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SFIG vs. FLRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SFIG vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SFIG vs. FLRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SFIG
SFIG Risk / Return Rank: 7272
Overall Rank
SFIG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SFIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
SFIG Omega Ratio Rank: 7575
Omega Ratio Rank
SFIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
SFIG Martin Ratio Rank: 6969
Martin Ratio Rank

FLRN
FLRN Risk / Return Rank: 9999
Overall Rank
FLRN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRN Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLRN Omega Ratio Rank: 9999
Omega Ratio Rank
FLRN Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLRN Martin Ratio Rank: 9999
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.

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.


SFIGFLRNDifference
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

SFIG vs. FLRN - Sharpe Ratio Comparison

The current SFIG Sharpe Ratio is 2.28, which is lower than the FLRN Sharpe Ratio of 7.18. The chart below compares the historical Sharpe Ratios of SFIG and FLRN, 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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Sharpe Ratios by Period


SFIGFLRNDifference

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


SFIGFLRNDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.32%

0.00%

-0.32%

Average Drawdown

Average peak-to-trough decline

-1.37%

-1.83%

+0.46%

Ulcer Index

Depth 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


SFIGFLRNDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for SFIG and FLRN

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