QSML vs. USFR
Compare and contrast key facts about Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
QSML and USFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSML is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross. It was launched on Jan 23, 2024. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014. Both QSML and USFR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QSML vs. USFR - Performance Comparison
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QSML vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | -3.09% | 5.49% | 10.38% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.01% |
Returns By Period
In the year-to-date period, QSML achieves a -3.09% return, which is significantly lower than USFR's 0.93% return.
QSML
- 1D
- 2.75%
- 1M
- -5.17%
- YTD
- -3.09%
- 6M
- -0.81%
- 1Y
- 15.25%
- 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%
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QSML vs. USFR - Expense Ratio Comparison
QSML has a 0.38% expense ratio, which is higher than USFR's 0.15% expense ratio.
Return for Risk
QSML vs. USFR — Risk / Return Rank
QSML
USFR
QSML vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) 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.
| QSML | USFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 14.37 | -13.70 |
Sortino ratioReturn per unit of downside risk | 1.14 | 42.77 | -41.63 |
Omega ratioGain probability vs. loss probability | 1.14 | 10.64 | -9.50 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 103.73 | -102.70 |
Martin ratioReturn relative to average drawdown | 3.82 | 661.88 | -658.06 |
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
| QSML | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 14.37 | -13.70 |
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 | 0.27 | 1.57 | -1.30 |
Correlation
The correlation between QSML and USFR is -0.02. 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
QSML vs. USFR - Dividend Comparison
QSML's dividend yield for the trailing twelve months is around 0.64%, less than USFR's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 0.64% | 0.62% | 0.32% | 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
QSML vs. USFR - Drawdown Comparison
The maximum QSML drawdown since its inception was -28.54%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for QSML and USFR.
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Drawdown Indicators
| QSML | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.54% | -1.36% | -27.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -0.04% | -14.40% |
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 | -8.26% | 0.00% | -8.26% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -0.16% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 0.01% | +3.88% |
Volatility
QSML vs. USFR - Volatility Comparison
Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) has a higher volatility of 6.17% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that QSML'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
| QSML | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 0.09% | +6.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 0.19% | +12.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.86% | 0.29% | +22.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 0.41% | +20.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 0.81% | +20.46% |