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IGRO vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGRO vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Growth ETF (IGRO) 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, IGRO achieves a 7.23% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, IGRO has outperformed USFR with an annualized return of 9.29%, while USFR has yielded a comparatively lower 2.43% annualized return.


IGRO

1D
-0.77%
1M
0.09%
YTD
7.23%
6M
6.81%
1Y
15.73%
3Y*
15.98%
5Y*
8.01%
10Y*
9.29%

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)

IGRO vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGRO
iShares International Dividend Growth ETF
7.23%25.03%7.78%15.38%-12.72%9.94%7.71%26.13%-14.86%24.64%
USFR
WisdomTree Floating Rate Treasury Fund
1.82%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between IGRO 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 (3Y)
Calculated over the trailing 3-year period

-0.05

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

-0.03

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

0.00

Correlation (All Time)
Calculated using the full available price history since May 19, 2016

-0.00

The correlation between IGRO and USFR shifts across timeframes, from -0.15 (1 year) to 0.00 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGRO vs. USFR — Risk / Return Rank

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

IGRO
IGRO Risk / Return Rank: 3636
Overall Rank
IGRO Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 3636
Sortino Ratio Rank
IGRO Omega Ratio Rank: 3636
Omega Ratio Rank
IGRO Calmar Ratio Rank: 3333
Calmar Ratio Rank
IGRO Martin Ratio Rank: 3939
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.

IGRO vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) 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.


IGROUSFRDifference
Sharpe ratioReturn per unit of total volatility

-13.42

Sortino ratioReturn per unit of downside risk

-48.31

Omega ratioGain probability vs. loss probability

1.23

13.31

-12.08

Calmar ratioReturn relative to maximum drawdown

1.58

201.33

-199.75

Martin ratioReturn relative to average drawdown

5.89

779.76

-773.88

IGRO vs. USFR - Sharpe Ratio Comparison

The current IGRO Sharpe Ratio is 1.25, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of IGRO 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

IGRO vs. USFR - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for IGRO and USFR.


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Drawdown Indicators


IGROUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-1.36%

-34.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-0.02%

-9.98%

Max Drawdown (3Y)

Largest decline over 3 years

-11.13%

-0.06%

-11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.98%

-0.18%

-25.80%

Max Drawdown (10Y)

Largest decline over 10 years

-36.25%

-0.80%

-35.45%

Current Drawdown

Current decline from peak

-1.54%

0.00%

-1.54%

Average Drawdown

Average peak-to-trough decline

-5.66%

-0.15%

-5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

0.01%

+2.67%

Volatility

IGRO vs. USFR - Volatility Comparison

iShares International Dividend Growth ETF (IGRO) has a higher volatility of 3.27% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that IGRO'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


IGROUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

0.09%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

0.19%

+10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

0.27%

+12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

0.40%

+13.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.69%

0.78%

+15.91%

IGRO vs. USFR - Expense Ratio Comparison

Both IGRO and USFR have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IGRO vs. USFR - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.78%, less than USFR's 3.90% yield.


PositionTTM2025202420232022202120202019201820172016
IGRO
iShares International Dividend Growth ETF
2.78%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%
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


IGRO 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.

IGRO has higher volatility (3.27%) compared to USFR (0.09%). In terms of maximum drawdown, IGRO dropped -36.25% vs USFR's -1.36%.

On 10-year performance, IGRO leads with 9.29% vs 2.43% for USFR. Both ETFs have the same 0.15% expense ratio. 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 10-year period, IGRO has performed better with a 9.29% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGRO and USFR have the same expense ratio: 0.15% per year.

USFR has the higher dividend yield at 3.90%, compared with 2.78% for IGRO.

IGRO is categorized as Foreign Large Cap Equities, while USFR is Government Bonds. IGRO tracks Morningstar Global ex-US Dividend Growth Index (Net), while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: iShares and WisdomTree.

USFR currently has the higher Sharpe Ratio (14.67 vs 1.25), 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 IGRO and USFR

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