USFR vs. IBTF
Compare and contrast key facts about WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF).
USFR and IBTF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014. IBTF is a passively managed fund by iShares that tracks the performance of the ICE 2025 Maturity US Treasury Index. It was launched on Feb 25, 2020. Both USFR and IBTF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
USFR vs. IBTF - Performance Comparison
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USFR vs. IBTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.18% |
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 0.00% | 3.81% | 4.60% | 4.12% | -6.39% | -2.31% | 3.60% |
Returns By Period
USFR
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 0.93%
- 6M
- 2.02%
- 1Y
- 4.10%
- 3Y*
- 4.89%
- 5Y*
- 3.52%
- 10Y*
- 2.41%
IBTF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.73%
- 1Y
- 2.88%
- 3Y*
- 3.59%
- 5Y*
- 1.00%
- 10Y*
- —
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USFR vs. IBTF - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is higher than IBTF's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
USFR vs. IBTF — Risk / Return Rank
USFR
IBTF
USFR vs. IBTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and iShares iBonds Dec 2025 Term Treasury ETF (IBTF). 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 | IBTF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 14.37 | 7.41 | +6.96 |
Sortino ratioReturn per unit of downside risk | 42.77 | 17.29 | +25.48 |
Omega ratioGain probability vs. loss probability | 10.64 | 4.32 | +6.32 |
Calmar ratioReturn relative to maximum drawdown | 103.73 | 82.67 | +21.06 |
Martin ratioReturn relative to average drawdown | 661.88 | 244.42 | +417.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USFR | IBTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 14.37 | 7.41 | +6.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 8.63 | 0.43 | +8.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 3.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 0.45 | +1.12 |
Correlation
The correlation between USFR and IBTF is 0.09, 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.
Dividends
USFR vs. IBTF - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 4.00%, more than IBTF's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
IBTF iShares iBonds Dec 2025 Term Treasury ETF | 3.14% | 3.83% | 4.32% | 4.03% | 1.93% | 0.57% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USFR vs. IBTF - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum IBTF drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for USFR and IBTF.
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Drawdown Indicators
| USFR | IBTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -10.45% | +9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -0.04% | -0.04% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | -9.53% | +9.35% |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -3.42% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.01% | 0.00% |
Volatility
USFR vs. IBTF - Volatility Comparison
WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) has a higher volatility of 0.09% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that USFR's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | IBTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.09% | 0.00% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 0.19% | 0.25% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.29% | 0.46% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.41% | 2.39% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.81% | 2.60% | -1.79% |