NU vs. USFR
NU (Nu Holdings Ltd.) is a stock, while USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Over the past 3 years, NU returned 20.56%/yr vs 4.70%/yr for USFR. At a correlation of -0.02, they often move in opposite directions.
Performance
NU vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, NU achieves a -17.62% return, which is significantly lower than USFR's 2.07% return.
NU
- 1D
- -0.65%
- 1M
- 8.41%
- 6M
- -16.98%
- YTD
- -17.62%
- 1Y
- -0.43%
- 3Y*
- 20.56%
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.32%
- 6M
- 1.92%
- YTD
- 2.07%
- 1Y
- 3.95%
- 3Y*
- 4.70%
- 5Y*
- 3.77%
- 10Y*
- 2.50%
NU vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NU Nu Holdings Ltd. | -17.62% | 61.58% | 24.37% | 104.67% | -56.61% | -16.62% |
USFR WisdomTree Floating Rate Treasury Fund | 2.07% | 4.23% | 5.47% | 5.18% | 1.98% | -0.04% |
Correlation
The correlation between NU and USFR is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2021 | -0.02 |
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Return for Risk
NU vs. USFR — Risk / Return Rank
NU
USFR
NU vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nu Holdings Ltd. (NU) 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.
| NU | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.74 | ||
| Sortino ratioReturn per unit of downside risk | -51.15 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 14.02 | -12.98 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 199.58 | -199.59 |
| Martin ratioReturn relative to average drawdown | -0.02 | 797.11 | -797.13 |
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Drawdowns
NU vs. USFR - Drawdown Comparison
The maximum NU drawdown since its inception was -72.07%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for NU and USFR.
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Drawdown Indicators
| NU | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.07% | -1.36% | -70.71% |
Max Drawdown (1Y)Largest decline over 1 year | -38.17% | -0.02% | -38.15% |
Max Drawdown (3Y)Largest decline over 3 years | -39.58% | -0.06% | -39.52% |
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 | -26.49% | 0.00% | -26.49% |
Average DrawdownAverage peak-to-trough decline | -29.76% | -0.15% | -29.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.65% | 0.00% | +17.65% |
Volatility
NU vs. USFR - Volatility Comparison
Nu Holdings Ltd. (NU) has a higher volatility of 9.22% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.07%. This indicates that NU'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
| NU | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.22% | 0.07% | +9.15% |
Volatility (6M)Calculated over the trailing 6-month period | 29.20% | 0.19% | +29.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.26% | 0.27% | +36.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.09% | 0.39% | +57.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.09% | 0.77% | +57.32% |
Dividends
NU vs. USFR - Dividend Comparison
NU has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NU Nu Holdings Ltd. | 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 | 3.83% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
NU and USFR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NU has higher volatility (9.22%) compared to USFR (0.07%). In terms of maximum drawdown, NU dropped -72.07% vs USFR's -1.36%.
USFR currently has the higher Sharpe Ratio (14.73 vs -0.01), 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.
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