USFR vs. TFLO

The year-to-date returns for both investments are quite close, with USFR having a 1.75% return and TFLO slightly higher at 1.76%. Both investments have delivered pretty close results over the past 10 years, with USFR having a 1.99% annualized return and TFLO not far behind at 1.96%.

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Both USFR and TFLO have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.

The current USFR Sharpe Ratio is 15.08, which is comparable to the TFLO Sharpe Ratio of 15.35. The chart below compares the historical Sharpe Ratios of USFR and TFLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

USFR's dividend yield for the trailing twelve months is around 4.68%, which matches TFLO's 4.70% yield.

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum TFLO drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for USFR and TFLO.

The current volatility for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) is 0.10%, while iShares Treasury Floating Rate Bond ETF (TFLO) has a volatility of 0.11%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.