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PDP vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDP vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dorsey Wright Momentum ETF (PDP) 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, PDP achieves a 27.87% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, PDP has outperformed USFR with an annualized return of 14.14%, while USFR has yielded a comparatively lower 2.43% annualized return.


PDP

1D
-2.83%
1M
6.30%
YTD
27.87%
6M
24.23%
1Y
40.34%
3Y*
24.48%
5Y*
11.14%
10Y*
14.14%

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)

PDP vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PDP
Invesco Dorsey Wright Momentum ETF
27.87%8.37%26.06%20.88%-24.49%7.72%36.59%33.13%-5.96%23.30%
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 PDP and USFR is -0.16, 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

-0.16

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 Feb 4, 2014

0.01

The correlation between PDP and USFR shifts across timeframes, from -0.16 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PDP vs. USFR — Risk / Return Rank

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

PDP
PDP Risk / Return Rank: 5959
Overall Rank
PDP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
PDP Sortino Ratio Rank: 5050
Sortino Ratio Rank
PDP Omega Ratio Rank: 5050
Omega Ratio Rank
PDP Calmar Ratio Rank: 7272
Calmar Ratio Rank
PDP Martin Ratio Rank: 6969
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.

PDP vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dorsey Wright Momentum ETF (PDP) 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.


PDPUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.91

Sortino ratioReturn per unit of downside risk

-47.79

Omega ratioGain probability vs. loss probability

1.30

13.31

-12.00

Calmar ratioReturn relative to maximum drawdown

3.41

201.33

-197.92

Martin ratioReturn relative to average drawdown

12.03

779.76

-767.74

PDP vs. USFR - Sharpe Ratio Comparison

The current PDP Sharpe Ratio is 1.76, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of PDP 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

PDP vs. USFR - Drawdown Comparison

The maximum PDP drawdown since its inception was -59.34%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for PDP and USFR.


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Drawdown Indicators


PDPUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-59.34%

-1.36%

-57.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-0.02%

-11.85%

Max Drawdown (3Y)

Largest decline over 3 years

-23.79%

-0.06%

-23.73%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

-0.18%

-33.73%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

-0.80%

-33.90%

Current Drawdown

Current decline from peak

-2.83%

0.00%

-2.83%

Average Drawdown

Average peak-to-trough decline

-10.58%

-0.15%

-10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

0.01%

+3.35%

Volatility

PDP vs. USFR - Volatility Comparison

Invesco Dorsey Wright Momentum ETF (PDP) has a higher volatility of 8.05% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that PDP'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


PDPUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

0.09%

+7.96%

Volatility (6M)

Calculated over the trailing 6-month period

18.09%

0.19%

+17.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

0.27%

+22.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.21%

0.40%

+21.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

0.78%

+20.91%

PDP vs. USFR - Expense Ratio Comparison

PDP has a 0.62% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

PDP vs. USFR - Dividend Comparison

PDP's dividend yield for the trailing twelve months is around 0.08%, less than USFR's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
PDP
Invesco Dorsey Wright Momentum ETF
0.08%0.17%0.15%0.42%0.45%0.00%0.11%0.25%0.18%0.28%0.81%0.39%
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


PDP and USFR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDP has higher volatility (8.05%) compared to USFR (0.09%). In terms of maximum drawdown, PDP dropped -59.34% vs USFR's -1.36%.

On 10-year performance, PDP leads with 14.14% 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, PDP has performed better with a 14.14% 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 0.62% for PDP.

USFR has the higher dividend yield at 3.90%, compared with 0.08% for PDP.

PDP is categorized as Momentum, while USFR is Government Bonds. PDP tracks Dorsey Wright Technical Leaders 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: 0.62% for PDP and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs 1.76), 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 PDP and USFR

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