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UNIY vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNIY vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNIY achieves a 0.40% return, which is significantly lower than USFR's 1.60% return.


UNIY

1D
-0.21%
1M
0.38%
YTD
0.40%
6M
0.35%
1Y
5.54%
3Y*
4.51%
5Y*
10Y*

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

UNIY vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
0.40%7.37%1.86%3.90%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%4.67%

Correlation

The correlation between UNIY and USFR is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.08

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2023

-0.06

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Return for Risk

UNIY vs. USFR — Risk / Return Rank

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

UNIY
UNIY Risk / Return Rank: 4444
Overall Rank
UNIY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UNIY Sortino Ratio Rank: 4646
Sortino Ratio Rank
UNIY Omega Ratio Rank: 4242
Omega Ratio Rank
UNIY Calmar Ratio Rank: 4545
Calmar Ratio Rank
UNIY Martin Ratio Rank: 4343
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.

UNIY vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) 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.


UNIYUSFRDifference
Sharpe ratioReturn per unit of total volatility

-13.61

Sortino ratioReturn per unit of downside risk

-48.40

Omega ratioGain probability vs. loss probability

1.26

13.43

-12.17

Calmar ratioReturn relative to maximum drawdown

2.19

203.42

-201.22

Martin ratioReturn relative to average drawdown

6.84

787.84

-781.00

UNIY vs. USFR - Sharpe Ratio Comparison

The current UNIY Sharpe Ratio is 1.50, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of UNIY and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UNIYUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

15.11

-13.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.60

-0.76

Drawdowns

UNIY vs. USFR - Drawdown Comparison

The maximum UNIY drawdown since its inception was -6.27%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for UNIY and USFR.


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Drawdown Indicators


UNIYUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-1.36%

-4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-0.02%

-2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-0.06%

-5.34%

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

-1.18%

0.00%

-1.18%

Average Drawdown

Average peak-to-trough decline

-1.38%

-0.16%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.01%

+0.80%

Volatility

UNIY vs. USFR - Volatility Comparison

WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) has a higher volatility of 1.26% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that UNIY'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


UNIYUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

0.06%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

0.18%

+2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

0.27%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

0.40%

+4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

0.81%

+4.04%

UNIY vs. USFR - Expense Ratio Comparison

Both UNIY 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%.


Dividends

UNIY vs. USFR - Dividend Comparison

UNIY's dividend yield for the trailing twelve months is around 4.85%, more than USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.85%4.95%4.86%3.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


UNIY and USFR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNIY has higher volatility (1.26%) compared to USFR (0.06%). In terms of maximum drawdown, UNIY dropped -6.27% vs USFR's -1.36%.

On 3-year performance, USFR leads with 4.76% vs 4.51% for UNIY. Both ETFs have the same 0.15% expense ratio. 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 3-year period, USFR has performed better with a 4.76% return vs 4.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNIY and USFR have the same expense ratio: 0.15% per year.

UNIY has the higher dividend yield at 4.85%, compared with 3.91% for USFR.

UNIY is categorized as Intermediate Core Bond, while USFR is Government Bonds. UNIY tracks Bloomberg US Universal Enhanced Yield Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index.

USFR currently has the higher Sharpe Ratio (15.11 vs 1.50), 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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