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USFR vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USFR vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Floating Rate Treasury Fund (USFR) and iShares Gold Trust (IAU). 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 IAU's -2.44% return. Over the past 10 years, USFR has underperformed IAU with an annualized return of 2.42%, while IAU has yielded a comparatively higher 12.31% annualized return.


USFR

1D
0.02%
1M
0.31%
YTD
1.72%
6M
1.96%
1Y
4.03%
3Y*
4.77%
5Y*
3.70%
10Y*
2.42%

IAU

1D
0.08%
1M
-10.21%
YTD
-2.44%
6M
-2.22%
1Y
23.95%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR vs. IAU - 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%
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between USFR and IAU 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. IAU — 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

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU 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. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and iShares Gold Trust (IAU). 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.


USFRIAUDifference
Sharpe ratioReturn per unit of total volatility

+14.06

Sortino ratioReturn per unit of downside risk

+49.39

Omega ratioGain probability vs. loss probability

13.43

1.19

+12.25

Calmar ratioReturn relative to maximum drawdown

203.42

0.99

+202.43

Martin ratioReturn relative to average drawdown

787.83

2.83

+785.00

USFR vs. IAU - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 14.95, which is higher than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of USFR and IAU, 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. IAU - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for USFR and IAU.


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Drawdown Indicators


USFRIAUDifference

Max Drawdown

Largest peak-to-trough decline

-1.36%

-45.14%

+43.78%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-24.40%

+24.38%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-24.40%

+24.34%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

-24.40%

+24.22%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

-24.40%

+23.60%

Current Drawdown

Current decline from peak

0.00%

-22.03%

+22.03%

Average Drawdown

Average peak-to-trough decline

-0.16%

-15.97%

+15.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

8.47%

-8.46%

Volatility

USFR vs. IAU - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while iShares Gold Trust (IAU) has a volatility of 7.70%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USFRIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

7.70%

-7.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

23.94%

-23.75%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

27.17%

-26.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.40%

18.16%

-17.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.78%

16.02%

-15.24%

USFR vs. IAU - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is lower than IAU's 0.25% 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%.


Dividends

USFR vs. IAU - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
IAU
iShares Gold Trust
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 IAU 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.

IAU has higher volatility (7.70%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs IAU's -45.14%.

On 10-year performance, IAU leads with 12.31% 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, IAU has performed better with a 12.31% 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 0.25% for IAU.

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

USFR is categorized as Government Bonds, while IAU is Gold. USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while IAU tracks LBMA Gold Price. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.15% for USFR and 0.25% for IAU.

USFR currently has the higher Sharpe Ratio (14.95 vs 0.89), 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 IAU

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