PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
HACK vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HACK vs. USFR

Last updated Jun 4, 2026

HACK (ETFMG Prime Cyber Security ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - HACK is a Technology Equities fund tracking the Prime Cyber Defense Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, HACK returned 15.84%/yr vs 2.47%/yr for USFR. At a 0.03 correlation, their price movements are largely independent. HACK charges 0.60%/yr vs 0.15%/yr for USFR.

Performance

HACK vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Cyber Security ETF (HACK) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HACK achieves a 27.17% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, HACK has outperformed USFR with an annualized return of 15.84%, while USFR has yielded a comparatively lower 2.47% annualized return.

HACK

1D
-3.00%
1M
24.54%
YTD
27.17%
6M
21.31%
1Y
21.52%
3Y*
27.72%
5Y*
11.82%
10Y*
15.84%

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)

HACK vs. USFR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
HACK
ETFMG Prime Cyber Security ETF		27.17%7.97%23.49%37.44%-28.16%7.03%41.51%23.39%6.61%19.68%
USFR
WisdomTree Floating Rate Treasury Fund		1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between HACK and USFR is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

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

-0.01

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

-0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

0.03

The correlation between HACK and USFR shifts across timeframes, from -0.07 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ETFMG Prime Cyber Security ETF

WisdomTree Floating Rate Treasury Fund

Often compared with HACK:
HACK vs. CIBRHACK vs. BUGHACK vs. WCBRHACK vs. VOOHACK vs. QQQHACK vs. FEATXHACK vs. SPAM
Often compared with USFR:
USFR vs. SGOVUSFR vs. TFLOUSFR vs. VMFXXUSFR vs. VUSXXUSFR vs. FLOTUSFR vs. TBILUSFR vs. SHV

Return for Risk

HACK vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
HACK
HACK Risk / Return Rank: 2323
Overall Rank
HACK Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
HACK Sortino Ratio Rank: 2323
Sortino Ratio Rank
HACK Omega Ratio Rank: 2424
Omega Ratio Rank
HACK Calmar Ratio Rank: 2323
Calmar Ratio Rank
HACK Martin Ratio Rank: 2121
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.

HACK vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) 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.

HACKUSFRDifference
Sharpe ratioReturn per unit of total volatility
0.85
15.11

-14.26

Sortino ratioReturn per unit of downside risk
1.27
50.64

-49.37

Omega ratioGain probability vs. loss probability

1.16

13.43

-12.27

Calmar ratioReturn relative to maximum drawdown

1.05

203.42

-202.37

Martin ratioReturn relative to average drawdown

2.52

787.84

-785.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HACK vs. USFR - Sharpe Ratio Comparison

The current HACK Sharpe Ratio is 0.85, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of HACK 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.

Loading charts...

Sharpe Ratios by Period

HACKUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

15.11

-14.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

9.26

-8.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

3.07

-2.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.60

-1.03

Drawdowns

HACK vs. USFR - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for HACK and USFR.

Loading charts...

Drawdown Indicators

HACKUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-42.68%

-1.36%

-41.32%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

-0.02%

-20.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-0.06%

-21.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.68%

-0.18%

-38.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-0.80%

-37.88%

Current Drawdown

Current decline from peak

-3.00%

0.00%

-3.00%

Average Drawdown

Average peak-to-trough decline

-11.63%

-0.16%

-11.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.58%

0.01%

+8.57%

Volatility

HACK vs. USFR - Volatility Comparison

ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 10.68% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that HACK'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.

Loading charts...

Volatility by Period

HACKUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

0.06%

+10.62%

Volatility (6M)

Calculated over the trailing 6-month period

21.52%

0.18%

+21.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.47%

0.27%

+25.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.18%

0.40%

+23.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.27%

0.81%

+22.46%

HACK vs. USFR - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than USFR's 0.15% expense ratio.

Dividends

HACK vs. USFR - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.06%, less than USFR's 3.91% yield.

PositionTTM2025202420232022202120202019201820172016
HACK
ETFMG Prime Cyber Security ETF		0.06%0.07%0.14%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%
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

HACK and USFR have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HACK has higher volatility (10.68%) compared to USFR (0.06%). In terms of maximum drawdown, HACK dropped -42.68% vs USFR's -1.36%.

On 10-year performance, HACK leads with 15.84% vs 2.47% 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.

Over the 10-year period, HACK has performed better with a 15.84% return vs 2.47%. 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 0.60% for HACK.

USFR has the higher dividend yield at 3.91%, compared with 0.06% for HACK.

HACK is categorized as Technology Equities, while USFR is Government Bonds. HACK tracks Prime Cyber Defense Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: ETFMG and WisdomTree. Their fees differ too: 0.60% for HACK and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (15.11 vs 0.85), 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 HACK and USFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer