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USFR vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USFR vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Floating Rate Treasury Fund (USFR) and SPDR Gold Shares (GLD). 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 1.72% return, which is significantly higher than GLD's -2.47% return. Over the past 10 years, USFR has underperformed GLD with an annualized return of 2.42%, while GLD has yielded a comparatively higher 12.15% annualized return.


USFR

1D
0.02%
1M
0.29%
YTD
1.72%
6M
1.96%
1Y
4.01%
3Y*
4.77%
5Y*
3.70%
10Y*
2.42%

GLD

1D
0.06%
1M
-7.37%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USFR
WisdomTree Floating Rate Treasury Fund
1.72%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between USFR and GLD is 0.07, 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

0.07

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

0.05

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

0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.02

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Return for Risk

USFR vs. GLD — 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

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
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. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and SPDR Gold Shares (GLD). 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.


USFRGLDDifference
Sharpe ratioReturn per unit of total volatility

+14.07

Sortino ratioReturn per unit of downside risk

+49.41

Omega ratioGain probability vs. loss probability

13.43

1.18

+12.25

Calmar ratioReturn relative to maximum drawdown

203.42

0.98

+202.44

Martin ratioReturn relative to average drawdown

787.83

2.81

+785.02

USFR vs. GLD - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 14.95, which is higher than the GLD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of USFR and GLD, 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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Drawdowns

USFR vs. GLD - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum GLD drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for USFR and GLD.


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Drawdown Indicators


USFRGLDDifference

Max Drawdown

Largest peak-to-trough decline

-1.36%

-45.56%

+44.20%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-24.46%

+24.44%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-24.46%

+24.40%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

-24.46%

+24.28%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

-24.46%

+23.66%

Current Drawdown

Current decline from peak

0.00%

-22.05%

+22.05%

Average Drawdown

Average peak-to-trough decline

-0.16%

-16.16%

+16.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

8.49%

-8.48%

Volatility

USFR vs. GLD - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while SPDR Gold Shares (GLD) has a volatility of 7.79%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USFRGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

7.79%

-7.71%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

24.10%

-23.91%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

27.37%

-27.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.40%

18.22%

-17.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.78%

16.08%

-15.30%

USFR vs. GLD - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

USFR vs. GLD - Dividend Comparison

USFR's dividend yield for the trailing twelve months is around 3.91%, while GLD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 GLD have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLD has higher volatility (7.79%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs GLD's -45.56%.

On 10-year performance, GLD leads with 12.15% vs 2.42% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GLD has performed better with a 12.15% return vs 2.42%. 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 0.40% for GLD.

USFR has the higher dividend yield at 3.91%, compared with 0.00% for GLD.

USFR is categorized as Government Bonds, while GLD is Gold. USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while GLD tracks LBMA Gold Price PM. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.15% for USFR and 0.40% for GLD.

USFR currently has the higher Sharpe Ratio (14.95 vs 0.87), 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

Find the right allocation for USFR and GLD

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