FTSD vs. USFR
Compare and contrast key facts about Franklin Liberty Short Duration U.S. Government ETF (FTSD) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
FTSD and USFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTSD is an actively managed fund by Franklin Templeton. It was launched on Nov 4, 2013. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSD or USFR.
Performance
FTSD vs. USFR - Performance Comparison
Returns By Period
In the year-to-date period, FTSD achieves a 4.55% return, which is significantly lower than USFR's 4.79% return. Over the past 10 years, FTSD has underperformed USFR with an annualized return of 1.57%, while USFR has yielded a comparatively higher 2.38% annualized return.
FTSD
4.55%
-0.04%
3.02%
5.91%
1.66%
1.57%
USFR
4.79%
0.45%
2.46%
5.32%
2.52%
2.38%
Key characteristics
| FTSD | USFR | |
|---|---|---|
| Sharpe Ratio | 4.60 | 15.19 |
| Sortino Ratio | 7.66 | 56.08 |
| Omega Ratio | 2.15 | 13.95 |
| Calmar Ratio | 7.06 | 90.34 |
| Martin Ratio | 39.63 | 769.69 |
| Ulcer Index | 0.15% | 0.01% |
| Daily Std Dev | 1.32% | 0.35% |
| Max Drawdown | -5.32% | -1.36% |
| Current Drawdown | -0.23% | 0.00% |
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FTSD vs. USFR - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is higher than USFR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FTSD and USFR is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
FTSD vs. USFR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Short Duration U.S. Government ETF (FTSD) and WisdomTree Bloomberg 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.
Dividends
FTSD vs. USFR - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.79%, less than USFR's 5.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Liberty Short Duration U.S. Government ETF | 4.79% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% | 1.91% | 0.27% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.30% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
FTSD vs. USFR - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for FTSD and USFR. For additional features, visit the drawdowns tool.
Volatility
FTSD vs. USFR - Volatility Comparison
Franklin Liberty Short Duration U.S. Government ETF (FTSD) has a higher volatility of 0.29% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that FTSD'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.