USFR vs. VUSUX

Last updated Jun 4, 2026

USFR (WisdomTree Floating Rate Treasury Fund) and VUSUX (Vanguard Long-Term Treasury Fund Admiral Shares) are both Government Bonds funds. Over the past 10 years, USFR returned 2.47%/yr vs -1.01%/yr for VUSUX. At a correlation of -0.00, they often move in opposite directions. USFR charges 0.15%/yr vs 0.10%/yr for VUSUX.

Performance

USFR vs. VUSUX - Performance Comparison

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

Returns By Period

In the year-to-date period, USFR achieves a 1.60% return, which is significantly higher than VUSUX's -0.01% return. Over the past 10 years, USFR has outperformed VUSUX with an annualized return of 2.47%, while VUSUX has yielded a comparatively lower -1.01% annualized return.

USFR

• 1D: 0.02%
• 1M: 0.29%
• YTD: 1.60%
• 6M: 1.98%
• 1Y: 4.03%
• 3Y*: 4.76%
• 5Y*: 3.66%
• 10Y*: 2.47%

VUSUX

• 1D: 0.26%
• 1M: 1.18%
• YTD: -0.01%
• 6M: -1.12%
• 1Y: 5.94%
• 3Y*: -0.37%
• 5Y*: -4.93%
• 10Y*: -1.01%

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

USFR vs. VUSUX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
USFR WisdomTree Floating Rate Treasury Fund	1.60%	4.23%	5.47%	5.18%	1.98%	-0.03%	0.56%	2.02%	2.01%	1.03%
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares	-0.01%	5.66%	-6.30%	3.43%	-29.51%	-4.71%	18.10%	14.26%	-1.80%	8.72%

Correlation

The correlation between USFR and VUSUX is -0.08, 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	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	-0.09
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	-0.00

The correlation between USFR and VUSUX shifts across timeframes, from -0.09 (3 years) to 0.01 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

USFR vs. VUSUX — 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

VUSUX

VUSUX Risk / Return Rank: 8
VUSUX Sharpe Ratio Rank: 8
VUSUX Sortino Ratio Rank: 8
VUSUX Omega Ratio Rank: 7
VUSUX Calmar Ratio Rank: 8
VUSUX Martin Ratio Rank: 7

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. VUSUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX). 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	VUSUX	Difference
Sharpe ratio: Return per unit of total volatility	15.11	0.64	+14.47
Sortino ratio: Return per unit of downside risk	50.64	0.97	+49.67
Omega ratio: Gain probability vs. loss probability	13.43	1.11	+12.32
Calmar ratio: Return relative to maximum drawdown	203.42	0.81	+202.61
Martin ratio: Return relative to average drawdown	787.84	2.15	+785.69
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. VUSUX - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 15.11, which is higher than the VUSUX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of USFR and VUSUX, 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	VUSUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	15.11	0.64	+14.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	9.26	-0.34	+9.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	3.07	-0.07	+3.15
Sharpe Ratio (All Time) Calculated using the full available price history	1.60	0.30	+1.30

Drawdowns

USFR vs. VUSUX - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum VUSUX drawdown of -46.12%. Use the drawdown chart below to compare losses from any high point for USFR and VUSUX.

Drawdown Indicators

	USFR	VUSUX	Difference
Max Drawdown Largest peak-to-trough decline	-1.36%	-46.12%	+44.76%
Max Drawdown (1Y) Largest decline over 1 year	-0.02%	-7.18%	+7.16%
Max Drawdown (3Y) Largest decline over 3 years	-0.06%	-17.67%	+17.61%
Max Drawdown (5Y) Largest decline over 5 years	-0.18%	-41.34%	+41.16%
Max Drawdown (10Y) Largest decline over 10 years	-0.80%	-46.12%	+45.32%
Current Drawdown Current decline from peak	0.00%	-35.99%	+35.99%
Average Drawdown Average peak-to-trough decline	-0.16%	-11.53%	+11.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	2.71%	-2.70%

Volatility

USFR vs. VUSUX - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.06%, while Vanguard Long-Term Treasury Fund Admiral Shares (VUSUX) has a volatility of 2.72%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than VUSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USFR	VUSUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.06%	2.72%	-2.66%
Volatility (6M) Calculated over the trailing 6-month period	0.18%	6.18%	-6.00%
Volatility (1Y) Calculated over the trailing 1-year period	0.27%	9.09%	-8.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.40%	14.62%	-14.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.81%	13.76%	-12.95%

USFR vs. VUSUX - Expense Ratio Comparison

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

USFR's dividend yield for the trailing twelve months is around 3.91%, less than VUSUX's 4.56% 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%
VUSUX Vanguard Long-Term Treasury Fund Admiral Shares	4.56%	4.39%	4.15%	3.43%	3.05%	4.46%	10.28%	2.92%	2.91%	2.74%	5.38%	5.62%

Frequently Asked Questions

Can I hold both USFR and VUSUX in my portfolio?

USFR and VUSUX have a correlation of -0.08, 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 VUSUX?

VUSUX has higher volatility (2.72%) compared to USFR (0.06%). In terms of maximum drawdown, USFR dropped -1.36% vs VUSUX's -46.12%.

Which has better risk-adjusted returns?

USFR currently has the higher Sharpe Ratio (15.11 vs 0.64), 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.