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USFR vs. FLOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USFR and FLOT is 0.02, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

USFR vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

18.00%20.00%22.00%24.00%26.00%28.00%NovemberDecember2025FebruaryMarchApril
21.27%
28.75%
USFR
FLOT

Key characteristics

Sharpe Ratio

USFR:

15.58

FLOT:

2.50

Sortino Ratio

USFR:

50.88

FLOT:

3.14

Omega Ratio

USFR:

12.93

FLOT:

2.20

Calmar Ratio

USFR:

81.46

FLOT:

3.41

Martin Ratio

USFR:

688.14

FLOT:

26.63

Ulcer Index

USFR:

0.01%

FLOT:

0.20%

Daily Std Dev

USFR:

0.31%

FLOT:

2.15%

Max Drawdown

USFR:

-1.35%

FLOT:

-13.54%

Current Drawdown

USFR:

-0.00%

FLOT:

-0.06%

Returns By Period

In the year-to-date period, USFR achieves a 1.28% return, which is significantly higher than FLOT's 1.17% return. Both investments have delivered pretty close results over the past 10 years, with USFR having a 2.45% annualized return and FLOT not far ahead at 2.52%.


USFR

YTD

1.28%

1M

0.30%

6M

2.26%

1Y

4.85%

5Y*

2.77%

10Y*

2.45%

FLOT

YTD

1.17%

1M

0.12%

6M

2.29%

1Y

5.38%

5Y*

3.65%

10Y*

2.52%

*Annualized

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USFR vs. FLOT - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is lower than FLOT'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%.


Expense ratio chart for FLOT: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLOT: 0.20%
Expense ratio chart for USFR: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USFR: 0.15%

Risk-Adjusted Performance

USFR vs. FLOT — Risk-Adjusted Performance Rank

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

USFR
The Risk-Adjusted Performance Rank of USFR is 100100
Overall Rank
The Sharpe Ratio Rank of USFR is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of USFR is 100100
Sortino Ratio Rank
The Omega Ratio Rank of USFR is 100100
Omega Ratio Rank
The Calmar Ratio Rank of USFR is 100100
Calmar Ratio Rank
The Martin Ratio Rank of USFR is 100100
Martin Ratio Rank

FLOT
The Risk-Adjusted Performance Rank of FLOT is 9797
Overall Rank
The Sharpe Ratio Rank of FLOT is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of FLOT is 9696
Sortino Ratio Rank
The Omega Ratio Rank of FLOT is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FLOT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of FLOT is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USFR vs. FLOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and iShares Floating Rate Bond ETF (FLOT). 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.


The chart of Sharpe ratio for USFR, currently valued at 15.58, compared to the broader market-1.000.001.002.003.004.00
USFR: 15.58
FLOT: 2.50
The chart of Sortino ratio for USFR, currently valued at 50.88, compared to the broader market-2.000.002.004.006.008.00
USFR: 50.88
FLOT: 3.14
The chart of Omega ratio for USFR, currently valued at 12.93, compared to the broader market0.501.001.502.00
USFR: 12.93
FLOT: 2.20
The chart of Calmar ratio for USFR, currently valued at 81.46, compared to the broader market0.002.004.006.008.0010.0012.00
USFR: 81.46
FLOT: 3.41
The chart of Martin ratio for USFR, currently valued at 688.14, compared to the broader market0.0020.0040.0060.00
USFR: 688.14
FLOT: 26.63

The current USFR Sharpe Ratio is 15.58, which is higher than the FLOT Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of USFR and FLOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio5.0010.0015.00NovemberDecember2025FebruaryMarchApril
15.58
2.50
USFR
FLOT

Dividends

USFR vs. FLOT - Dividend Comparison

USFR's dividend yield for the trailing twelve months is around 4.41%, less than FLOT's 5.52% yield.


TTM20242023202220212020201920182017201620152014
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.41%5.17%5.12%1.78%0.02%0.40%2.08%1.67%1.03%0.29%0.00%0.00%
FLOT
iShares Floating Rate Bond ETF
5.52%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.45%0.97%0.53%0.44%

Drawdowns

USFR vs. FLOT - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.35%, smaller than the maximum FLOT drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for USFR and FLOT. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%NovemberDecember2025FebruaryMarchApril
-0.00%
-0.06%
USFR
FLOT

Volatility

USFR vs. FLOT - Volatility Comparison

The current volatility for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) is 0.08%, while iShares Floating Rate Bond ETF (FLOT) has a volatility of 2.05%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
0.08%
2.05%
USFR
FLOT