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GSEW vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSEW vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) 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, GSEW achieves a 10.29% return, which is significantly higher than USFR's 1.78% return.


GSEW

1D
0.44%
1M
1.71%
YTD
10.29%
6M
8.86%
1Y
19.27%
3Y*
17.31%
5Y*
8.74%
10Y*

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)

GSEW vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSEW
Goldman Sachs Equal Weight U.S. Large Cap Equity ETF
10.29%11.97%16.89%17.80%-17.54%25.43%16.28%31.04%-8.11%7.72%
USFR
WisdomTree Floating Rate Treasury Fund
1.78%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%0.31%

Correlation

The correlation between GSEW and USFR is -0.14, 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

-0.14

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

-0.02

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2017

-0.00

The correlation between GSEW and USFR shifts across timeframes, from -0.14 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GSEW vs. USFR — Risk / Return Rank

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

GSEW
GSEW Risk / Return Rank: 4848
Overall Rank
GSEW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GSEW Sortino Ratio Rank: 4545
Sortino Ratio Rank
GSEW Omega Ratio Rank: 4343
Omega Ratio Rank
GSEW Calmar Ratio Rank: 5252
Calmar Ratio Rank
GSEW Martin Ratio Rank: 5656
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.

GSEW vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) 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.


GSEWUSFRDifference
Sharpe ratioReturn per unit of total volatility

-13.09

Sortino ratioReturn per unit of downside risk

-47.66

Omega ratioGain probability vs. loss probability

1.27

13.24

-11.97

Calmar ratioReturn relative to maximum drawdown

2.51

200.29

-197.79

Martin ratioReturn relative to average drawdown

9.52

775.73

-766.21

GSEW vs. USFR - Sharpe Ratio Comparison

The current GSEW Sharpe Ratio is 1.56, which is lower than the USFR Sharpe Ratio of 14.65. The chart below compares the historical Sharpe Ratios of GSEW 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

GSEW vs. USFR - Drawdown Comparison

The maximum GSEW drawdown since its inception was -38.65%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for GSEW and USFR.


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Drawdown Indicators


GSEWUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-38.65%

-1.36%

-37.29%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-0.02%

-7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-18.18%

-0.06%

-18.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-0.18%

-25.56%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-1.11%

0.00%

-1.11%

Average Drawdown

Average peak-to-trough decline

-5.86%

-0.15%

-5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

0.01%

+2.02%

Volatility

GSEW vs. USFR - Volatility Comparison

Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (GSEW) has a higher volatility of 3.88% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that GSEW'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


GSEWUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

0.08%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

0.19%

+9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

0.27%

+12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

0.40%

+16.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

0.78%

+18.40%

GSEW vs. USFR - Expense Ratio Comparison

GSEW has a 0.09% expense ratio, which is lower than USFR's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GSEW vs. USFR - Dividend Comparison

GSEW's dividend yield for the trailing twelve months is around 1.41%, less than USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
GSEW
Goldman Sachs Equal Weight U.S. Large Cap Equity ETF
1.41%1.52%1.46%1.64%1.74%1.34%1.53%1.66%1.56%0.54%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


GSEW and USFR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSEW has higher volatility (3.88%) compared to USFR (0.08%). In terms of maximum drawdown, GSEW dropped -38.65% vs USFR's -1.36%.

On 5-year performance, GSEW leads with 8.74% vs 3.70% for USFR. On fees, GSEW is cheaper at 0.09% 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 5-year period, GSEW has performed better with a 8.74% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSEW is cheaper with a 0.09% expense ratio, compared with 0.15% for USFR.

USFR has the higher dividend yield at 3.91%, compared with 1.41% for GSEW.

GSEW is categorized as Large Cap Blend Equities, while USFR is Government Bonds. GSEW tracks Solactive US Large Cap Equal Weight 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: 0.09% for GSEW and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.65 vs 1.56), 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 GSEW and USFR

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