JMEE vs. USFR
Compare and contrast key facts about JPMorgan Market Expansion Enhanced Equity ETF (JMEE) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
JMEE and USFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JMEE is an actively managed fund by JPMorgan. It was launched on Jul 31, 1998. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.
Performance
JMEE vs. USFR - Performance Comparison
Loading graphics...
JMEE vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JMEE JPMorgan Market Expansion Enhanced Equity ETF | 3.71% | 7.65% | 13.65% | 18.12% | 1.37% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.47% | 5.18% | 1.55% |
Returns By Period
In the year-to-date period, JMEE achieves a 3.71% return, which is significantly higher than USFR's 0.93% return.
JMEE
- 1D
- 2.68%
- 1M
- -4.56%
- YTD
- 3.71%
- 6M
- 6.43%
- 1Y
- 20.60%
- 3Y*
- 12.90%
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 0.93%
- 6M
- 2.02%
- 1Y
- 4.10%
- 3Y*
- 4.89%
- 5Y*
- 3.52%
- 10Y*
- 2.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JMEE vs. USFR - Expense Ratio Comparison
JMEE has a 0.24% 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%.
Return for Risk
JMEE vs. USFR — Risk / Return Rank
JMEE
USFR
JMEE vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Market Expansion Enhanced Equity ETF (JMEE) and WisdomTree Bloomberg 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.
| JMEE | USFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 14.37 | -13.39 |
Sortino ratioReturn per unit of downside risk | 1.50 | 42.77 | -41.26 |
Omega ratioGain probability vs. loss probability | 1.21 | 10.64 | -9.43 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 103.73 | -102.22 |
Martin ratioReturn relative to average drawdown | 6.47 | 661.88 | -655.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JMEE | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 14.37 | -13.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 8.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 3.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.57 | -0.99 |
Correlation
The correlation between JMEE and USFR is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
JMEE vs. USFR - Dividend Comparison
JMEE's dividend yield for the trailing twelve months is around 1.09%, less than USFR's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JMEE JPMorgan Market Expansion Enhanced Equity ETF | 1.09% | 1.13% | 0.95% | 1.25% | 6.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Drawdowns
JMEE vs. USFR - Drawdown Comparison
The maximum JMEE drawdown since its inception was -25.40%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for JMEE and USFR.
Loading graphics...
Drawdown Indicators
| JMEE | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.40% | -1.36% | -24.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.96% | -0.04% | -13.92% |
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 | -5.79% | 0.00% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -0.16% | -5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 0.01% | +3.26% |
Volatility
JMEE vs. USFR - Volatility Comparison
JPMorgan Market Expansion Enhanced Equity ETF (JMEE) has a higher volatility of 6.35% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that JMEE'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 graphics...
Volatility by Period
| JMEE | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 0.09% | +6.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 0.19% | +11.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.98% | 0.29% | +20.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 0.41% | +19.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 0.81% | +18.88% |