USFR vs. GDMN
USFR (WisdomTree Floating Rate Treasury Fund) and GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) are both exchange-traded funds - USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while GDMN is a Commodities fund actively managed by WisdomTree. USFR is passively managed, while GDMN is actively managed. Over the past 3 years, USFR returned 4.68%/yr vs 56.24%/yr for GDMN. Their 0.02 correlation means their historical movements had little consistent relationship. USFR charges 0.15%/yr vs 0.45%/yr for GDMN.
Performance
USFR vs. GDMN - Performance Comparison
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Returns By Period
In the year-to-date period, USFR achieves a 2.29% return, which is significantly higher than GDMN's -19.05% return.
USFR
- 1D
- 0.00%
- 1M
- 0.36%
- 6M
- 1.89%
- YTD
- 2.29%
- 1Y
- 3.97%
- 3Y*
- 4.68%
- 5Y*
- 3.81%
- 10Y*
- 2.48%
- ALL TIME*
- 1.98%
GDMN
- 1D
- 2.85%
- 1M
- -1.67%
- 6M
- -34.79%
- YTD
- -19.05%
- 1Y
- 45.97%
- 3Y*
- 56.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 31.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44M | $2.18M | $3.36M | |
| $352.79M | $265.75M | $249.59M |
USFR vs. GDMN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 2.29% | 4.23% | 5.47% | 5.18% | 1.98% | 0.00% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | -19.05% | 237.09% | 28.23% | 12.97% | -14.62% | 6.93% |
Correlation
The correlation between USFR and GDMN is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | 0.02 |
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Return for Risk
USFR vs. GDMN — Risk / Return Rank
USFR
GDMN
USFR vs. GDMN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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 | GDMN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +13.93 | ||
| Sortino ratioReturn per unit of downside risk | +50.38 | ||
| Omega ratioGain probability vs. loss probability | 14.07 | 1.17 | +12.90 |
| Calmar ratioReturn relative to maximum drawdown | 200.37 | 0.89 | +199.48 |
| Martin ratioReturn relative to average drawdown | 800.41 | 1.84 | +798.58 |
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Drawdowns
USFR vs. GDMN - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for USFR and GDMN.
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Drawdown Indicators
| USFR | GDMN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -52.82% | +51.46% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -52.02% | +52.00% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -52.02% | +51.96% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -46.86% | +46.86% |
Average DrawdownAverage peak-to-trough decline | -0.15% | -19.88% | +19.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 25.12% | -25.12% |
Volatility
USFR vs. GDMN - Volatility Comparison
The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.09%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 15.17%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | GDMN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.09% | 15.17% | -15.08% |
Volatility (6M)Calculated over the trailing 6-month period | 0.20% | 49.25% | -49.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.27% | 64.97% | -64.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.39% | 48.33% | -47.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.76% | 48.33% | -47.57% |
USFR vs. GDMN - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is lower than GDMN's 0.45% expense ratio.
Dividends
USFR vs. GDMN - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 3.79%, more than GDMN's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 3.34% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Floating Rate Treasury Fund | 3.79% | 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 GDMN have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDMN has higher volatility (15.17%) compared to USFR (0.09%). In terms of maximum drawdown, USFR dropped -1.36% vs GDMN's -52.82%.
On 3-year performance, GDMN leads with 56.24% vs 4.68% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDMN has performed better with a 56.24% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USFR is cheaper with a 0.15% expense ratio, compared with 0.45% for GDMN.
USFR has the higher dividend yield at 3.79%, compared with 3.34% for GDMN.
USFR is categorized as Government Bonds, while GDMN is Commodities. Their fees differ too: 0.15% for USFR and 0.45% for GDMN.
USFR currently has the higher Sharpe Ratio (14.64 vs 0.71), 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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