -788.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ETH-USD | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 14.95 | -15.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 9.30 | -9.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 3.09 | -2.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 1.61 | -0.86 |
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.
Loading charts...
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 | -67.53% | -0.02% | -67.51% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -0.06% | -67.47% |
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 | -65.60% | 0.00% | -65.60% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -0.16% | -50.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 0.01% | +44.57% |
Volatility
ETH-USD vs. USFR - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. 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.
Loading charts...
Volatility by Period
| ETH-USD | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 0.08% | +16.80% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 0.19% | +46.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 0.27% | +56.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 0.40% | +59.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 0.78% | +77.26% |
Frequently Asked Questions
ETH-USD and USFR have a correlation of -0.09, 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 (16.88%) compared to USFR (0.08%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.95 vs -0.50), 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.
Find the right allocation for ETH-USD 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