USFR vs. QTUM
USFR (WisdomTree Floating Rate Treasury Fund) and QTUM (Defiance Quantum ETF) are both exchange-traded funds - USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while QTUM is a Technology Equities fund tracking the BlueStar Machine Learning and Quantum Computing Index. Both are passively managed. Over the past 5 years, USFR returned 3.70%/yr vs 28.09%/yr for QTUM. At a correlation of -0.00, they often move in opposite directions. USFR charges 0.15%/yr vs 0.40%/yr for QTUM.
Performance
USFR vs. QTUM - Performance Comparison
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Returns By Period
In the year-to-date period, USFR achieves a 1.72% return, which is significantly lower than QTUM's 47.39% 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%
QTUM
- 1D
- 1.22%
- 1M
- 12.73%
- YTD
- 47.39%
- 6M
- 45.72%
- 1Y
- 86.28%
- 3Y*
- 48.15%
- 5Y*
- 28.09%
- 10Y*
- —
USFR vs. QTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 1.72% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 0.66% |
QTUM Defiance Quantum ETF | 47.39% | 36.65% | 50.54% | 39.86% | -28.80% | 35.18% | 42.05% | 47.99% | -19.44% |
Correlation
The correlation between USFR and QTUM is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2018 | -0.00 |
The correlation between USFR and QTUM shifts across timeframes, from -0.13 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USFR vs. QTUM — Risk / Return Rank
USFR
QTUM
USFR vs. QTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Defiance Quantum ETF (QTUM). 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.
| USFR | QTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +12.01 | ||
| Sortino ratioReturn per unit of downside risk | +47.19 | ||
| Omega ratioGain probability vs. loss probability | 13.43 | 1.46 | +11.97 |
| Calmar ratioReturn relative to maximum drawdown | 203.42 | 5.46 | +197.95 |
| Martin ratioReturn relative to average drawdown | 787.83 | 19.77 | +768.06 |
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Drawdowns
USFR vs. QTUM - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for USFR and QTUM.
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Drawdown Indicators
| USFR | QTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -38.45% | +37.09% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -15.26% | +15.24% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -25.39% | +25.33% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | -38.45% | +38.27% |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.42% | +4.42% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -8.24% | +8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 4.21% | -4.20% |
Volatility
USFR vs. QTUM - Volatility Comparison
The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Defiance Quantum ETF (QTUM) has a volatility of 14.18%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | QTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 14.18% | -14.10% |
Volatility (6M)Calculated over the trailing 6-month period | 0.19% | 23.17% | -22.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.27% | 28.39% | -28.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.40% | 26.99% | -26.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.78% | 27.40% | -26.62% |
USFR vs. QTUM - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is lower than QTUM's 0.40% expense ratio.
Dividends
USFR vs. QTUM - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 3.91%, more than QTUM's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QTUM Defiance Quantum ETF | 0.73% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% | 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 QTUM have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTUM has higher volatility (14.18%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs QTUM's -38.45%.
On 5-year performance, QTUM leads with 28.09% vs 3.70% 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 5-year period, QTUM has performed better with a 28.09% return vs 3.70%. 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 QTUM.
USFR has the higher dividend yield at 3.91%, compared with 0.73% for QTUM.
USFR is categorized as Government Bonds, while QTUM is Technology Equities. USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while QTUM tracks BlueStar Machine Learning and Quantum Computing Index. They also come from different issuers: WisdomTree and Defiance. Their fees differ too: 0.15% for USFR and 0.40% for QTUM.
USFR currently has the higher Sharpe Ratio (14.95 vs 2.94), 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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