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UFIV vs. USFR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UFIV vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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UFIV vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023
UFIV
The RBB Fund, Inc.- US Treasury 5 Year Note ETF
-0.15%6.89%1.09%1.58%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
0.93%4.23%5.47%4.10%

Returns By Period

In the year-to-date period, UFIV achieves a -0.15% return, which is significantly lower than USFR's 0.93% return.


UFIV

1D
-0.11%
1M
-1.21%
YTD
-0.15%
6M
0.52%
1Y
3.49%
3Y*
3.01%
5Y*
10Y*

USFR

1D
0.00%
1M
0.29%
YTD
0.93%
6M
2.00%
1Y
4.10%
3Y*
4.89%
5Y*
3.52%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UFIV vs. USFR - Expense Ratio Comparison

Both UFIV 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%.


Return for Risk

UFIV vs. USFR — Risk / Return Rank

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

UFIV
UFIV Risk / Return Rank: 5050
Overall Rank
UFIV Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
UFIV Sortino Ratio Rank: 5353
Sortino Ratio Rank
UFIV Omega Ratio Rank: 4141
Omega Ratio Rank
UFIV Calmar Ratio Rank: 5656
Calmar Ratio Rank
UFIV Martin Ratio Rank: 4747
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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.

UFIV vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) 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.


UFIVUSFRDifference

Sharpe ratio

Return per unit of total volatility

0.98

14.37

-13.40

Sortino ratio

Return per unit of downside risk

1.48

42.77

-41.28

Omega ratio

Gain probability vs. loss probability

1.17

10.64

-9.47

Calmar ratio

Return relative to maximum drawdown

1.60

103.21

-101.61

Martin ratio

Return relative to average drawdown

5.05

658.56

-653.51

UFIV vs. USFR - Sharpe Ratio Comparison

The current UFIV Sharpe Ratio is 0.98, which is lower than the USFR Sharpe Ratio of 14.37. The chart below compares the historical Sharpe Ratios of UFIV 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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Sharpe Ratios by Period


UFIVUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

14.37

-13.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

8.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.57

-0.87

Correlation

The correlation between UFIV and USFR is -0.04. 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

UFIV vs. USFR - Dividend Comparison

UFIV's dividend yield for the trailing twelve months is around 3.55%, less than USFR's 4.00% yield.


TTM2025202420232022202120202019201820172016
UFIV
The RBB Fund, Inc.- US Treasury 5 Year Note ETF
3.55%3.66%4.00%2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.00%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Drawdowns

UFIV vs. USFR - Drawdown Comparison

The maximum UFIV drawdown since its inception was -5.63%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for UFIV and USFR.


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Drawdown Indicators


UFIVUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-5.63%

-1.36%

-4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.31%

-0.04%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-1.63%

0.00%

-1.63%

Average Drawdown

Average peak-to-trough decline

-1.55%

-0.16%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.01%

+0.72%

Volatility

UFIV vs. USFR - Volatility Comparison

The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) has a higher volatility of 1.28% compared to WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that UFIV'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


UFIVUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

0.08%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

0.19%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

0.29%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.43%

0.41%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

0.81%

+3.62%