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PCEF vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCEF vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CEF Income Composite ETF (PCEF) 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, PCEF achieves a 4.88% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, PCEF has outperformed USFR with an annualized return of 7.33%, while USFR has yielded a comparatively lower 2.47% annualized return.


PCEF

1D
-0.74%
1M
2.15%
YTD
4.88%
6M
5.42%
1Y
14.12%
3Y*
13.61%
5Y*
4.82%
10Y*
7.33%

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCEF vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCEF
Invesco CEF Income Composite ETF
4.88%12.59%16.70%9.39%-18.66%15.38%4.61%24.08%-8.88%14.48%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between PCEF and USFR is -0.11, 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

-0.11

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

-0.03

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

-0.02

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

-0.01

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Return for Risk

PCEF vs. USFR — Risk / Return Rank

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

PCEF
PCEF Risk / Return Rank: 4545
Overall Rank
PCEF Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PCEF Sortino Ratio Rank: 4747
Sortino Ratio Rank
PCEF Omega Ratio Rank: 4949
Omega Ratio Rank
PCEF Calmar Ratio Rank: 3434
Calmar Ratio Rank
PCEF Martin Ratio Rank: 4848
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.

PCEF vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CEF Income Composite ETF (PCEF) 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.


PCEFUSFRDifference
Sharpe ratioReturn per unit of total volatility

-13.47

Sortino ratioReturn per unit of downside risk

-48.28

Omega ratioGain probability vs. loss probability

1.31

13.43

-12.12

Calmar ratioReturn relative to maximum drawdown

1.71

203.42

-201.71

Martin ratioReturn relative to average drawdown

8.00

787.84

-779.84

PCEF vs. USFR - Sharpe Ratio Comparison

The current PCEF Sharpe Ratio is 1.65, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of PCEF 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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Sharpe Ratios by Period


PCEFUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

15.11

-13.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

9.26

-8.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

3.07

-2.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

1.60

-1.03

Drawdowns

PCEF vs. USFR - Drawdown Comparison

The maximum PCEF drawdown since its inception was -38.64%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for PCEF and USFR.


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Drawdown Indicators


PCEFUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-38.64%

-1.36%

-37.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

-0.02%

-8.28%

Max Drawdown (3Y)

Largest decline over 3 years

-14.09%

-0.06%

-14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-0.18%

-24.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.64%

-0.80%

-37.84%

Current Drawdown

Current decline from peak

-0.74%

0.00%

-0.74%

Average Drawdown

Average peak-to-trough decline

-4.47%

-0.16%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

0.01%

+1.76%

Volatility

PCEF vs. USFR - Volatility Comparison

Invesco CEF Income Composite ETF (PCEF) has a higher volatility of 2.50% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that PCEF'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


PCEFUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

0.06%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

7.30%

0.18%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.61%

0.27%

+8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.48%

0.40%

+11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.29%

0.81%

+12.48%

PCEF vs. USFR - Expense Ratio Comparison

PCEF has a 2.71% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

PCEF vs. USFR - Dividend Comparison

PCEF's dividend yield for the trailing twelve months is around 7.73%, more than USFR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
PCEF
Invesco CEF Income Composite ETF
7.73%7.96%8.79%9.86%8.93%6.67%7.54%7.12%8.21%6.96%7.72%9.18%
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%0.00%

Frequently Asked Questions


PCEF and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCEF has higher volatility (2.50%) compared to USFR (0.06%). In terms of maximum drawdown, PCEF dropped -38.64% vs USFR's -1.36%.

On 10-year performance, PCEF leads with 7.33% vs 2.47% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PCEF has performed better with a 7.33% return vs 2.47%. 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 2.71% for PCEF.

PCEF has the higher dividend yield at 7.73%, compared with 3.91% for USFR.

PCEF is categorized as Diversified Portfolio, while USFR is Government Bonds. PCEF tracks S-Network Composite Closed-End Fund Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 2.71% for PCEF and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (15.11 vs 1.65), 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 PCEF and USFR

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