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USFR vs. VWRL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USFR vs. VWRL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USFR is traded in USD, while VWRL.L is traded in GBP. To make them comparable, the VWRL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, USFR achieves a 1.66% return, which is significantly lower than VWRL.L's 9.58% return. Over the past 10 years, USFR has underperformed VWRL.L with an annualized return of 2.41%, while VWRL.L has yielded a comparatively higher 12.64% 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%

VWRL.L

1D
0.00%
1M
0.31%
YTD
9.58%
6M
10.87%
1Y
25.94%
3Y*
20.13%
5Y*
10.81%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USFR vs. VWRL.L - 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%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
9.41%22.59%17.61%21.71%-18.22%18.96%15.56%26.94%-10.10%23.98%

Correlation

The correlation between USFR and VWRL.L is -0.15, 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

-0.15

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

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

-0.06

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

-0.04

The correlation between USFR and VWRL.L shifts across timeframes, from -0.15 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USFR vs. VWRL.L — 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

VWRL.L
VWRL.L Risk / Return Rank: 8686
Overall Rank
VWRL.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWRL.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRL.L Omega Ratio Rank: 8888
Omega Ratio Rank
VWRL.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VWRL.L Martin Ratio Rank: 8484
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. VWRL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L). 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.


USFRVWRL.LDifference
Sharpe ratioReturn per unit of total volatility

+12.78

Sortino ratioReturn per unit of downside risk

+47.47

Omega ratioGain probability vs. loss probability

13.43

1.39

+12.04

Calmar ratioReturn relative to maximum drawdown

203.42

2.84

+200.58

Martin ratioReturn relative to average drawdown

787.83

12.31

+775.52

USFR vs. VWRL.L - Sharpe Ratio Comparison

The current USFR Sharpe Ratio is 14.95, which is higher than the VWRL.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of USFR and VWRL.L, 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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Sharpe Ratios by Period


USFRVWRL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.95

2.17

+12.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.30

0.72

+8.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.09

0.81

+2.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

0.79

+0.82

Drawdowns

USFR vs. VWRL.L - Drawdown Comparison

The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum VWRL.L drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for USFR and VWRL.L.


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Drawdown Indicators


USFRVWRL.LDifference

Max Drawdown

Largest peak-to-trough decline

-1.36%

-33.11%

+31.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-9.11%

+9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.06%

-16.28%

+16.22%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

-26.74%

+26.56%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

-33.11%

+32.31%

Current Drawdown

Current decline from peak

0.00%

-2.59%

+2.59%

Average Drawdown

Average peak-to-trough decline

-0.16%

-4.53%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.10%

-2.09%

Volatility

USFR vs. VWRL.L - Volatility Comparison

The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) has a volatility of 3.54%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USFRVWRL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

3.54%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

9.29%

-9.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

11.92%

-11.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.40%

15.08%

-14.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.78%

15.56%

-14.78%

USFR vs. VWRL.L - Expense Ratio Comparison

USFR has a 0.15% expense ratio, which is lower than VWRL.L's 0.19% expense ratio. Despite the difference, 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. VWRL.L - Dividend Comparison

USFR's dividend yield for the trailing twelve months is around 3.91%, more than VWRL.L's 1.26% 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%
VWRL.L
Vanguard FTSE All-World UCITS ETF Distributing
1.26%1.39%1.49%1.72%2.03%1.45%1.58%1.95%2.22%1.90%1.95%2.00%

Frequently Asked Questions


USFR and VWRL.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USFR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USFR is cheaper with a 0.15% expense ratio, compared with 0.19% for VWRL.L.

USFR is categorized as Government Bonds, while VWRL.L is Global Equities. USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while VWRL.L tracks FTSE All-World Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.15% for USFR and 0.19% for VWRL.L.

Portfolio Optimizer

Find the right allocation for USFR and VWRL.L

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