USFR vs. VCSAX

Last updated Jun 14, 2026

USFR (WisdomTree Floating Rate Treasury Fund) and VCSAX (Vanguard Consumer Staples Index Fund Admiral Shares) are both funds - USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while VCSAX is a Consumer Staples Equities fund managed by Vanguard. Over the past 10 years, USFR returned 2.42%/yr vs 8.08%/yr for VCSAX. At a 0.00 correlation, their price movements are largely independent. USFR charges 0.15%/yr vs 0.10%/yr for VCSAX.

Performance

USFR vs. VCSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USFR achieves a 1.72% return, which is significantly lower than VCSAX's 9.90% return. Over the past 10 years, USFR has underperformed VCSAX with an annualized return of 2.42%, while VCSAX has yielded a comparatively higher 8.08% annualized 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%

VCSAX

• 1D: -0.23%
• 1M: -0.18%
• YTD: 9.90%
• 6M: 7.92%
• 1Y: 7.89%
• 3Y*: 8.98%
• 5Y*: 7.21%
• 10Y*: 8.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR vs. VCSAX - 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%
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares	9.90%	2.11%	13.29%	2.38%	-1.75%	18.56%	10.90%	26.08%	-7.72%	11.79%

Correlation

The correlation between USFR and VCSAX is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.01
Correlation (10Y) Calculated over the trailing 10-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014	0.00

Return for Risk

USFR vs. VCSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USFR

USFR Risk / Return Rank: 100
USFR Sharpe Ratio Rank: 100
USFR Sortino Ratio Rank: 100
USFR Omega Ratio Rank: 100
USFR Calmar Ratio Rank: 100
USFR Martin Ratio Rank: 100

VCSAX

VCSAX Risk / Return Rank: 10
VCSAX Sharpe Ratio Rank: 10
VCSAX Sortino Ratio Rank: 11
VCSAX Omega Ratio Rank: 10
VCSAX Calmar Ratio Rank: 12
VCSAX Martin Ratio Rank: 9

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USFR vs. VCSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX). 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	VCSAX	Difference
Sharpe ratio: Return per unit of total volatility	14.95	0.58	+14.37
Sortino ratio: Return per unit of downside risk	50.64	0.91	+49.73
Omega ratio: Gain probability vs. loss probability	13.43	1.11	+12.33
Calmar ratio: Return relative to maximum drawdown	203.42	0.78	+202.64
Martin ratio: Return relative to average drawdown	787.83	1.57	+786.26

USFR vs. VCSAX - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 14.95, which is higher than the VCSAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of USFR and VCSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

USFR vs. VCSAX - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum VCSAX drawdown of -34.34%. Use the drawdown chart below to compare losses from any high point for USFR and VCSAX.

Drawdown Indicators

	USFR	VCSAX	Difference
Max Drawdown Largest peak-to-trough decline	-1.36%	-34.34%	+32.98%
Max Drawdown (1Y) Largest decline over 1 year	-0.02%	-9.28%	+9.26%
Max Drawdown (3Y) Largest decline over 3 years	-0.06%	-11.76%	+11.70%
Max Drawdown (5Y) Largest decline over 5 years	-0.18%	-16.56%	+16.38%
Max Drawdown (10Y) Largest decline over 10 years	-0.80%	-25.08%	+24.28%
Current Drawdown Current decline from peak	0.00%	-4.99%	+4.99%
Average Drawdown Average peak-to-trough decline	-0.16%	-3.74%	+3.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	4.59%	-4.58%

Volatility

USFR vs. VCSAX - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) has a volatility of 4.53%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than VCSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USFR	VCSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.08%	4.53%	-4.45%
Volatility (6M) Calculated over the trailing 6-month period	0.19%	9.99%	-9.80%
Volatility (1Y) Calculated over the trailing 1-year period	0.27%	12.56%	-12.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.40%	13.20%	-12.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.78%	14.66%	-13.88%

USFR vs. VCSAX - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is higher than VCSAX's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

USFR vs. VCSAX - Dividend Comparison

USFR's dividend yield for the trailing twelve months is around 3.91%, more than VCSAX's 2.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares	2.09%	2.26%	2.33%	2.65%	2.37%	2.99%	2.50%	2.44%	2.78%	2.52%	2.40%	2.56%

Frequently Asked Questions

Can I hold both USFR and VCSAX in my portfolio?

USFR and VCSAX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USFR or VCSAX?

VCSAX has higher volatility (4.53%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs VCSAX's -34.34%.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (14.95 vs 0.58), 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.