GLRY vs. USFR
GLRY (Inspire Faithward Mid Cap Momentum ESG ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - GLRY is a Momentum fund actively managed by Inspire, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. GLRY is actively managed, while USFR is passively managed. Over the past 5 years, GLRY returned 8.99%/yr vs 3.71%/yr for USFR. At a correlation of -0.03, they often move in opposite directions. GLRY charges 0.85%/yr vs 0.15%/yr for USFR.
Performance
GLRY vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, GLRY achieves a 17.91% return, which is significantly higher than USFR's 1.82% return.
GLRY
- 1D
- -2.54%
- 1M
- 3.37%
- YTD
- 17.91%
- 6M
- 14.86%
- 1Y
- 30.23%
- 3Y*
- 20.72%
- 5Y*
- 8.99%
- 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%
GLRY vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GLRY Inspire Faithward Mid Cap Momentum ESG ETF | 17.91% | 16.50% | 16.59% | 19.58% | -22.50% | 15.97% | 4.64% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | -0.06% |
Correlation
The correlation between GLRY and USFR is -0.24, 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 | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2020 | -0.03 |
Over the past year, the inverse relationship between GLRY and USFR has strengthened: their correlation has moved from -0.03 to -0.24, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
GLRY vs. USFR — Risk / Return Rank
GLRY
USFR
GLRY vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) 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.
| GLRY | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.08 | ||
| Sortino ratioReturn per unit of downside risk | -47.95 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 13.31 | -12.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 201.33 | -198.54 |
| Martin ratioReturn relative to average drawdown | 9.62 | 779.76 | -770.15 |
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Drawdowns
GLRY vs. USFR - Drawdown Comparison
The maximum GLRY drawdown since its inception was -40.60%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for GLRY and USFR.
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Drawdown Indicators
| GLRY | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.60% | -1.36% | -39.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -0.02% | -10.87% |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | -0.06% | -20.44% |
Max Drawdown (5Y)Largest decline over 5 years | -34.63% | -0.18% | -34.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -2.54% | 0.00% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -0.15% | -15.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 0.01% | +3.14% |
Volatility
GLRY vs. USFR - Volatility Comparison
Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a higher volatility of 7.28% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that GLRY'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
| GLRY | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 0.09% | +7.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.92% | 0.19% | +15.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 0.27% | +18.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.17% | 0.40% | +19.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 0.78% | +20.68% |
GLRY vs. USFR - Expense Ratio Comparison
GLRY has a 0.85% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
GLRY vs. USFR - Dividend Comparison
GLRY's dividend yield for the trailing twelve months is around 0.24%, less than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GLRY Inspire Faithward Mid Cap Momentum ESG ETF | 0.24% | 0.34% | 0.52% | 1.07% | 1.04% | 4.00% | 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
GLRY and USFR have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLRY has higher volatility (7.28%) compared to USFR (0.09%). In terms of maximum drawdown, GLRY dropped -40.60% vs USFR's -1.36%.
On 5-year performance, GLRY leads with 8.99% vs 3.71% 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.
Over the 5-year period, GLRY has performed better with a 8.99% return vs 3.71%. 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 0.85% for GLRY.
USFR has the higher dividend yield at 3.90%, compared with 0.24% for GLRY.
GLRY is categorized as Momentum, while USFR is Government Bonds. They also come from different issuers: Inspire and WisdomTree. Their fees differ too: 0.85% for GLRY and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.67 vs 1.59), 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.
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