FTIF vs. USFR

Last updated Jun 24, 2026

FTIF (First Trust Bloomberg Inflation Sensitive Equity ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - FTIF is a Large Cap Blend Equities fund tracking the Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 3 years, FTIF returned 14.08%/yr vs 4.74%/yr for USFR. At a correlation of -0.01, they often move in opposite directions. FTIF charges 0.60%/yr vs 0.15%/yr for USFR.

Performance

FTIF vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTIF achieves a 20.97% return, which is significantly higher than USFR's 1.82% return.

FTIF

• 1D: -0.96%
• 1M: -2.83%
• YTD: 20.97%
• 6M: 19.74%
• 1Y: 29.74%
• 3Y*: 14.08%
• 5Y*: —
• 10Y*: —

USFR

• 1D: 0.04%
• 1M: 0.33%
• YTD: 1.82%
• 6M: 1.92%
• 1Y: 3.99%
• 3Y*: 4.74%
• 5Y*: 3.71%
• 10Y*: 2.43%

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

FTIF vs. USFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	20.97%	7.79%	0.50%	12.31%
USFR WisdomTree Floating Rate Treasury Fund	1.82%	4.23%	5.47%	4.15%

Correlation

The correlation between FTIF and USFR is -0.10, 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	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	-0.01

Return for Risk

FTIF vs. USFR — Risk / Return Rank

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

FTIF

FTIF Risk / Return Rank: 72
FTIF Sharpe Ratio Rank: 64
FTIF Sortino Ratio Rank: 63
FTIF Omega Ratio Rank: 58
FTIF Calmar Ratio Rank: 91
FTIF Martin Ratio Rank: 82

USFR

USFR Risk / Return Rank: 100
USFR Sharpe Ratio Rank: 100
USFR Sortino Ratio Rank: 100
USFR Omega Ratio Rank: 100
USFR Calmar Ratio Rank: 100
USFR Martin Ratio Rank: 100

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.

FTIF vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) 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.

	FTIF	USFR	Difference
Sharpe ratio: Return per unit of total volatility	1.94	14.67	-12.73
Sortino ratio: Return per unit of downside risk	2.70	50.13	-47.43
Omega ratio: Gain probability vs. loss probability	1.33	13.31	-11.97
Calmar ratio: Return relative to maximum drawdown	5.47	201.33	-195.86
Martin ratio: Return relative to average drawdown	15.23	779.76	-764.53

FTIF vs. USFR - Sharpe Ratio Comparison

The current FTIF Sharpe Ratio is 1.94, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of FTIF 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.

Drawdowns

FTIF vs. USFR - Drawdown Comparison

The maximum FTIF drawdown since its inception was -27.83%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FTIF and USFR.

Drawdown Indicators

	FTIF	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-27.83%	-1.36%	-26.47%
Max Drawdown (1Y) Largest decline over 1 year	-5.46%	-0.02%	-5.44%
Max Drawdown (3Y) Largest decline over 3 years	-27.83%	-0.06%	-27.77%
Max Drawdown (5Y) Largest decline over 5 years	—	-0.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-0.80%	—
Current Drawdown Current decline from peak	-4.32%	0.00%	-4.32%
Average Drawdown Average peak-to-trough decline	-5.95%	-0.15%	-5.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	0.01%	+1.95%

Volatility

FTIF vs. USFR - Volatility Comparison

First Trust Bloomberg Inflation Sensitive Equity ETF (FTIF) has a higher volatility of 4.57% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that FTIF'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.

Volatility by Period

	FTIF	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	0.09%	+4.48%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	0.19%	+10.56%
Volatility (1Y) Calculated over the trailing 1-year period	15.38%	0.27%	+15.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.92%	0.40%	+18.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.92%	0.78%	+18.14%

FTIF vs. USFR - Expense Ratio Comparison

FTIF has a 0.60% expense ratio, which is higher than USFR's 0.15% expense ratio.

Dividends

FTIF vs. USFR - Dividend Comparison

FTIF's dividend yield for the trailing twelve months is around 1.15%, less than USFR's 3.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FTIF First Trust Bloomberg Inflation Sensitive Equity ETF	1.15%	1.45%	2.88%	1.55%	0.00%	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

Can I hold both FTIF and USFR in my portfolio?

FTIF and USFR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTIF or USFR?

FTIF has higher volatility (4.57%) compared to USFR (0.09%). In terms of maximum drawdown, FTIF dropped -27.83% vs USFR's -1.36%.

Which ETF is better, FTIF or USFR?

On 3-year performance, FTIF leads with 14.08% vs 4.74% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTIF or USFR?

Over the 3-year period, FTIF has performed better with a 14.08% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTIF or USFR?

USFR is cheaper with a 0.15% expense ratio, compared with 0.60% for FTIF.

Which ETF pays a higher dividend yield, FTIF or USFR?

USFR has the higher dividend yield at 3.90%, compared with 1.15% for FTIF.

What is the main difference between FTIF and USFR?

FTIF is categorized as Large Cap Blend Equities, while USFR is Government Bonds. FTIF tracks Bloomberg Inflation Sensitive Equity Index - Benchmark TR Gross, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.60% for FTIF and 0.15% for USFR.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (14.67 vs 1.94), 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.