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PULS vs. USFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PULS and USFR is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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Performance

PULS vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Ultra Short Bond ETF (PULS) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%SeptemberOctoberNovemberDecember2025February
2.71%
2.49%
PULS
USFR

Key characteristics

Sharpe Ratio

PULS:

12.54

USFR:

16.77

Sortino Ratio

PULS:

29.99

USFR:

56.62

Omega Ratio

PULS:

8.28

USFR:

14.66

Calmar Ratio

PULS:

59.77

USFR:

88.64

Martin Ratio

PULS:

380.27

USFR:

774.42

Ulcer Index

PULS:

0.02%

USFR:

0.01%

Daily Std Dev

PULS:

0.48%

USFR:

0.32%

Max Drawdown

PULS:

-5.85%

USFR:

-1.36%

Current Drawdown

PULS:

0.00%

USFR:

0.00%

Returns By Period

In the year-to-date period, PULS achieves a 0.67% return, which is significantly higher than USFR's 0.60% return.


PULS

YTD

0.67%

1M

0.42%

6M

2.79%

1Y

5.89%

5Y*

3.22%

10Y*

N/A

USFR

YTD

0.60%

1M

0.34%

6M

2.51%

1Y

5.20%

5Y*

2.66%

10Y*

2.49%

*Annualized

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PGIM Ultra Short Bond ETF

PULS vs. USFR - Expense Ratio Comparison

Both PULS and USFR have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for PULS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for USFR: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

PULS vs. USFR — Risk-Adjusted Performance Rank

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

PULS
The Risk-Adjusted Performance Rank of PULS is 100100
Overall Rank
The Sharpe Ratio Rank of PULS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of PULS is 100100
Sortino Ratio Rank
The Omega Ratio Rank of PULS is 100100
Omega Ratio Rank
The Calmar Ratio Rank of PULS is 100100
Calmar Ratio Rank
The Martin Ratio Rank of PULS is 100100
Martin Ratio Rank

USFR
The Risk-Adjusted Performance Rank of USFR is 100100
Overall Rank
The Sharpe Ratio Rank of USFR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of USFR is 100100
Sortino Ratio Rank
The Omega Ratio Rank of USFR is 100100
Omega Ratio Rank
The Calmar Ratio Rank of USFR is 100100
Calmar Ratio Rank
The Martin Ratio Rank of USFR is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PULS vs. USFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Ultra Short Bond ETF (PULS) 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.


The chart of Sharpe ratio for PULS, currently valued at 12.35, compared to the broader market0.002.004.0012.3516.77
The chart of Sortino ratio for PULS, currently valued at 29.32, compared to the broader market-2.000.002.004.006.008.0010.0012.0029.3256.62
The chart of Omega ratio for PULS, currently valued at 7.98, compared to the broader market0.501.001.502.002.503.007.9814.66
The chart of Calmar ratio for PULS, currently valued at 58.71, compared to the broader market0.005.0010.0015.0058.7188.64
The chart of Martin ratio for PULS, currently valued at 372.34, compared to the broader market0.0020.0040.0060.0080.00100.00372.34774.42
PULS
USFR

The current PULS Sharpe Ratio is 12.54, which is comparable to the USFR Sharpe Ratio of 16.77. The chart below compares the historical Sharpe Ratios of PULS and USFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio12.0013.0014.0015.0016.0017.00SeptemberOctoberNovemberDecember2025February
12.35
16.77
PULS
USFR

Dividends

PULS vs. USFR - Dividend Comparison

PULS's dividend yield for the trailing twelve months is around 5.51%, more than USFR's 5.04% yield.


TTM202420232022202120202019201820172016
PULS
PGIM Ultra Short Bond ETF
5.51%5.63%5.48%2.30%1.19%1.85%2.92%1.87%0.00%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
5.04%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.04%0.29%

Drawdowns

PULS vs. USFR - Drawdown Comparison

The maximum PULS drawdown since its inception was -5.85%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for PULS and USFR. For additional features, visit the drawdowns tool.


-0.06%-0.05%-0.04%-0.03%-0.02%-0.01%0.00%SeptemberOctoberNovemberDecember2025February
-0.02%
0
PULS
USFR

Volatility

PULS vs. USFR - Volatility Comparison

PGIM Ultra Short Bond ETF (PULS) has a higher volatility of 0.09% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.07%. This indicates that PULS'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.


0.05%0.10%0.15%0.20%SeptemberOctoberNovemberDecember2025February
0.09%
0.07%
PULS
USFR

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