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FLRN vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRN vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLRN achieves a 2.03% return, which is significantly higher than USFR's 1.78% return. Over the past 10 years, FLRN has outperformed USFR with an annualized return of 3.04%, while USFR has yielded a comparatively lower 2.43% annualized return.


FLRN

1D
0.00%
1M
0.35%
YTD
2.03%
6M
2.13%
1Y
4.78%
3Y*
5.58%
5Y*
4.21%
10Y*
3.04%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRN vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
2.03%5.01%6.32%6.54%1.31%0.39%0.77%4.02%1.39%1.81%
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 FLRN and USFR is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.05

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Return for Risk

FLRN vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLRN
FLRN Risk / Return Rank: 9999
Overall Rank
FLRN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRN Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLRN Omega Ratio Rank: 9999
Omega Ratio Rank
FLRN Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLRN Martin Ratio Rank: 9999
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLRN vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) 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.


FLRNUSFRDifference
Sharpe ratioReturn per unit of total volatility

-7.76

Sortino ratioReturn per unit of downside risk

-37.36

Omega ratioGain probability vs. loss probability

3.24

13.24

-10.00

Calmar ratioReturn relative to maximum drawdown

21.09

200.29

-179.21

Martin ratioReturn relative to average drawdown

124.77

775.73

-650.96

FLRN vs. USFR - Sharpe Ratio Comparison

The current FLRN Sharpe Ratio is 6.89, which is lower than the USFR Sharpe Ratio of 14.65. The chart below compares the historical Sharpe Ratios of FLRN and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLRN vs. USFR - Drawdown Comparison

The maximum FLRN drawdown since its inception was -14.64%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FLRN and USFR.


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Drawdown Indicators


FLRNUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-14.64%

-1.36%

-13.28%

Max Drawdown (1Y)

Largest decline over 1 year

-0.23%

-0.02%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-1.43%

-0.06%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-2.16%

-0.18%

-1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

-0.80%

-13.84%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.82%

-0.15%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.01%

+0.03%

Volatility

FLRN vs. USFR - Volatility Comparison

SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) has a higher volatility of 0.20% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that FLRN'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


FLRNUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

0.08%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

0.19%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

0.70%

0.27%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.69%

0.40%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

0.78%

+3.43%

FLRN vs. USFR - Expense Ratio Comparison

Both FLRN and USFR have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FLRN vs. USFR - Dividend Comparison

FLRN's dividend yield for the trailing twelve months is around 4.50%, more than USFR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.50%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%
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


FLRN and USFR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLRN has higher volatility (0.20%) compared to USFR (0.08%). In terms of maximum drawdown, FLRN dropped -14.64% vs USFR's -1.36%.

On 10-year performance, FLRN leads with 3.04% vs 2.43% for USFR. Both ETFs have the same 0.15% expense ratio. 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, FLRN has performed better with a 3.04% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLRN and USFR have the same expense ratio: 0.15% per year.

FLRN has the higher dividend yield at 4.50%, compared with 3.91% for USFR.

FLRN is categorized as Corporate Bonds, while USFR is Government Bonds. FLRN tracks Bloomberg US Floating Rate Notes (<5 Y), while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: State Street and WisdomTree.

USFR currently has the higher Sharpe Ratio (14.65 vs 6.89), 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.

Portfolio Optimizer

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