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GEM vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEM vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) 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, GEM achieves a 29.96% return, which is significantly higher than USFR's 1.78% return. Over the past 10 years, GEM has outperformed USFR with an annualized return of 10.51%, while USFR has yielded a comparatively lower 2.43% annualized return.


GEM

1D
0.52%
1M
8.42%
YTD
29.96%
6M
31.86%
1Y
54.83%
3Y*
24.71%
5Y*
8.85%
10Y*
10.51%

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)

GEM vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GEM
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
29.96%33.43%6.66%11.82%-21.33%-0.19%13.23%17.79%-14.25%36.43%
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 GEM and USFR is -0.15, 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

-0.15

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

-0.05

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

-0.03

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2015

-0.01

The correlation between GEM and USFR shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GEM vs. USFR — Risk / Return Rank

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

GEM
GEM Risk / Return Rank: 8181
Overall Rank
GEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
GEM Sortino Ratio Rank: 7777
Sortino Ratio Rank
GEM Omega Ratio Rank: 8383
Omega Ratio Rank
GEM Calmar Ratio Rank: 8181
Calmar Ratio Rank
GEM Martin Ratio Rank: 8080
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.

GEM vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) 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.


GEMUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.08

Sortino ratioReturn per unit of downside risk

-46.60

Omega ratioGain probability vs. loss probability

1.47

13.24

-11.77

Calmar ratioReturn relative to maximum drawdown

4.08

200.29

-196.21

Martin ratioReturn relative to average drawdown

15.13

775.73

-760.61

GEM vs. USFR - Sharpe Ratio Comparison

The current GEM Sharpe Ratio is 2.57, which is lower than the USFR Sharpe Ratio of 14.65. The chart below compares the historical Sharpe Ratios of GEM 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

GEM vs. USFR - Drawdown Comparison

The maximum GEM drawdown since its inception was -37.02%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for GEM and USFR.


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Drawdown Indicators


GEMUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-37.02%

-1.36%

-35.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-0.02%

-13.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-0.06%

-16.48%

Max Drawdown (5Y)

Largest decline over 5 years

-35.10%

-0.18%

-34.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.02%

-0.80%

-36.22%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.97%

-0.15%

-11.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

0.01%

+3.63%

Volatility

GEM vs. USFR - Volatility Comparison

Goldman Sachs ActiveBeta Emerging Markets Equity ETF (GEM) has a higher volatility of 10.70% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that GEM'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


GEMUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

0.08%

+10.62%

Volatility (6M)

Calculated over the trailing 6-month period

19.31%

0.19%

+19.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

0.27%

+21.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

0.40%

+17.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

0.78%

+18.44%

GEM vs. USFR - Expense Ratio Comparison

GEM has a 0.45% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

GEM vs. USFR - Dividend Comparison

GEM's dividend yield for the trailing twelve months is around 1.77%, less than USFR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
GEM
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
1.77%2.30%2.58%2.97%2.96%3.00%1.63%3.13%2.08%1.81%1.98%0.25%
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


GEM and USFR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEM has higher volatility (10.70%) compared to USFR (0.08%). In terms of maximum drawdown, GEM dropped -37.02% vs USFR's -1.36%.

On 10-year performance, GEM leads with 10.51% vs 2.43% for USFR. 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, GEM has performed better with a 10.51% return vs 2.43%. 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 0.45% for GEM.

USFR has the higher dividend yield at 3.91%, compared with 1.77% for GEM.

GEM is categorized as Emerging Markets Equities, while USFR is Government Bonds. GEM tracks Goldman Sachs ActiveBeta Emerging Markets Equity Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Goldman Sachs and WisdomTree. Their fees differ too: 0.45% for GEM and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.65 vs 2.57), 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

Find the right allocation for GEM and USFR

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