USFR vs. VUSXX
Compare and contrast key facts about WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and Vanguard Treasury Money Market Fund (VUSXX).
USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014. VUSXX is managed by Vanguard. It was launched on Sep 1, 2010.
Performance
USFR vs. VUSXX - Performance Comparison
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USFR vs. VUSXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 4.23% | 5.47% | 5.18% | 1.98% | -0.07% |
VUSXX Vanguard Treasury Money Market Fund | 0.59% | 4.25% | 1.65% | 0.43% | 0.00% | 0.00% |
Returns By Period
In the year-to-date period, USFR achieves a 0.93% return, which is significantly higher than VUSXX's 0.59% return.
USFR
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 0.93%
- 6M
- 2.02%
- 1Y
- 4.10%
- 3Y*
- 4.89%
- 5Y*
- 3.52%
- 10Y*
- 2.41%
VUSXX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.59%
- 6M
- 1.59%
- 1Y
- 3.76%
- 3Y*
- 2.30%
- 5Y*
- —
- 10Y*
- —
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USFR vs. VUSXX - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is higher than VUSXX's 0.08% 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%.
Return for Risk
USFR vs. VUSXX — Risk / Return Rank
USFR
VUSXX
USFR vs. VUSXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) and Vanguard Treasury Money Market Fund (VUSXX). 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 | VUSXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 14.37 | 3.68 | +10.69 |
Sortino ratioReturn per unit of downside risk | 42.77 | — | — |
Omega ratioGain probability vs. loss probability | 10.64 | — | — |
Calmar ratioReturn relative to maximum drawdown | 103.73 | — | — |
Martin ratioReturn relative to average drawdown | 661.88 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USFR | VUSXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 14.37 | 3.68 | +10.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 8.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 3.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 2.02 | -0.45 |
Correlation
The correlation between USFR and VUSXX is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
USFR vs. VUSXX - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 4.00%, more than VUSXX's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
VUSXX Vanguard Treasury Money Market Fund | 3.69% | 4.15% | 1.63% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USFR vs. VUSXX - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, which is greater than VUSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for USFR and VUSXX.
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Drawdown Indicators
| USFR | VUSXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | 0.00% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -0.04% | 0.00% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.16% | 0.00% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 0.00% | +0.01% |
Volatility
USFR vs. VUSXX - Volatility Comparison
WisdomTree Bloomberg Floating Rate Treasury Fund (USFR) has a higher volatility of 0.09% compared to Vanguard Treasury Money Market Fund (VUSXX) at 0.00%. This indicates that USFR's price experiences larger fluctuations and is considered to be riskier than VUSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USFR | VUSXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.09% | 0.00% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 0.19% | 0.77% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.29% | 1.17% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.41% | 0.72% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.81% | 0.72% | +0.09% |