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NOBL vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NOBL vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Dividend Aristocrats ETF (NOBL) 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, NOBL achieves a 6.48% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, NOBL has outperformed USFR with an annualized return of 9.97%, while USFR has yielded a comparatively lower 2.43% annualized return.


NOBL

1D
0.68%
1M
2.27%
YTD
6.48%
6M
5.98%
1Y
12.52%
3Y*
8.50%
5Y*
6.18%
10Y*
9.97%

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)

NOBL vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
6.48%6.84%6.72%8.09%-6.52%25.46%8.35%27.39%-3.26%21.02%
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 NOBL and USFR is -0.08, 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

-0.08

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

-0.01

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

-0.02

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.00

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Return for Risk

NOBL vs. USFR — Risk / Return Rank

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

NOBL
NOBL Risk / Return Rank: 2929
Overall Rank
NOBL Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
NOBL Sortino Ratio Rank: 3232
Sortino Ratio Rank
NOBL Omega Ratio Rank: 2828
Omega Ratio Rank
NOBL Calmar Ratio Rank: 2828
Calmar Ratio Rank
NOBL Martin Ratio Rank: 2727
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.

NOBL vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Dividend Aristocrats ETF (NOBL) 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.


NOBLUSFRDifference
Sharpe ratioReturn per unit of total volatility

-13.57

Sortino ratioReturn per unit of downside risk

-48.46

Omega ratioGain probability vs. loss probability

1.19

13.31

-12.12

Calmar ratioReturn relative to maximum drawdown

1.38

201.33

-199.95

Martin ratioReturn relative to average drawdown

3.50

779.76

-776.26

NOBL vs. USFR - Sharpe Ratio Comparison

The current NOBL Sharpe Ratio is 1.10, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of NOBL 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

NOBL vs. USFR - Drawdown Comparison

The maximum NOBL drawdown since its inception was -35.43%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for NOBL and USFR.


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Drawdown Indicators


NOBLUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-35.43%

-1.36%

-34.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-0.02%

-9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.36%

-0.06%

-15.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.92%

-0.18%

-17.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.43%

-0.80%

-34.63%

Current Drawdown

Current decline from peak

-3.29%

0.00%

-3.29%

Average Drawdown

Average peak-to-trough decline

-3.48%

-0.15%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

0.01%

+3.57%

Volatility

NOBL vs. USFR - Volatility Comparison

ProShares S&P 500 Dividend Aristocrats ETF (NOBL) has a higher volatility of 3.31% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that NOBL'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


NOBLUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

0.09%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.22%

0.19%

+8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

0.27%

+11.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

0.40%

+13.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

0.78%

+15.82%

NOBL vs. USFR - Expense Ratio Comparison

NOBL has a 0.35% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

NOBL vs. USFR - Dividend Comparison

NOBL's dividend yield for the trailing twelve months is around 2.06%, less than USFR's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
2.06%2.14%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%
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%0.00%

Frequently Asked Questions


NOBL and USFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NOBL has higher volatility (3.31%) compared to USFR (0.09%). In terms of maximum drawdown, NOBL dropped -35.43% vs USFR's -1.36%.

On 10-year performance, NOBL leads with 9.97% vs 2.43% for USFR. 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 10-year period, NOBL has performed better with a 9.97% return vs 2.43%. 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 0.35% for NOBL.

USFR has the higher dividend yield at 3.90%, compared with 2.06% for NOBL.

NOBL is categorized as Dividend, while USFR is Government Bonds. NOBL tracks S&P 500 Dividend Aristocrats Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.35% for NOBL and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs 1.10), 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

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