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 2.41%/yr vs 61.34%/yr for ETH-USD. At a correlation of -0.01, they often move in opposite directions.
Performance
USFR vs. ETH-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USFR achieves a 1.66% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, USFR has underperformed ETH-USD with an annualized return of 2.41%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.66%
- 6M
- 1.98%
- 1Y
- 4.03%
- 3Y*
- 4.74%
- 5Y*
- 3.67%
- 10Y*
- 2.41%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
USFR vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 1.66% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
ETH-USD Ethereum | -43.98% | -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 -0.09, 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 | 0.01 |
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 8, 2015 | -0.01 |
The correlation between USFR and ETH-USD shifts across timeframes, from -0.09 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| USFR | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +15.45 | ||
| Sortino ratioReturn per unit of downside risk | +51.02 | ||
| Omega ratioGain probability vs. loss probability | 13.43 | 0.96 | +12.47 |
| Calmar ratioReturn relative to maximum drawdown | 203.42 | -0.50 | +203.92 |
| Martin ratioReturn relative to average drawdown | 787.83 | -0.88 | +788.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| USFR | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 14.95 | -0.50 | +15.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 9.30 | -0.12 | +9.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 3.09 | 0.65 | +2.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.61 | 0.75 | +0.86 |
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.
Loading charts...
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% | -67.53% | +67.51% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -67.53% | +67.47% |
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% | -65.60% | +65.60% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -50.89% | +50.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 44.58% | -44.57% |
Volatility
USFR vs. ETH-USD - Volatility Comparison
The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Ethereum (ETH-USD) has a volatility of 16.88%. 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.
Loading charts...
Volatility by Period
| USFR | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 16.88% | -16.80% |
Volatility (6M)Calculated over the trailing 6-month period | 0.19% | 46.80% | -46.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.27% | 56.55% | -56.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.40% | 59.65% | -59.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.78% | 78.04% | -77.26% |
Frequently Asked Questions
USFR and ETH-USD 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.
ETH-USD has higher volatility (16.88%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs ETH-USD's -94.01%.
USFR currently has the higher Sharpe Ratio (14.95 vs -0.50), 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.
Find the right allocation for USFR and ETH-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer