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USFR vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USFR vs. VGIT - Performance Comparison

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

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Returns By Period

In the year-to-date period, USFR achieves a 1.72% return, which is significantly higher than VGIT's -0.29% return. Over the past 10 years, USFR has outperformed VGIT with an annualized return of 2.42%, while VGIT has yielded a comparatively lower 1.20% 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%

VGIT

1D
-0.12%
1M
0.67%
YTD
-0.29%
6M
0.04%
1Y
3.43%
3Y*
3.69%
5Y*
0.01%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR vs. VGIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.29%7.34%1.39%4.28%-10.53%-2.64%7.71%6.19%1.35%1.70%

Correlation

The correlation between USFR and VGIT 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

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.01

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Return for Risk

USFR vs. VGIT — Risk / Return Rank

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

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2828
Overall Rank
VGIT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3131
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2727
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
Martin Ratio Rank
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. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


USFRVGITDifference
Sharpe ratioReturn per unit of total volatility

+13.99

Sortino ratioReturn per unit of downside risk

+49.17

Omega ratioGain probability vs. loss probability

13.43

1.17

+12.27

Calmar ratioReturn relative to maximum drawdown

203.42

1.13

+202.29

Martin ratioReturn relative to average drawdown

787.83

3.18

+784.65

USFR vs. VGIT - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 14.95, which is higher than the VGIT Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of USFR and VGIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USFR vs. VGIT - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for USFR and VGIT.


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Drawdown Indicators


USFRVGITDifference

Max Drawdown

Largest peak-to-trough decline

-1.36%

-16.05%

+14.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-2.83%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-4.34%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

-15.02%

+14.84%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

-16.05%

+15.25%

Current Drawdown

Current decline from peak

0.00%

-2.22%

+2.22%

Average Drawdown

Average peak-to-trough decline

-0.16%

-3.52%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.01%

-1.00%

Volatility

USFR vs. VGIT - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Vanguard Intermediate-Term Treasury ETF (VGIT) has a volatility of 1.15%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USFRVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

1.15%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

2.40%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

3.34%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.40%

5.38%

-4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.78%

4.50%

-3.72%

USFR vs. VGIT - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is higher than VGIT's 0.03% 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. VGIT - Dividend Comparison

USFR's dividend yield for the trailing twelve months is around 3.91%, more than VGIT's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


USFR and VGIT 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.

VGIT has higher volatility (1.15%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs VGIT's -16.05%.

On 10-year performance, USFR leads with 2.42% vs 1.20% for VGIT. On fees, VGIT is cheaper at 0.03% 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 10-year period, USFR has performed better with a 2.42% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.15% for USFR.

USFR has the higher dividend yield at 3.91%, compared with 3.86% for VGIT.

USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.15% for USFR and 0.03% for VGIT.

USFR currently has the higher Sharpe Ratio (14.95 vs 0.96), 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.

Portfolio Optimizer

Find the right allocation for USFR and VGIT

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