USFR vs. ETH-USD
USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, USFR returned 2.50%/yr vs 62.58%/yr for ETH-USD. At a correlation of -0.01, they often move in opposite directions.
Performance
USFR vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, USFR achieves a 2.13% return, which is significantly higher than ETH-USD's -35.51% return. Over the past 10 years, USFR has underperformed ETH-USD with an annualized return of 2.50%, while ETH-USD has yielded a comparatively higher 62.58% annualized return.
USFR
- 1D
- 0.02%
- 1M
- 0.34%
- 6M
- 1.92%
- YTD
- 2.13%
- 1Y
- 3.98%
- 3Y*
- 4.70%
- 5Y*
- 3.78%
- 10Y*
- 2.50%
- ALL TIME*
- 1.97%
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
USFR vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 2.13% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between USFR and ETH-USD is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | -0.01 |
The correlation between USFR and ETH-USD shifts across timeframes, from -0.13 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
USFR vs. ETH-USD — Risk / Return Rank
USFR
ETH-USD
USFR vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Ethereum (ETH-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USFR | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +15.57 | ||
| Sortino ratioReturn per unit of downside risk | +52.63 | ||
| Omega ratioGain probability vs. loss probability | 14.08 | 0.90 | +13.18 |
| Calmar ratioReturn relative to maximum drawdown | 200.62 | -0.73 | +201.35 |
| Martin ratioReturn relative to average drawdown | 801.26 | -1.11 | +802.37 |
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Drawdowns
USFR vs. ETH-USD - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for USFR and ETH-USD.
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Drawdown Indicators
| USFR | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -94.01% | +92.65% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -67.60% | +67.58% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -67.60% | +67.54% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | -79.35% | +79.17% |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | -94.01% | +93.21% |
Current DrawdownCurrent decline from peak | 0.00% | -60.40% | +60.40% |
Average DrawdownAverage peak-to-trough decline | -0.15% | -51.01% | +50.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 34.69% | -34.69% |
Volatility
USFR vs. ETH-USD - Volatility Comparison
The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.07%, while Ethereum (ETH-USD) has a volatility of 13.43%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.07% | 13.43% | -13.36% |
Volatility (6M)Calculated over the trailing 6-month period | 0.20% | 46.67% | -46.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.27% | 54.96% | -54.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.39% | 58.71% | -58.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.77% | 76.77% | -76.00% |
Frequently Asked Questions
USFR and ETH-USD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (13.43%) compared to USFR (0.07%). In terms of maximum drawdown, USFR dropped -1.36% vs ETH-USD's -94.01%.
USFR currently has the higher Sharpe Ratio (14.83 vs -0.74), 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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