FDIV vs. USFR
FDIV (MarketDesk Focused U.S. Dividend ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - FDIV is a Dividend fund actively managed by MarketDesk, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. FDIV is actively managed, while USFR is passively managed. Over the past 10 years, FDIV returned -1.93%/yr vs 2.43%/yr for USFR. At a correlation of -0.01, they often move in opposite directions. FDIV charges 0.35%/yr vs 0.15%/yr for USFR.
Performance
FDIV vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, FDIV achieves a 2.71% return, which is significantly higher than USFR's 1.78% return. Over the past 10 years, FDIV has underperformed USFR with an annualized return of -1.93%, while USFR has yielded a comparatively higher 2.43% annualized return.
FDIV
- 1D
- -0.08%
- 1M
- 0.12%
- YTD
- 2.71%
- 6M
- 2.25%
- 1Y
- 10.75%
- 3Y*
- -11.48%
- 5Y*
- -8.08%
- 10Y*
- -1.93%
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.78%
- 6M
- 1.89%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.70%
- 10Y*
- 2.43%
FDIV vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDIV MarketDesk Focused U.S. Dividend ETF | 2.71% | 2.95% | -37.35% | 6.78% | -9.97% | 10.20% | -2.84% | 15.78% | -5.04% | 6.19% |
USFR WisdomTree Floating Rate Treasury Fund | 1.78% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between FDIV and USFR is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
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 14, 2014 | -0.01 |
The correlation between FDIV and USFR shifts across timeframes, from -0.14 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FDIV vs. USFR — Risk / Return Rank
FDIV
USFR
FDIV vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MarketDesk Focused U.S. Dividend ETF (FDIV) 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.
| FDIV | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.81 | ||
| Sortino ratioReturn per unit of downside risk | -48.48 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 13.24 | -12.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 200.29 | -198.95 |
| Martin ratioReturn relative to average drawdown | 3.52 | 775.73 | -772.22 |
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Drawdowns
FDIV vs. USFR - Drawdown Comparison
The maximum FDIV drawdown since its inception was -47.90%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FDIV and USFR.
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Drawdown Indicators
| FDIV | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.90% | -1.36% | -46.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.01% | -0.02% | -7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -45.64% | -0.06% | -45.58% |
Max Drawdown (5Y)Largest decline over 5 years | -47.90% | -0.18% | -47.72% |
Max Drawdown (10Y)Largest decline over 10 years | -47.90% | -0.80% | -47.10% |
Current DrawdownCurrent decline from peak | -36.83% | 0.00% | -36.83% |
Average DrawdownAverage peak-to-trough decline | -11.25% | -0.15% | -11.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 0.01% | +3.05% |
Volatility
FDIV vs. USFR - Volatility Comparison
MarketDesk Focused U.S. Dividend ETF (FDIV) has a higher volatility of 3.36% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that FDIV'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
| FDIV | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 0.08% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.82% | 0.19% | +8.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.81% | 0.27% | +12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 0.40% | +20.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.55% | 0.78% | +16.77% |
FDIV vs. USFR - Expense Ratio Comparison
FDIV has a 0.35% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
FDIV vs. USFR - Dividend Comparison
FDIV's dividend yield for the trailing twelve months is around 2.83%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDIV MarketDesk Focused U.S. Dividend ETF | 2.83% | 2.95% | 4.12% | 4.63% | 3.81% | 3.79% | 4.17% | 3.93% | 5.13% | 3.81% | 3.84% | 4.13% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 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
FDIV and USFR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDIV has higher volatility (3.36%) compared to USFR (0.08%). In terms of maximum drawdown, FDIV dropped -47.90% vs USFR's -1.36%.
On 10-year performance, USFR leads with 2.43% vs -1.93% for FDIV. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, USFR has performed better with a 2.43% return vs -1.93%. 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 0.35% for FDIV.
USFR has the higher dividend yield at 3.91%, compared with 2.83% for FDIV.
FDIV is categorized as Dividend, while USFR is Government Bonds. They also come from different issuers: MarketDesk and WisdomTree. Their fees differ too: 0.35% for FDIV and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.65 vs 0.84), 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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