USFR vs. USD=X
USFR (WisdomTree Floating Rate Treasury Fund) is Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while USD=X (USD Cash) is a currency. Over the past 10 years, USFR returned 2.42%/yr vs 0.00%/yr for USD=X.
Performance
USFR vs. USD=X - Performance Comparison
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Returns By Period
USFR
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.72%
- 6M
- 1.96%
- 1Y
- 4.03%
- 3Y*
- 4.77%
- 5Y*
- 3.70%
- 10Y*
- 2.42%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
USFR vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 1.72% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
USFR vs. USD=X — Risk / Return Rank
USFR
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USFR vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 13.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 203.42 | — | — |
| Martin ratioReturn relative to average drawdown | 787.83 | — | — |
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Drawdowns
USFR vs. USD=X - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for USFR and USD=X.
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Drawdown Indicators
| USFR | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | 0.00% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | 0.00% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | 0.00% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | 0.00% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | 0.00% | -0.80% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.16% | 0.00% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.00% | +0.01% |
Volatility
USFR vs. USD=X - Volatility Comparison
WisdomTree Floating Rate Treasury Fund (USFR) has a higher volatility of 0.08% compared to USD Cash (USD=X) at 0.00%. This indicates that USFR's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 0.00% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 0.19% | 0.00% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.27% | 0.00% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.40% | 0.00% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.78% | 0.00% | +0.78% |
Frequently Asked Questions
USFR has higher volatility (0.08%) compared to USD=X (0.00%). In terms of maximum drawdown, USFR dropped -1.36% vs USD=X's 0.00%.
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