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SST vs. USFR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SST and USFR is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

SST vs. USFR

Last updated May 31, 2025

Compare and contrast key facts about System1 Inc (SST) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).

USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SST or USFR.

Performance

SST vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in System1 Inc (SST) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SST:

-0.71

USFR:

14.93

Sortino Ratio

SST:

-1.27

USFR:

44.43

Omega Ratio

SST:

0.86

USFR:

10.80

Calmar Ratio

SST:

-0.74

USFR:

80.20

Martin Ratio

SST:

-1.53

USFR:

621.51

Ulcer Index

SST:

47.87%

USFR:

0.01%

Daily Std Dev

SST:

105.54%

USFR:

0.32%

Max Drawdown

SST:

-98.92%

USFR:

-1.36%

Current Drawdown

SST:

-98.68%

USFR:

-0.00%

Returns By Period

In the year-to-date period, SST achieves a -60.55% return, which is significantly lower than USFR's 1.75% return.

SST

YTD

-60.55%

1M

-38.66%

6M

-66.25%

1Y

-74.32%

3Y*

-67.32%

5Y*

N/A

10Y*

N/A

USFR

YTD

1.75%

1M

0.42%

6M

2.20%

1Y

4.76%

3Y*

4.65%

5Y*

2.86%

10Y*

1.99%

*Annualized

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System1 Inc

WisdomTree Bloomberg Floating Rate Treasury Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SST vs. USFR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SST
The Risk-Adjusted Performance Rank of SST is 99
Overall Rank
The Sharpe Ratio Rank of SST is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SST is 88
Sortino Ratio Rank
The Omega Ratio Rank of SST is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SST is 77
Calmar Ratio Rank
The Martin Ratio Rank of SST is 55
Martin Ratio Rank
USFR
The Risk-Adjusted Performance Rank of USFR is 100100
Overall Rank
The Sharpe Ratio Rank of USFR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of USFR is 100100
Sortino Ratio Rank
The Omega Ratio Rank of USFR is 100100
Omega Ratio Rank
The Calmar Ratio Rank of USFR is 100100
Calmar Ratio Rank
The Martin Ratio Rank of USFR is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SST vs. USFR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for System1 Inc (SST) and WisdomTree Bloomberg 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.

The current SST Sharpe Ratio is -0.71, which is lower than the USFR Sharpe Ratio of 14.93. The chart below compares the historical Sharpe Ratios of SST and USFR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SST vs. USFR - Dividend Comparison

SST has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 4.68%.

TTM202420232022202120202019201820172016
SST
System1 Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		4.68%5.17%5.12%1.78%0.02%0.40%2.08%1.67%1.03%0.29%

Drawdowns

SST vs. USFR - Drawdown Comparison

The maximum SST drawdown since its inception was -98.92%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for SST and USFR.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SST vs. USFR - Volatility Comparison

System1 Inc (SST) has a higher volatility of 37.63% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that SST'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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