SFIG vs. USFR
SFIG (WisdomTree U.S. Short Term Corporate Bond Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - SFIG is a Corporate Bonds fund tracking the WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, SFIG returned 2.45%/yr vs 2.47%/yr for USFR. At a 0.03 correlation, their price movements are largely independent. SFIG charges 0.18%/yr vs 0.15%/yr for USFR.
Performance
SFIG vs. USFR - 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 USFR's 1.60% return. Both investments have delivered pretty close results over the past 10 years, with SFIG having a 2.45% annualized return and USFR not far ahead at 2.47%.
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%
USFR
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 1.60%
- 6M
- 1.98%
- 1Y
- 4.03%
- 3Y*
- 4.76%
- 5Y*
- 3.66%
- 10Y*
- 2.47%
SFIG vs. USFR - 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% |
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between SFIG and USFR is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | 0.03 |
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Return for Risk
SFIG vs. USFR — Risk / Return Rank
SFIG
USFR
SFIG vs. USFR - 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 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.
| SFIG | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.83 | ||
| Sortino ratioReturn per unit of downside risk | -47.11 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 13.43 | -11.99 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 203.42 | -200.24 |
| Martin ratioReturn relative to average drawdown | 12.48 | 787.84 | -775.36 |
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 | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 15.11 | -12.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 9.26 | -8.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 3.07 | -2.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 1.60 | -0.89 |
Drawdowns
SFIG vs. USFR - Drawdown Comparison
The maximum SFIG drawdown since its inception was -12.35%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for SFIG and USFR.
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Drawdown Indicators
| SFIG | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.35% | -1.36% | -10.99% |
Max Drawdown (1Y)Largest decline over 1 year | -1.40% | -0.02% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -1.40% | -0.06% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -9.46% | -0.18% | -9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -12.35% | -0.80% | -11.55% |
Current DrawdownCurrent decline from peak | -0.32% | 0.00% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -0.16% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 0.01% | +0.34% |
Volatility
SFIG vs. USFR - Volatility Comparison
WisdomTree U.S. Short Term Corporate Bond Fund (SFIG) has a higher volatility of 0.61% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that SFIG'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
| SFIG | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.61% | 0.06% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 0.18% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 0.27% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.00% | 0.40% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.42% | 0.81% | +2.61% |
SFIG vs. USFR - Expense Ratio Comparison
SFIG has a 0.18% expense ratio, which is higher than USFR'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. USFR - Dividend Comparison
SFIG's dividend yield for the trailing twelve months is around 4.44%, more than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Frequently Asked Questions
SFIG and USFR have a correlation of -0.02, 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 USFR (0.06%). In terms of maximum drawdown, SFIG dropped -12.35% vs USFR's -1.36%.
On 10-year performance, USFR leads with 2.47% vs 2.45% for SFIG. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, USFR has performed better with a 2.47% return vs 2.45%. 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 0.18% for SFIG.
SFIG has the higher dividend yield at 4.44%, compared with 3.91% for USFR.
SFIG is categorized as Corporate Bonds, while USFR is Government Bonds. SFIG tracks WisdomTree Fundamental U.S. Short-term Corporate Bond Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.18% for SFIG and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (15.11 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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