USFR vs. VGELX

Last updated Jun 9, 2026

USFR (WisdomTree Floating Rate Treasury Fund) and VGELX (Vanguard Energy Fund Admiral Shares) are both funds - USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while VGELX is a Energy Equities fund managed by Vanguard. Over the past 10 years, USFR returned 2.41%/yr vs 9.03%/yr for VGELX. At a 0.01 correlation, their price movements are largely independent. USFR charges 0.15%/yr vs 0.33%/yr for VGELX.

Performance

USFR vs. VGELX - Performance Comparison

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

Returns By Period

In the year-to-date period, USFR achieves a 1.66% return, which is significantly lower than VGELX's 19.78% return. Over the past 10 years, USFR has underperformed VGELX with an annualized return of 2.41%, while VGELX has yielded a comparatively higher 9.03% annualized return.

USFR

• 1D: 0.00%
• 1M: 0.29%
• YTD: 1.66%
• 6M: 1.98%
• 1Y: 4.03%
• 3Y*: 4.74%
• 5Y*: 3.67%
• 10Y*: 2.41%

VGELX

• 1D: -0.86%
• 1M: 0.65%
• YTD: 19.78%
• 6M: 19.94%
• 1Y: 32.97%
• 3Y*: 28.22%
• 5Y*: 22.00%
• 10Y*: 9.03%

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

USFR vs. VGELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USFR WisdomTree Floating Rate Treasury Fund	1.66%	4.23%	5.47%	5.18%	1.98%	-0.03%	0.56%	2.02%	2.01%	1.03%
VGELX Vanguard Energy Fund Admiral Shares	19.78%	20.76%	30.46%	8.87%	23.70%	27.80%	-30.80%	13.32%	-17.12%	3.31%

Correlation

The correlation between USFR and VGELX is 0.05, 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	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	-0.02
Correlation (10Y) Calculated over the trailing 10-year period	0.00
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014	0.01

Return for Risk

USFR vs. VGELX — 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

VGELX

VGELX Risk / Return Rank: 88
VGELX Sharpe Ratio Rank: 89
VGELX Sortino Ratio Rank: 83
VGELX Omega Ratio Rank: 79
VGELX Calmar Ratio Rank: 96
VGELX Martin Ratio Rank: 94

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. VGELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard Energy Fund Admiral Shares (VGELX). 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	VGELX	Difference
Sharpe ratio: Return per unit of total volatility	14.95	2.83	+12.12
Sortino ratio: Return per unit of downside risk	50.64	3.86	+46.78
Omega ratio: Gain probability vs. loss probability	13.43	1.50	+11.93
Calmar ratio: Return relative to maximum drawdown	203.42	5.98	+197.43
Martin ratio: Return relative to average drawdown	787.83	19.95	+767.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USFR vs. VGELX - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 14.95, which is higher than the VGELX Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of USFR and VGELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	USFR	VGELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	14.95	2.83	+12.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	9.30	1.18	+8.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	3.09	0.39	+2.70
Sharpe Ratio (All Time) Calculated using the full available price history	1.61	0.35	+1.26

Drawdowns

USFR vs. VGELX - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum VGELX drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for USFR and VGELX.

Drawdown Indicators

	USFR	VGELX	Difference
Max Drawdown Largest peak-to-trough decline	-1.36%	-65.22%	+63.86%
Max Drawdown (1Y) Largest decline over 1 year	-0.02%	-5.69%	+5.67%
Max Drawdown (3Y) Largest decline over 3 years	-0.06%	-12.30%	+12.24%
Max Drawdown (5Y) Largest decline over 5 years	-0.18%	-19.72%	+19.54%
Max Drawdown (10Y) Largest decline over 10 years	-0.80%	-61.13%	+60.33%
Current Drawdown Current decline from peak	0.00%	-4.48%	+4.48%
Average Drawdown Average peak-to-trough decline	-0.16%	-19.14%	+18.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	1.70%	-1.69%

Volatility

USFR vs. VGELX - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Vanguard Energy Fund Admiral Shares (VGELX) has a volatility of 4.30%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USFR	VGELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.08%	4.30%	-4.22%
Volatility (6M) Calculated over the trailing 6-month period	0.19%	10.12%	-9.93%
Volatility (1Y) Calculated over the trailing 1-year period	0.27%	12.04%	-11.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.40%	18.72%	-18.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.78%	23.20%	-22.42%

USFR vs. VGELX - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is lower than VGELX's 0.33% expense ratio.

Dividends

USFR vs. VGELX - Dividend Comparison

USFR's dividend yield for the trailing twelve months is around 3.91%, less than VGELX's 7.21% 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%
VGELX Vanguard Energy Fund Admiral Shares	7.21%	4.79%	34.15%	6.91%	4.71%	3.70%	4.54%	3.38%	3.07%	3.05%	1.91%	2.70%

Frequently Asked Questions

Can I hold both USFR and VGELX in my portfolio?

USFR and VGELX have a correlation of 0.05, 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 VGELX?

VGELX has higher volatility (4.30%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs VGELX's -65.22%.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (14.95 vs 2.83), 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.