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IAUM vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) 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, IAUM achieves a -2.40% return, which is significantly lower than USFR's 1.72% return.


IAUM

1D
0.10%
1M
-10.19%
YTD
-2.40%
6M
-2.08%
1Y
24.22%
3Y*
29.28%
5Y*
10Y*

USFR

1D
0.02%
1M
0.31%
YTD
1.72%
6M
1.96%
1Y
4.03%
3Y*
4.77%
5Y*
3.70%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAUM vs. USFR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
-2.40%64.27%27.04%13.12%-0.49%3.87%
USFR
WisdomTree Floating Rate Treasury Fund
1.72%4.23%5.47%5.18%1.98%-0.07%

Correlation

The correlation between IAUM and USFR is 0.06, 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

0.06

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2021

0.05

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Return for Risk

IAUM vs. USFR — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 2727
Overall Rank
IAUM Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAUM Omega Ratio Rank: 3131
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2525
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.

IAUM vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) 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.


IAUMUSFRDifference
Sharpe ratioReturn per unit of total volatility

-14.05

Sortino ratioReturn per unit of downside risk

-49.38

Omega ratioGain probability vs. loss probability

1.19

13.43

-12.24

Calmar ratioReturn relative to maximum drawdown

1.00

203.42

-202.42

Martin ratioReturn relative to average drawdown

2.87

787.83

-784.96

IAUM vs. USFR - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 0.90, which is lower than the USFR Sharpe Ratio of 14.95. The chart below compares the historical Sharpe Ratios of IAUM 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

IAUM vs. USFR - Drawdown Comparison

The maximum IAUM drawdown since its inception was -24.37%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for IAUM and USFR.


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Drawdown Indicators


IAUMUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-24.37%

-1.36%

-23.01%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-0.02%

-24.35%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-0.06%

-24.31%

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

-21.99%

0.00%

-21.99%

Average Drawdown

Average peak-to-trough decline

-5.38%

-0.16%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.46%

0.01%

+8.45%

Volatility

IAUM vs. USFR - Volatility Comparison

iShares Gold Trust Micro (IAUM) has a higher volatility of 7.71% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that IAUM'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


IAUMUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

0.08%

+7.63%

Volatility (6M)

Calculated over the trailing 6-month period

23.82%

0.19%

+23.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.06%

0.27%

+26.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

0.40%

+17.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

0.78%

+17.27%

IAUM vs. USFR - Expense Ratio Comparison

IAUM 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

IAUM vs. USFR - Dividend Comparison

IAUM has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.91%.


PositionTTM2025202420232022202120202019201820172016
IAUM
iShares Gold Trust Micro
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
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


IAUM and USFR have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAUM has higher volatility (7.71%) compared to USFR (0.08%). In terms of maximum drawdown, IAUM dropped -24.37% vs USFR's -1.36%.

On 3-year performance, IAUM leads with 29.28% vs 4.77% for USFR. On fees, IAUM 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 3-year period, IAUM has performed better with a 29.28% return vs 4.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAUM 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 0.00% for IAUM.

IAUM is categorized as Gold, while USFR is Government Bonds. IAUM tracks LBMA Gold Price PM, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.09% for IAUM and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.95 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 IAUM 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.

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