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QUID.L vs. USFR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUID.L vs. USFR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) (QUID.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QUID.L is traded in GBP, while USFR.L is traded in USD. To make them comparable, the USFR.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, QUID.L achieves a 2.08% return, which is significantly lower than USFR.L's 2.97% return.


QUID.L

1D
-0.02%
1M
0.31%
6M
1.83%
YTD
2.08%
1Y
4.24%
3Y*
5.08%
5Y*
3.26%
10Y*
1.99%

USFR.L

1D
0.00%
1M
-0.07%
6M
2.06%
YTD
2.97%
1Y
4.37%
3Y*
3.82%
5Y*
4.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUID.L vs. USFR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QUID.L
PIMCO Sterling Short Maturity UCITS ETF GBP (Dist)
2.08%4.89%5.67%4.95%-0.96%-0.07%0.71%1.02%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
3.15%-3.25%7.31%-0.29%14.19%0.79%-2.38%0.45%

Correlation

The correlation between QUID.L and USFR.L 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

-0.02

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2019

-0.04

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Return for Risk

QUID.L vs. USFR.L — Risk / Return Rank

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

QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
Martin Ratio Rank

USFR.L
USFR.L Risk / Return Rank: 8888
Overall Rank
USFR.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
USFR.L Martin Ratio Rank: 9898
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.

QUID.L vs. USFR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) (QUID.L) and WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L). 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.


QUID.LUSFR.LDifference
Sharpe ratioReturn per unit of total volatility

+5.18

Sortino ratioReturn per unit of downside risk

+9.45

Omega ratioGain probability vs. loss probability

2.71

1.11

+1.60

Calmar ratioReturn relative to maximum drawdown

9.44

0.86

+8.58

Martin ratioReturn relative to average drawdown

75.59

2.31

+73.28

QUID.L vs. USFR.L - Sharpe Ratio Comparison

The current QUID.L Sharpe Ratio is 5.81, which is higher than the USFR.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of QUID.L and USFR.L, 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

QUID.L vs. USFR.L - Drawdown Comparison

The maximum QUID.L drawdown since its inception was -2.47%, smaller than the maximum USFR.L drawdown of -18.16%. Use the drawdown chart below to compare losses from any high point for QUID.L and USFR.L.


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Drawdown Indicators


QUID.LUSFR.LDifference

Max Drawdown

Largest peak-to-trough decline

-2.47%

-18.16%

+15.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

-5.07%

+4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-0.45%

-10.12%

+9.67%

Max Drawdown (5Y)

Largest decline over 5 years

-2.47%

-15.71%

+13.24%

Max Drawdown (10Y)

Largest decline over 10 years

-2.47%

Current Drawdown

Current decline from peak

-0.02%

-4.89%

+4.87%

Average Drawdown

Average peak-to-trough decline

-0.21%

-8.83%

+8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

1.89%

-1.83%

Volatility

QUID.L vs. USFR.L - Volatility Comparison

The current volatility for PIMCO Sterling Short Maturity UCITS ETF GBP (Dist) (QUID.L) is 0.17%, while WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) has a volatility of 1.93%. This indicates that QUID.L experiences smaller price fluctuations and is considered to be less risky than USFR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUID.LUSFR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

1.93%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

5.24%

-4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

0.73%

6.88%

-6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.74%

8.91%

-8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.62%

9.06%

-8.44%

QUID.L vs. USFR.L - Expense Ratio Comparison

QUID.L has a 0.19% expense ratio, which is higher than USFR.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QUID.L vs. USFR.L - Dividend Comparison

QUID.L's dividend yield for the trailing twelve months is around 3.84%, less than USFR.L's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
QUID.L
PIMCO Sterling Short Maturity UCITS ETF GBP (Dist)
3.84%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
4.73%4.32%5.24%4.58%0.78%0.00%0.57%1.09%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QUID.L and USFR.L 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.

On fees, USFR.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFR.L is cheaper with a 0.15% expense ratio, compared with 0.19% for QUID.L.

QUID.L is categorized as Ultrashort Bond, while USFR.L is Government Bonds. They also come from different issuers: PIMCO and WisdomTree. Their fees differ too: 0.19% for QUID.L and 0.15% for USFR.L.

Portfolio Optimizer

Find the right allocation for QUID.L and USFR.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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