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USFR.L vs. IHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USFR.L vs. IHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) and VanEck Vectors International High Yield Bond ETF (IHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USFR.L achieves a 1.59% return, which is significantly higher than IHY's 1.35% return.


USFR.L

1D
0.01%
1M
0.33%
YTD
1.59%
6M
1.90%
1Y
3.96%
3Y*
4.69%
5Y*
3.59%
10Y*

IHY

1D
0.19%
1M
0.40%
YTD
1.35%
6M
2.41%
1Y
6.67%
3Y*
9.16%
5Y*
1.76%
10Y*
4.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR.L vs. IHY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
1.59%4.13%5.41%4.94%2.05%-0.16%0.57%1.47%
IHY
VanEck Vectors International High Yield Bond ETF
1.35%13.39%3.55%12.11%-14.34%-2.82%8.65%7.10%

Correlation

The correlation between USFR.L and IHY is 0.01, 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

0.01

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

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2019

0.04

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Return for Risk

USFR.L vs. IHY — Risk / Return Rank

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

USFR.L
USFR.L Risk / Return Rank: 9797
Overall Rank
USFR.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
USFR.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
USFR.L Omega Ratio Rank: 9797
Omega Ratio Rank
USFR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
USFR.L Martin Ratio Rank: 9898
Martin Ratio Rank

IHY
IHY Risk / Return Rank: 3434
Overall Rank
IHY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IHY Sortino Ratio Rank: 3737
Sortino Ratio Rank
IHY Omega Ratio Rank: 3434
Omega Ratio Rank
IHY Calmar Ratio Rank: 2929
Calmar Ratio Rank
IHY Martin Ratio Rank: 3434
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.

USFR.L vs. IHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) and VanEck Vectors International High Yield Bond ETF (IHY). 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.


USFR.LIHYDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+4.12

Omega ratioGain probability vs. loss probability

1.93

1.22

+0.70

Calmar ratioReturn relative to maximum drawdown

14.72

1.41

+13.31

Martin ratioReturn relative to average drawdown

58.09

5.07

+53.02

USFR.L vs. IHY - Sharpe Ratio Comparison

The current USFR.L Sharpe Ratio is 3.60, which is higher than the IHY Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of USFR.L and IHY, 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


USFR.LIHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.60

1.24

+2.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.39

0.23

+2.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.54

+0.97

Drawdowns

USFR.L vs. IHY - Drawdown Comparison

The maximum USFR.L drawdown since its inception was -2.99%, smaller than the maximum IHY drawdown of -27.63%. Use the drawdown chart below to compare losses from any high point for USFR.L and IHY.


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Drawdown Indicators


USFR.LIHYDifference

Max Drawdown

Largest peak-to-trough decline

-2.99%

-27.63%

+24.64%

Max Drawdown (1Y)

Largest decline over 1 year

-0.27%

-4.75%

+4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-0.89%

-4.75%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-0.89%

-27.63%

+26.74%

Max Drawdown (10Y)

Largest decline over 10 years

-27.63%

Current Drawdown

Current decline from peak

0.00%

-0.72%

+0.72%

Average Drawdown

Average peak-to-trough decline

-0.09%

-5.28%

+5.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

1.32%

-1.25%

Volatility

USFR.L vs. IHY - Volatility Comparison

The current volatility for WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD (USFR.L) is 0.28%, while VanEck Vectors International High Yield Bond ETF (IHY) has a volatility of 1.32%. This indicates that USFR.L experiences smaller price fluctuations and is considered to be less risky than IHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USFR.LIHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.28%

1.32%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

3.93%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.10%

5.39%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.50%

7.73%

-6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.84%

7.72%

-5.88%

USFR.L vs. IHY - Expense Ratio Comparison

USFR.L has a 0.15% expense ratio, which is lower than IHY's 0.40% expense ratio.


Dividends

USFR.L vs. IHY - Dividend Comparison

USFR.L's dividend yield for the trailing twelve months is around 3.99%, less than IHY's 5.67% yield.


PositionTTM20252024202320222021202020192018201720162015
IHY
VanEck Vectors International High Yield Bond ETF
5.67%5.31%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.36%5.11%5.79%
USFR.L
WisdomTree USD Floating Rate Treasury Bond UCITS ETF USD
3.99%4.32%5.24%4.58%0.78%0.00%0.57%1.09%0.00%0.00%0.00%0.00%

Frequently Asked Questions


USFR.L and IHY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USFR.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFR.L is cheaper with a 0.15% expense ratio, compared with 0.40% for IHY.

USFR.L is categorized as Government Bonds, while IHY is High Yield Bonds. USFR.L tracks Bloomberg US Treasury Floating Rate Bond Index, while IHY tracks Bank of America Merrill Lynch Global Ex-­‐US Issuers High Yield Constrained Index. They also come from different issuers: WisdomTree and VanEck. Their fees differ too: 0.15% for USFR.L and 0.40% for IHY.

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