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QTEC vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QTEC vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) 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, QTEC achieves a 38.99% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, QTEC has outperformed USFR with an annualized return of 22.91%, while USFR has yielded a comparatively lower 2.43% annualized return.


QTEC

1D
-4.69%
1M
5.04%
YTD
38.99%
6M
36.41%
1Y
56.32%
3Y*
31.13%
5Y*
15.56%
10Y*
22.91%

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)

QTEC vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
38.99%22.28%7.32%67.02%-39.83%26.89%38.76%48.22%-4.62%37.78%
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 QTEC and USFR is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

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 QTEC and USFR shifts across timeframes, from -0.11 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

QTEC vs. USFR — Risk / Return Rank

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

QTEC
QTEC Risk / Return Rank: 6666
Overall Rank
QTEC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QTEC Sortino Ratio Rank: 6060
Sortino Ratio Rank
QTEC Omega Ratio Rank: 6363
Omega Ratio Rank
QTEC Calmar Ratio Rank: 7373
Calmar Ratio Rank
QTEC Martin Ratio Rank: 6464
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.

QTEC vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) 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.


QTECUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.51

Sortino ratioReturn per unit of downside risk

-47.42

Omega ratioGain probability vs. loss probability

1.36

13.31

-11.94

Calmar ratioReturn relative to maximum drawdown

3.53

201.33

-197.80

Martin ratioReturn relative to average drawdown

11.11

779.76

-768.65

QTEC vs. USFR - Sharpe Ratio Comparison

The current QTEC Sharpe Ratio is 2.17, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of QTEC 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

QTEC vs. USFR - Drawdown Comparison

The maximum QTEC drawdown since its inception was -58.86%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for QTEC and USFR.


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Drawdown Indicators


QTECUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-58.86%

-1.36%

-57.50%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-0.02%

-16.01%

Max Drawdown (3Y)

Largest decline over 3 years

-29.00%

-0.06%

-28.94%

Max Drawdown (5Y)

Largest decline over 5 years

-45.54%

-0.18%

-45.36%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

-0.80%

-44.74%

Current Drawdown

Current decline from peak

-4.69%

0.00%

-4.69%

Average Drawdown

Average peak-to-trough decline

-9.87%

-0.15%

-9.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

0.01%

+5.07%

Volatility

QTEC vs. USFR - Volatility Comparison

First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) has a higher volatility of 14.47% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that QTEC'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


QTECUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.47%

0.09%

+14.38%

Volatility (6M)

Calculated over the trailing 6-month period

21.95%

0.19%

+21.76%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

0.27%

+25.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.72%

0.40%

+29.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.75%

0.78%

+26.97%

QTEC vs. USFR - Expense Ratio Comparison

QTEC has a 0.57% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

QTEC vs. USFR - Dividend Comparison

QTEC has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.90%.


PositionTTM20252024202320222021202020192018201720162015
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
0.00%0.00%0.02%0.14%0.15%0.02%0.44%0.68%0.91%0.80%1.29%0.99%
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


QTEC and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QTEC has higher volatility (14.47%) compared to USFR (0.09%). In terms of maximum drawdown, QTEC dropped -58.86% vs USFR's -1.36%.

On 10-year performance, QTEC leads with 22.91% 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, QTEC has performed better with a 22.91% 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 0.57% for QTEC.

USFR has the higher dividend yield at 3.90%, compared with 0.00% for QTEC.

QTEC is categorized as Nasdaq-100, while USFR is Government Bonds. QTEC tracks NASDAQ-100 Technology Sector Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.57% for QTEC and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs 2.17), 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

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