USFR vs. QGRW
USFR (WisdomTree Floating Rate Treasury Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, USFR returned 4.76%/yr vs 29.12%/yr for QGRW. At a correlation of -0.02, they often move in opposite directions. USFR charges 0.15%/yr vs 0.28%/yr for QGRW.
Performance
USFR vs. QGRW - Performance Comparison
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Returns By Period
In the year-to-date period, USFR achieves a 1.60% return, which is significantly lower than QGRW's 15.43% return.
USFR
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 1.60%
- 6M
- 1.96%
- 1Y
- 4.01%
- 3Y*
- 4.76%
- 5Y*
- 3.66%
- 10Y*
- 2.47%
QGRW
- 1D
- 0.00%
- 1M
- 8.02%
- YTD
- 15.43%
- 6M
- 14.33%
- 1Y
- 35.04%
- 3Y*
- 29.12%
- 5Y*
- —
- 10Y*
- —
USFR vs. QGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 1.60% | 4.23% | 5.47% | 5.18% | 0.21% |
QGRW WisdomTree U.S. Quality Growth Fund | 15.43% | 19.20% | 34.85% | 56.05% | -3.30% |
Correlation
The correlation between USFR and QGRW is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022 | -0.02 |
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Return for Risk
USFR vs. QGRW — Risk / Return Rank
USFR
QGRW
USFR vs. QGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and WisdomTree U.S. Quality Growth Fund (QGRW). 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 | QGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +12.99 | ||
| Sortino ratioReturn per unit of downside risk | +47.68 | ||
| Omega ratioGain probability vs. loss probability | 13.37 | 1.35 | +12.02 |
| Calmar ratioReturn relative to maximum drawdown | 202.38 | 2.28 | +200.10 |
| Martin ratioReturn relative to average drawdown | 783.80 | 8.92 | +774.88 |
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 | QGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 15.01 | 2.02 | +12.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 9.25 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 3.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 1.65 | -0.05 |
Drawdowns
USFR vs. QGRW - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for USFR and QGRW.
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Drawdown Indicators
| USFR | QGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -24.40% | +23.04% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -15.44% | +15.42% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -24.40% | +24.34% |
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% | -1.33% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -3.26% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 3.94% | -3.93% |
Volatility
USFR vs. QGRW - Volatility Comparison
The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.06%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.69%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | QGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 4.69% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 0.18% | 13.67% | -13.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.27% | 17.39% | -17.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.40% | 21.07% | -20.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.81% | 21.07% | -20.26% |
USFR vs. QGRW - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is lower than QGRW's 0.28% expense ratio.
Dividends
USFR vs. QGRW - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 3.91%, more than QGRW's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 0.07% | 0.09% | 0.14% | 0.11% | 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 QGRW have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QGRW has higher volatility (4.69%) compared to USFR (0.06%). In terms of maximum drawdown, USFR dropped -1.36% vs QGRW's -24.40%.
On 3-year performance, QGRW leads with 29.12% vs 4.76% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QGRW has performed better with a 29.12% return vs 4.76%. 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 0.28% for QGRW.
USFR has the higher dividend yield at 3.91%, compared with 0.07% for QGRW.
USFR is categorized as Government Bonds, while QGRW is Large Cap Growth Equities. USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.15% for USFR and 0.28% for QGRW.
USFR currently has the higher Sharpe Ratio (15.01 vs 2.02), 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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