UNIY vs. USFR
UNIY (WisdomTree Voya Yield Enchanced USD Universal Bond Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - UNIY is a Intermediate Core Bond fund tracking the Bloomberg US Universal Enhanced Yield Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 3 years, UNIY returned 4.51%/yr vs 4.76%/yr for USFR. At a correlation of -0.06, they often move in opposite directions. Both charge a 0.15% expense ratio.
Performance
UNIY vs. USFR - Performance Comparison
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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%
UNIY vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
UNIY
USFR
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.
| UNIY | USFR | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UNIY | USFR | Difference | |
|---|---|---|---|
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
| UNIY | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.18% | 0.00% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -1.38% | -0.16% | -1.22% |
Ulcer IndexDepth 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
| UNIY | USFR | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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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