GVUS vs. USFR
GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - GVUS is a Large Cap Value Equities fund tracking the Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past year, GVUS returned 28.38% vs 3.99% for USFR. At a correlation of -0.03, they often move in opposite directions. GVUS charges 0.12%/yr vs 0.15%/yr for USFR.
Performance
GVUS vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, GVUS achieves a 15.43% return, which is significantly higher than USFR's 1.82% return.
GVUS
- 1D
- -0.93%
- 1M
- 2.38%
- YTD
- 15.43%
- 6M
- 14.79%
- 1Y
- 28.38%
- 3Y*
- —
- 5Y*
- —
- 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%
GVUS vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 15.43% | 15.90% | 14.08% | 5.51% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 0.37% |
Correlation
The correlation between GVUS 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 (All Time) Calculated using the full available price history since Nov 30, 2023 | -0.03 |
The correlation between GVUS and USFR shifts across timeframes, from -0.15 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GVUS vs. USFR — Risk / Return Rank
GVUS
USFR
GVUS vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) 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.
| GVUS | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.13 | ||
| Sortino ratioReturn per unit of downside risk | -46.56 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 13.31 | -11.85 |
| Calmar ratioReturn relative to maximum drawdown | 4.27 | 201.33 | -197.07 |
| Martin ratioReturn relative to average drawdown | 17.63 | 779.76 | -762.13 |
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Drawdowns
GVUS vs. USFR - Drawdown Comparison
The maximum GVUS drawdown since its inception was -15.82%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for GVUS and USFR.
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Drawdown Indicators
| GVUS | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.82% | -1.36% | -14.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -0.02% | -6.66% |
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 DrawdownCurrent decline from peak | -1.00% | 0.00% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -0.15% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 0.01% | +1.60% |
Volatility
GVUS vs. USFR - Volatility Comparison
Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) has a higher volatility of 3.89% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that GVUS'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
| GVUS | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 0.09% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 0.19% | +8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 0.27% | +10.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.33% | 0.40% | +12.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.33% | 0.78% | +12.55% |
GVUS vs. USFR - Expense Ratio Comparison
GVUS has a 0.12% 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
GVUS vs. USFR - Dividend Comparison
GVUS's dividend yield for the trailing twelve months is around 1.56%, less than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 1.56% | 1.77% | 2.04% | 0.00% | 0.00% | 0.00% | 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
GVUS 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.
GVUS has higher volatility (3.89%) compared to USFR (0.09%). In terms of maximum drawdown, GVUS dropped -15.82% vs USFR's -1.36%.
On 1-year performance, GVUS leads with 28.38% vs 3.99% for USFR. On fees, GVUS is cheaper at 0.12% 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 1-year period, GVUS has performed better with a 28.38% return vs 3.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GVUS is cheaper with a 0.12% expense ratio, compared with 0.15% for USFR.
USFR has the higher dividend yield at 3.90%, compared with 1.56% for GVUS.
GVUS is categorized as Large Cap Value Equities, while USFR is Government Bonds. GVUS tracks Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross, 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: 0.12% for GVUS and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.67 vs 2.54), 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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