USFR vs. AGZ
Compare and contrast key facts about WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and iShares Agency Bond ETF (AGZ).
USFR and AGZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014. AGZ is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Agency Bond Index. It was launched on Nov 5, 2008. Both USFR and AGZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USFR or AGZ.
Performance
USFR vs. AGZ - Performance Comparison
Returns By Period
In the year-to-date period, USFR achieves a 4.79% return, which is significantly higher than AGZ's 2.80% return. Over the past 10 years, USFR has outperformed AGZ with an annualized return of 2.38%, while AGZ has yielded a comparatively lower 1.59% annualized return.
USFR
4.79%
0.45%
2.46%
5.32%
2.52%
2.38%
AGZ
2.80%
-0.81%
2.64%
5.34%
0.84%
1.59%
Key characteristics
| USFR | AGZ | |
|---|---|---|
| Sharpe Ratio | 15.19 | 1.79 |
| Sortino Ratio | 56.08 | 2.71 |
| Omega Ratio | 13.95 | 1.34 |
| Calmar Ratio | 90.34 | 0.80 |
| Martin Ratio | 769.69 | 7.93 |
| Ulcer Index | 0.01% | 0.71% |
| Daily Std Dev | 0.35% | 3.13% |
| Max Drawdown | -1.36% | -11.01% |
| Current Drawdown | 0.00% | -1.95% |
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USFR vs. AGZ - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is lower than AGZ's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between USFR and AGZ is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
USFR vs. AGZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and iShares Agency Bond ETF (AGZ). 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.
Dividends
USFR vs. AGZ - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 5.30%, more than AGZ's 3.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.30% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 0.00% | 0.00% | 0.00% |
AGZ iShares Agency Bond ETF | 3.44% | 3.14% | 1.57% | 0.96% | 2.25% | 2.32% | 2.15% | 1.58% | 1.52% | 1.30% | 1.33% | 1.19% |
Drawdowns
USFR vs. AGZ - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum AGZ drawdown of -11.01%. Use the drawdown chart below to compare losses from any high point for USFR and AGZ. For additional features, visit the drawdowns tool.
Volatility
USFR vs. AGZ - Volatility Comparison
The current volatility for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) is 0.09%, while iShares Agency Bond ETF (AGZ) has a volatility of 0.77%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than AGZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.