TFLO vs. USFR

The year-to-date returns for both investments are quite close, with TFLO having a 1.51% return and USFR slightly higher at 1.53%. Over the past 10 years, TFLO has underperformed USFR with an annualized return of 2.04%, while USFR has yielded a comparatively higher 2.46% annualized return.

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Both TFLO and USFR have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) 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 TFLO Sharpe Ratio is 15.07, which is comparable to the USFR Sharpe Ratio of 15.35. The chart below compares the historical Sharpe Ratios of TFLO 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.

TFLO's dividend yield for the trailing twelve months is around 4.72%, which matches USFR's 4.76% yield.

The maximum TFLO drawdown since its inception was -5.01%, which is greater than USFR's maximum drawdown of -1.35%. Use the drawdown chart below to compare losses from any high point for TFLO and USFR. For additional features, visit the drawdowns tool.

iShares Treasury Floating Rate Bond ETF (TFLO) has a higher volatility of 0.11% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.10%. This indicates that TFLO'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.