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USFR vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USFR vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Floating Rate Treasury Fund (USFR) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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 achieves a 1.60% return, which is significantly higher than BIL's 1.49% return. Over the past 10 years, USFR has outperformed BIL with an annualized return of 2.47%, while BIL has yielded a comparatively lower 2.18% annualized return.


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%

BIL

1D
0.02%
1M
0.28%
YTD
1.49%
6M
1.77%
1Y
3.87%
3Y*
4.64%
5Y*
3.41%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between USFR and BIL is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

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

0.26

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.20

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Return for Risk

USFR vs. BIL — Risk / Return Rank

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

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

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

USFR vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


USFRBILDifference
Sharpe ratioReturn per unit of total volatility

-4.60

Sortino ratioReturn per unit of downside risk

-123.52

Omega ratioGain probability vs. loss probability

13.43

87.91

-74.48

Calmar ratioReturn relative to maximum drawdown

203.42

355.35

-151.93

Martin ratioReturn relative to average drawdown

787.84

2,817.77

-2,029.94

USFR vs. BIL - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 15.11, which is comparable to the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of USFR and BIL, 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


USFRBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

15.11

19.71

-4.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.26

13.16

-3.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

8.52

-5.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

2.78

-1.17

Drawdowns

USFR vs. BIL - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for USFR and BIL.


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Drawdown Indicators


USFRBILDifference

Max Drawdown

Largest peak-to-trough decline

-1.36%

-0.78%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-0.01%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-0.01%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

-0.10%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

-0.21%

-0.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.16%

-0.26%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.00%

+0.01%

Volatility

USFR vs. BIL - Volatility Comparison

WisdomTree Floating Rate Treasury Fund (USFR) has a higher volatility of 0.06% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that USFR's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USFRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.05%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

0.13%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

0.20%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.40%

0.26%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.81%

0.26%

+0.55%

USFR vs. BIL - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is higher than BIL's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

USFR vs. BIL - Dividend Comparison

USFR's dividend yield for the trailing twelve months is around 3.91%, more than BIL's 3.86% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
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


USFR and BIL have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USFR has higher volatility (0.06%) compared to BIL (0.05%). In terms of maximum drawdown, USFR dropped -1.36% vs BIL's -0.78%.

On 10-year performance, USFR leads with 2.47% vs 2.18% for BIL. On fees, BIL is cheaper at 0.14% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USFR has performed better with a 2.47% return vs 2.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.15% for USFR.

USFR has the higher dividend yield at 3.91%, compared with 3.86% for BIL.

USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.15% for USFR and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 15.11), 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.

Portfolio Optimizer

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