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HODL vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HODL vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Bitcoin Trust (HODL) 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, HODL achieves a -28.75% return, which is significantly lower than USFR's 1.82% return.


HODL

1D
-3.24%
1M
-17.82%
YTD
-28.75%
6M
-28.92%
1Y
-39.68%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HODL vs. USFR - Yearly Performance Comparison


2026 (YTD)20252024
HODL
VanEck Bitcoin Trust
-28.75%-6.42%91.50%
USFR
WisdomTree Floating Rate Treasury Fund
1.82%4.23%5.32%

Correlation

The correlation between HODL and USFR is -0.10, 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

-0.10

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

-0.02

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Return for Risk

HODL vs. USFR — Risk / Return Rank

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

HODL
HODL Risk / Return Rank: 22
Overall Rank
HODL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HODL Sortino Ratio Rank: 22
Sortino Ratio Rank
HODL Omega Ratio Rank: 22
Omega Ratio Rank
HODL Calmar Ratio Rank: 22
Calmar Ratio Rank
HODL Martin Ratio Rank: 22
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.

HODL vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Bitcoin Trust (HODL) 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.


HODLUSFRDifference
Sharpe ratioReturn per unit of total volatility

-15.57

Sortino ratioReturn per unit of downside risk

-51.39

Omega ratioGain probability vs. loss probability

0.86

13.31

-12.45

Calmar ratioReturn relative to maximum drawdown

-0.77

201.33

-202.10

Martin ratioReturn relative to average drawdown

-1.30

779.76

-781.07

HODL vs. USFR - Sharpe Ratio Comparison

The current HODL Sharpe Ratio is -0.90, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of HODL 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

HODL vs. USFR - Drawdown Comparison

The maximum HODL drawdown since its inception was -51.96%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for HODL and USFR.


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Drawdown Indicators


HODLUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-51.96%

-1.36%

-50.60%

Max Drawdown (1Y)

Largest decline over 1 year

-51.96%

-0.02%

-51.94%

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

-50.35%

0.00%

-50.35%

Average Drawdown

Average peak-to-trough decline

-16.78%

-0.15%

-16.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.49%

0.01%

+30.48%

Volatility

HODL vs. USFR - Volatility Comparison

VanEck Bitcoin Trust (HODL) has a higher volatility of 13.07% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that HODL'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


HODLUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.07%

0.09%

+12.98%

Volatility (6M)

Calculated over the trailing 6-month period

34.59%

0.19%

+34.40%

Volatility (1Y)

Calculated over the trailing 1-year period

44.11%

0.27%

+43.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.89%

0.40%

+49.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.89%

0.78%

+49.11%

HODL vs. USFR - Expense Ratio Comparison

HODL has a 0.25% expense ratio, which is higher than USFR's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HODL vs. USFR - Dividend Comparison

HODL has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.90%.


PositionTTM2025202420232022202120202019201820172016
HODL
VanEck Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Floating Rate Treasury Fund
3.90%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


HODL and USFR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HODL has higher volatility (13.07%) compared to USFR (0.09%). In terms of maximum drawdown, HODL dropped -51.96% vs USFR's -1.36%.

On 1-year performance, USFR leads with 3.99% vs -39.68% for HODL. 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 1-year period, USFR has performed better with a 3.99% return vs -39.68%. 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 0.25% for HODL.

USFR has the higher dividend yield at 3.90%, compared with 0.00% for HODL.

HODL is categorized as Cryptocurrency, while USFR is Government Bonds. HODL tracks CME CF Bitcoin Reference Rate - New York Variant, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: VanEck and WisdomTree. Their fees differ too: 0.25% for HODL and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs -0.90), 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 HODL and USFR

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