QGRW vs. USFR
QGRW (WisdomTree U.S. Quality Growth Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 3 years, QGRW returned 29.10%/yr vs 4.76%/yr for USFR. At a correlation of -0.02, they often move in opposite directions. QGRW charges 0.28%/yr vs 0.15%/yr for USFR.
Performance
QGRW vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, QGRW achieves a 15.43% return, which is significantly higher than USFR's 1.60% return.
QGRW
- 1D
- -1.04%
- 1M
- 9.03%
- YTD
- 15.43%
- 6M
- 14.57%
- 1Y
- 35.66%
- 3Y*
- 29.10%
- 5Y*
- —
- 10Y*
- —
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%
QGRW vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 15.43% | 19.20% | 34.85% | 56.05% | -3.30% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 0.21% |
Correlation
The correlation between QGRW and USFR is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022 | -0.02 |
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Return for Risk
QGRW vs. USFR — Risk / Return Rank
QGRW
USFR
QGRW vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) 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.
| QGRW | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.05 | ||
| Sortino ratioReturn per unit of downside risk | -47.89 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 13.43 | -12.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 203.42 | -201.10 |
| Martin ratioReturn relative to average drawdown | 9.08 | 787.84 | -778.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QGRW | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 15.11 | -13.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 9.26 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 3.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 1.60 | +0.05 |
Drawdowns
QGRW vs. USFR - Drawdown Comparison
The maximum QGRW drawdown since its inception was -24.40%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for QGRW and USFR.
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Drawdown Indicators
| QGRW | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -1.36% | -23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -0.02% | -15.42% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -0.06% | -24.34% |
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 | -1.33% | 0.00% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -3.26% | -0.16% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 0.01% | +3.93% |
Volatility
QGRW vs. USFR - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 4.71% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that QGRW'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
| QGRW | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 0.06% | +4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 0.18% | +13.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 0.27% | +17.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 0.40% | +20.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 0.81% | +20.27% |
QGRW vs. USFR - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is higher than USFR's 0.15% expense ratio.
Dividends
QGRW vs. USFR - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.07%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.07% | 0.09% | 0.14% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
QGRW and USFR have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QGRW has higher volatility (4.71%) compared to USFR (0.06%). In terms of maximum drawdown, QGRW dropped -24.40% vs USFR's -1.36%.
On 3-year performance, QGRW leads with 29.10% vs 4.76% 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 3-year period, QGRW has performed better with a 29.10% return vs 4.76%. 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 0.28% for QGRW.
USFR has the higher dividend yield at 3.91%, compared with 0.07% for QGRW.
QGRW is categorized as Large Cap Growth Equities, while USFR is Government Bonds. QGRW tracks WisdomTree U.S. Quality Growth Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.28% for QGRW and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 vs 2.06), 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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