GEND vs. USFR

Last updated Jun 4, 2026

GEND (Genter Capital Dividend Income ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - GEND is a Large Cap Value Equities fund actively managed by Genter Capital, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. GEND is actively managed, while USFR is passively managed. Over the past year, GEND returned 25.44% vs 4.03% for USFR. At a correlation of -0.07, they often move in opposite directions. GEND charges 0.38%/yr vs 0.15%/yr for USFR.

Performance

GEND vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genter Capital Dividend Income ETF (GEND) 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, GEND achieves a 11.95% return, which is significantly higher than USFR's 1.60% return.

GEND

• 1D: -0.35%
• 1M: 1.03%
• YTD: 11.95%
• 6M: 12.26%
• 1Y: 25.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFR

• 1D: 0.02%
• 1M: 0.29%
• YTD: 1.60%
• 6M: 1.98%
• 1Y: 4.03%
• 3Y*: 4.76%
• 5Y*: 3.66%
• 10Y*: 2.47%

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

GEND vs. USFR - Yearly Performance Comparison

	2026 (YTD)	2025
GEND Genter Capital Dividend Income ETF	11.95%	16.61%
USFR WisdomTree Floating Rate Treasury Fund	1.60%	4.04%

Correlation

The correlation between GEND and USFR is -0.12, 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	-0.12
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025	-0.07

Return for Risk

GEND vs. USFR — Risk / Return Rank

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

GEND

GEND Risk / Return Rank: 76
GEND Sharpe Ratio Rank: 75
GEND Sortino Ratio Rank: 78
GEND Omega Ratio Rank: 72
GEND Calmar Ratio Rank: 79
GEND Martin Ratio Rank: 76

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.

GEND vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Genter Capital Dividend Income ETF (GEND) 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.

	GEND	USFR	Difference
Sharpe ratio: Return per unit of total volatility	2.41	15.11	-12.70
Sortino ratio: Return per unit of downside risk	3.49	50.64	-47.15
Omega ratio: Gain probability vs. loss probability	1.42	13.43	-12.01
Calmar ratio: Return relative to maximum drawdown	4.00	203.42	-199.42
Martin ratio: Return relative to average drawdown	14.48	787.84	-773.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GEND vs. USFR - Sharpe Ratio Comparison

The current GEND Sharpe Ratio is 2.41, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of GEND 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.

Sharpe Ratios by Period

	GEND	USFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.41	15.11	-12.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	9.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	3.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.51	1.60	-0.10

Drawdowns

GEND vs. USFR - Drawdown Comparison

The maximum GEND drawdown since its inception was -13.31%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for GEND and USFR.

Drawdown Indicators

	GEND	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-13.31%	-1.36%	-11.95%
Max Drawdown (1Y) Largest decline over 1 year	-6.40%	-0.02%	-6.38%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.06%	—
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	-1.46%	0.00%	-1.46%
Average Drawdown Average peak-to-trough decline	-1.88%	-0.16%	-1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	0.01%	+1.75%

Volatility

GEND vs. USFR - Volatility Comparison

Genter Capital Dividend Income ETF (GEND) has a higher volatility of 2.56% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that GEND'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

	GEND	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	0.06%	+2.50%
Volatility (6M) Calculated over the trailing 6-month period	8.01%	0.18%	+7.83%
Volatility (1Y) Calculated over the trailing 1-year period	10.62%	0.27%	+10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	0.40%	+13.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.15%	0.81%	+13.34%

GEND vs. USFR - Expense Ratio Comparison

GEND has a 0.38% expense ratio, which is higher than USFR's 0.15% expense ratio.

Dividends

GEND vs. USFR - Dividend Comparison

GEND's dividend yield for the trailing twelve months is around 2.74%, less than USFR's 3.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GEND Genter Capital Dividend Income ETF	2.74%	2.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both GEND and USFR in my portfolio?

GEND and USFR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GEND or USFR?

GEND has higher volatility (2.56%) compared to USFR (0.06%). In terms of maximum drawdown, GEND dropped -13.31% vs USFR's -1.36%.

Which ETF is better, GEND or USFR?

On 1-year performance, GEND leads with 25.44% vs 4.03% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GEND or USFR?

Over the 1-year period, GEND has performed better with a 25.44% return vs 4.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GEND or USFR?

USFR is cheaper with a 0.15% expense ratio, compared with 0.38% for GEND.

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

USFR has the higher dividend yield at 3.91%, compared with 2.74% for GEND.

What is the main difference between GEND and USFR?

GEND is categorized as Large Cap Value Equities, while USFR is Government Bonds. They also come from different issuers: Genter Capital and WisdomTree. Their fees differ too: 0.38% for GEND and 0.15% for USFR.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (15.11 vs 2.41), 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.