TFLO vs. WRLD

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Treasury Floating Rate Bond ETF (TFLO) and World Acceptance Corporation (WRLD).

TFLO is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Treasury Floating Rate Index. It was launched on Feb 3, 2014.

Performance

TFLO vs. WRLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and World Acceptance Corporation (WRLD). The values are adjusted to include any dividend payments, if applicable.

TFLO vs. WRLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFLO iShares Treasury Floating Rate Bond ETF	0.94%	4.22%	5.34%	5.12%	1.99%	-0.02%	0.43%	2.04%	1.76%	1.01%
WRLD World Acceptance Corporation	0.85%	24.86%	-13.86%	97.95%	-73.13%	140.10%	18.31%	-15.51%	26.68%	25.58%

Returns By Period

In the year-to-date period, TFLO achieves a 0.94% return, which is significantly higher than WRLD's 0.85% return. Over the past 10 years, TFLO has underperformed WRLD with an annualized return of 2.27%, while WRLD has yielded a comparatively higher 15.04% annualized return.

TFLO

• 1D: 0.02%
• 1M: 0.30%
• YTD: 0.94%
• 6M: 2.01%
• 1Y: 4.08%
• 3Y*: 4.85%
• 5Y*: 3.49%
• 10Y*: 2.27%

WRLD

• 1D: 4.84%
• 1M: 3.46%
• YTD: 0.85%
• 6M: -16.48%
• 1Y: 9.26%
• 3Y*: 19.34%
• 5Y*: 1.69%
• 10Y*: 15.04%

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

Return for Risk

TFLO vs. WRLD — Risk / Return Rank

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

TFLO

TFLO Risk / Return Rank: 100
TFLO Sharpe Ratio Rank: 100
TFLO Sortino Ratio Rank: 100
TFLO Omega Ratio Rank: 100
TFLO Calmar Ratio Rank: 100
TFLO Martin Ratio Rank: 100

WRLD

WRLD Risk / Return Rank: 45
WRLD Sharpe Ratio Rank: 47
WRLD Sortino Ratio Rank: 42
WRLD Omega Ratio Rank: 44
WRLD Calmar Ratio Rank: 45
WRLD Martin Ratio Rank: 45

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.

TFLO vs. WRLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) and World Acceptance Corporation (WRLD). 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.

	TFLO	WRLD	Difference
Sharpe ratio Return per unit of total volatility	13.82	0.19	+13.64
Sortino ratio Return per unit of downside risk	45.26	0.56	+44.69
Omega ratio Gain probability vs. loss probability	11.00	1.08	+9.92
Calmar ratio Return relative to maximum drawdown	207.22	0.19	+207.02
Martin ratio Return relative to average drawdown	736.01	0.42	+735.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFLO vs. WRLD - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 13.82, which is higher than the WRLD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of TFLO and WRLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TFLO	WRLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	13.82	0.19	+13.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	9.84	0.03	+9.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	4.54	0.27	+4.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.97	0.24	+0.72

Correlation

The correlation between TFLO and WRLD is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

TFLO vs. WRLD - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 4.00%, while WRLD has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TFLO iShares Treasury Floating Rate Bond ETF	4.00%	4.16%	5.21%	4.88%	1.68%	0.00%	0.36%	2.08%	1.65%	0.86%	0.31%	0.15%
WRLD World Acceptance Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TFLO vs. WRLD - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum WRLD drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for TFLO and WRLD.

Drawdown Indicators

	TFLO	WRLD	Difference
Max Drawdown Largest peak-to-trough decline	-5.01%	-77.65%	+72.64%
Max Drawdown (1Y) Largest decline over 1 year	-0.02%	-37.34%	+37.32%
Max Drawdown (5Y) Largest decline over 5 years	-0.13%	-77.00%	+76.87%
Max Drawdown (10Y) Largest decline over 10 years	-0.50%	-77.00%	+76.50%
Current Drawdown Current decline from peak	0.00%	-45.34%	+45.34%
Average Drawdown Average peak-to-trough decline	-0.10%	-33.18%	+33.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	17.41%	-17.40%

Volatility

TFLO vs. WRLD - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.07%, while World Acceptance Corporation (WRLD) has a volatility of 13.52%. This indicates that TFLO experiences smaller price fluctuations and is considered to be less risky than WRLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TFLO	WRLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.07%	13.52%	-13.45%
Volatility (6M) Calculated over the trailing 6-month period	0.21%	41.14%	-40.93%
Volatility (1Y) Calculated over the trailing 1-year period	0.30%	50.50%	-50.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.36%	54.84%	-54.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.50%	55.32%	-54.82%