SFIG vs. FLRN
SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and FLRN (SPDR Bloomberg Barclays Investment Grade Floating Rate ETF) are both Corporate Bonds funds - SFIG tracks the WisdomTree Fundamental U.S. Short-term Corporate Bond Index while FLRN tracks the Bloomberg US Floating Rate Notes (<5 Y). Both are passively managed. Over the past 10 years, SFIG returned 2.45%/yr vs 3.03%/yr for FLRN. At a 0.07 correlation, their price movements are largely independent. SFIG charges 0.18%/yr vs 0.15%/yr for FLRN.
Performance
SFIG vs. FLRN - Performance Comparison
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Returns By Period
In the year-to-date period, SFIG achieves a 0.53% return, which is significantly lower than FLRN's 1.87% return. Over the past 10 years, SFIG has underperformed FLRN with an annualized return of 2.45%, while FLRN has yielded a comparatively higher 3.03% annualized return.
SFIG
- 1D
- -0.06%
- 1M
- 0.26%
- YTD
- 0.53%
- 6M
- 0.78%
- 1Y
- 4.41%
- 3Y*
- 5.31%
- 5Y*
- 2.18%
- 10Y*
- 2.45%
FLRN
- 1D
- 0.03%
- 1M
- 0.45%
- YTD
- 1.87%
- 6M
- 2.19%
- 1Y
- 4.88%
- 3Y*
- 5.67%
- 5Y*
- 4.19%
- 10Y*
- 3.03%
SFIG vs. FLRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 0.53% | 6.61% | 4.65% | 6.09% | -5.65% | -0.77% | 4.41% | 6.25% | 1.80% | 1.63% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 1.87% | 5.01% | 6.32% | 6.54% | 1.31% | 0.39% | 0.77% | 4.02% | 1.39% | 1.81% |
Correlation
The correlation between SFIG and FLRN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | 0.07 |
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Return for Risk
SFIG vs. FLRN — Risk / Return Rank
SFIG
FLRN
SFIG vs. FLRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). 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.
| SFIG | FLRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.90 | ||
| Sortino ratioReturn per unit of downside risk | -9.65 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 3.44 | -1.99 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 21.54 | -18.36 |
| Martin ratioReturn relative to average drawdown | 12.48 | 130.06 | -117.58 |
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
| SFIG | FLRN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 7.18 | -4.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 2.50 | -1.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.72 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.50 | +0.22 |
Drawdowns
SFIG vs. FLRN - Drawdown Comparison
The maximum SFIG drawdown since its inception was -12.35%, smaller than the maximum FLRN drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for SFIG and FLRN.
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Drawdown Indicators
| SFIG | FLRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -14.64% | +2.29% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -0.23% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -1.43% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -2.16% | -7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | -14.64% | +2.29% |
Current DrawdownCurrent decline from peak | -0.32% | 0.00% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -1.83% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.04% | +0.31% |
Volatility
SFIG vs. FLRN - Volatility Comparison
WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) has a higher volatility of 0.61% compared to SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) at 0.15%. This indicates that SFIG's price experiences larger fluctuations and is considered to be riskier than FLRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFIG | FLRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.15% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 0.52% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 0.68% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 1.69% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 4.20% | -0.78% |
SFIG vs. FLRN - Expense Ratio Comparison
SFIG has a 0.18% expense ratio, which is higher than FLRN'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
SFIG vs. FLRN - Dividend Comparison
SFIG's dividend yield for the trailing twelve months is around 4.44%, less than FLRN's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 4.51% | 4.89% | 5.67% | 5.68% | 1.95% | 0.39% | 1.22% | 2.76% | 2.39% | 1.64% | 1.06% | 0.63% |
SFIG WisdomTree U.S. Short Term Corporate Bond Fund | 4.44% | 4.46% | 4.37% | 3.26% | 2.13% | 1.66% | 2.29% | 2.41% | 2.27% | 1.81% | 0.98% | 0.00% |
Frequently Asked Questions
SFIG and FLRN 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.
SFIG has higher volatility (0.61%) compared to FLRN (0.15%). In terms of maximum drawdown, SFIG dropped -12.35% vs FLRN's -14.64%.
On 10-year performance, FLRN leads with 3.03% vs 2.45% for SFIG. On fees, FLRN is cheaper at 0.15% per year. On volatility, FLRN has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FLRN has performed better with a 3.03% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLRN is cheaper with a 0.15% expense ratio, compared with 0.18% for SFIG.
FLRN has the higher dividend yield at 4.51%, compared with 4.44% for SFIG.
SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while FLRN tracks Bloomberg US Floating Rate Notes (<5 Y). They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.18% for SFIG and 0.15% for FLRN.
FLRN currently has the higher Sharpe Ratio (7.18 vs 2.28), 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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