USFR vs. NTSX
Compare and contrast key facts about WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and WisdomTree U.S. Efficient Core Fund (NTSX).
USFR and NTSX 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. NTSX is an actively managed fund by WisdomTree. It was launched on Aug 2, 2018.
Performance
USFR vs. NTSX - Performance Comparison
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USFR vs. NTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 0.81% |
NTSX WisdomTree U.S. Efficient Core Fund | -4.59% | 18.82% | 20.20% | 22.70% | -25.84% | 22.21% | 24.87% | 32.03% | -8.72% |
Returns By Period
In the year-to-date period, USFR achieves a 0.93% return, which is significantly higher than NTSX's -4.59% return.
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%
NTSX
- 1D
- 2.78%
- 1M
- -5.47%
- YTD
- -4.59%
- 6M
- -2.72%
- 1Y
- 16.50%
- 3Y*
- 15.56%
- 5Y*
- 7.99%
- 10Y*
- —
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USFR vs. NTSX - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is lower than NTSX'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%.
Return for Risk
USFR vs. NTSX — Risk / Return Rank
USFR
NTSX
USFR vs. NTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and WisdomTree U.S. Efficient Core Fund (NTSX). 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 | NTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 14.37 | 0.90 | +13.47 |
Sortino ratioReturn per unit of downside risk | 42.77 | 1.32 | +41.45 |
Omega ratioGain probability vs. loss probability | 10.64 | 1.20 | +9.43 |
Calmar ratioReturn relative to maximum drawdown | 103.73 | 1.54 | +102.20 |
Martin ratioReturn relative to average drawdown | 661.88 | 6.64 | +655.24 |
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 | NTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 14.37 | 0.90 | +13.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 8.63 | 0.47 | +8.16 |
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 | 0.62 | +0.95 |
Correlation
The correlation between USFR and NTSX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
USFR vs. NTSX - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 4.00%, more than NTSX's 1.22% 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% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.22% | 1.14% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.42% | 0.62% | 0.00% | 0.00% |
Drawdowns
USFR vs. NTSX - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum NTSX drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for USFR and NTSX.
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Drawdown Indicators
| USFR | NTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -31.34% | +29.98% |
Max Drawdown (1Y)Largest decline over 1 year | -0.04% | -11.13% | +11.09% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | -31.34% | +31.16% |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.40% | +6.40% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -6.92% | +6.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.57% | -2.56% |
Volatility
USFR vs. NTSX - Volatility Comparison
The current volatility for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) is 0.09%, while WisdomTree U.S. Efficient Core Fund (NTSX) has a volatility of 6.11%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than NTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | NTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.09% | 6.11% | -6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 0.19% | 9.65% | -9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.29% | 18.39% | -18.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.41% | 17.04% | -16.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.81% | 18.39% | -17.58% |