PortfoliosLab logoPortfoliosLab logo
USFR vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USFR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USFR achieves a 1.66% return, which is significantly lower than VOO's 8.72% return. Over the past 10 years, USFR has underperformed VOO with an annualized return of 2.41%, while VOO has yielded a comparatively higher 15.35% 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%

VOO

1D
0.25%
1M
0.24%
YTD
8.72%
6M
8.77%
1Y
24.91%
3Y*
21.45%
5Y*
13.49%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VOO
Vanguard S&P 500 ETF
8.72%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between USFR and VOO is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

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 5, 2014

0.01

The correlation between USFR and VOO shifts across timeframes, from -0.10 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USFR vs. VOO — 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

VOO
VOO Risk / Return Rank: 6969
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6868
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard S&P 500 ETF (VOO). 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.


USFRVOODifference
Sharpe ratioReturn per unit of total volatility

+12.87

Sortino ratioReturn per unit of downside risk

+47.84

Omega ratioGain probability vs. loss probability

13.43

1.38

+12.05

Calmar ratioReturn relative to maximum drawdown

203.42

2.81

+200.61

Martin ratioReturn relative to average drawdown

787.83

12.97

+774.86

USFR vs. VOO - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 14.95, which is higher than the VOO Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of USFR and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


USFRVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.95

2.08

+12.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.30

0.80

+8.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.09

0.85

+2.24

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.88

+0.73

Drawdowns

USFR vs. VOO - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USFR and VOO.


Loading charts...

Drawdown Indicators


USFRVOODifference

Max Drawdown

Largest peak-to-trough decline

-1.36%

-33.99%

+32.63%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-8.90%

+8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-18.69%

+18.63%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

-24.52%

+24.34%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

-33.99%

+33.19%

Current Drawdown

Current decline from peak

0.00%

-2.66%

+2.66%

Average Drawdown

Average peak-to-trough decline

-0.16%

-3.69%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.92%

-1.91%

Volatility

USFR vs. VOO - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.73%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


USFRVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

3.73%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

9.31%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

12.08%

-11.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.40%

16.85%

-16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.78%

18.03%

-17.25%

USFR vs. VOO - Expense Ratio Comparison

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

USFR's dividend yield for the trailing twelve months is around 3.91%, more than VOO's 1.05% 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%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


USFR and VOO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOO has higher volatility (3.73%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs VOO's -33.99%.

On 10-year performance, VOO leads with 15.35% vs 2.41% for USFR. On fees, VOO 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, VOO has performed better with a 15.35% return vs 2.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOO 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 1.05% for VOO.

USFR is categorized as Government Bonds, while VOO is S&P 500. USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while VOO tracks S&P 500 Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.15% for USFR and 0.03% for VOO.

USFR currently has the higher Sharpe Ratio (14.95 vs 2.08), 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 VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer