PortfoliosLab logoPortfoliosLab logo
QMID vs. USFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMID vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Quality Growth Fund (QMID) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QMID vs. USFR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QMID achieves a -4.14% return, which is significantly lower than USFR's 0.93% return.


QMID

1D
2.88%
1M
-7.04%
YTD
-4.14%
6M
-3.82%
1Y
7.43%
3Y*
5Y*
10Y*

USFR

1D
0.00%
1M
0.27%
YTD
0.93%
6M
2.02%
1Y
4.10%
3Y*
4.89%
5Y*
3.52%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QMID vs. USFR - Expense Ratio Comparison

QMID has a 0.38% expense ratio, which is higher than USFR's 0.15% expense ratio.


Return for Risk

QMID vs. USFR — Risk / Return Rank

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

QMID
QMID Risk / Return Rank: 2424
Overall Rank
QMID Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
QMID Sortino Ratio Rank: 2424
Sortino Ratio Rank
QMID Omega Ratio Rank: 2222
Omega Ratio Rank
QMID Calmar Ratio Rank: 2626
Calmar Ratio Rank
QMID Martin Ratio Rank: 2828
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.

QMID vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Quality Growth Fund (QMID) 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.


QMIDUSFRDifference

Sharpe ratio

Return per unit of total volatility

0.36

14.37

-14.01

Sortino ratio

Return per unit of downside risk

0.68

42.77

-42.09

Omega ratio

Gain probability vs. loss probability

1.09

10.64

-9.55

Calmar ratio

Return relative to maximum drawdown

0.60

103.73

-103.13

Martin ratio

Return relative to average drawdown

2.40

661.88

-659.48

QMID vs. USFR - Sharpe Ratio Comparison

The current QMID Sharpe Ratio is 0.36, which is lower than the USFR Sharpe Ratio of 14.37. The chart below compares the historical Sharpe Ratios of QMID 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.


Loading graphics...

Sharpe Ratios by Period


QMIDUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

14.37

-14.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.57

-1.33

Correlation

The correlation between QMID and USFR is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QMID vs. USFR - Dividend Comparison

QMID's dividend yield for the trailing twelve months is around 0.54%, less than USFR's 4.00% yield.


TTM2025202420232022202120202019201820172016
QMID
WisdomTree U.S. MidCap Quality Growth Fund
0.54%0.51%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.00%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Drawdowns

QMID vs. USFR - Drawdown Comparison

The maximum QMID drawdown since its inception was -24.42%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for QMID and USFR.


Loading graphics...

Drawdown Indicators


QMIDUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-1.36%

-23.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-0.04%

-13.61%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-8.10%

0.00%

-8.10%

Average Drawdown

Average peak-to-trough decline

-5.63%

-0.16%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

0.01%

+3.43%

Volatility

QMID vs. USFR - Volatility Comparison

WisdomTree U.S. MidCap Quality Growth Fund (QMID) has a higher volatility of 5.46% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that QMID'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.


Loading graphics...

Volatility by Period


QMIDUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

0.09%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

0.19%

+11.26%

Volatility (1Y)

Calculated over the trailing 1-year period

20.55%

0.29%

+20.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

0.41%

+18.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

0.81%

+18.03%