USFR vs. VXUS
USFR (WisdomTree Floating Rate Treasury Fund) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, USFR returned 2.42%/yr vs 10.22%/yr for VXUS. At a correlation of -0.00, they often move in opposite directions. USFR charges 0.15%/yr vs 0.05%/yr for VXUS.
Performance
USFR vs. VXUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, USFR achieves a 1.72% return, which is significantly lower than VXUS's 13.69% return. Over the past 10 years, USFR has underperformed VXUS with an annualized return of 2.42%, while VXUS has yielded a comparatively higher 10.22% annualized return.
USFR
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.72%
- 6M
- 1.96%
- 1Y
- 4.03%
- 3Y*
- 4.77%
- 5Y*
- 3.70%
- 10Y*
- 2.42%
VXUS
- 1D
- 0.40%
- 1M
- 0.71%
- YTD
- 13.69%
- 6M
- 15.52%
- 1Y
- 28.39%
- 3Y*
- 18.37%
- 5Y*
- 8.32%
- 10Y*
- 10.22%
USFR vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 13.69% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between USFR and VXUS is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
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 | -0.00 |
The correlation between USFR and VXUS shifts across timeframes, from -0.13 (1 year) to -0.00 (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. VXUS — Risk / Return Rank
USFR
VXUS
USFR vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Floating Rate Treasury Fund (USFR) and Vanguard Total International Stock ETF (VXUS). 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.
| USFR | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +13.18 | ||
| Sortino ratioReturn per unit of downside risk | +48.20 | ||
| Omega ratioGain probability vs. loss probability | 13.43 | 1.33 | +12.10 |
| Calmar ratioReturn relative to maximum drawdown | 203.42 | 2.53 | +200.89 |
| Martin ratioReturn relative to average drawdown | 787.83 | 9.72 | +778.10 |
Loading charts...
Drawdowns
USFR vs. VXUS - Drawdown Comparison
The maximum USFR drawdown since its inception was -1.36%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for USFR and VXUS.
Loading charts...
Drawdown Indicators
| USFR | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.36% | -35.97% | +34.61% |
Max Drawdown (1Y)Largest decline over 1 year | -0.02% | -11.27% | +11.25% |
Max Drawdown (3Y)Largest decline over 3 years | -0.06% | -13.58% | +13.52% |
Max Drawdown (5Y)Largest decline over 5 years | -0.18% | -29.44% | +29.26% |
Max Drawdown (10Y)Largest decline over 10 years | -0.80% | -35.97% | +35.17% |
Current DrawdownCurrent decline from peak | 0.00% | -1.47% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -0.16% | -8.21% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 2.93% | -2.92% |
Volatility
USFR vs. VXUS - Volatility Comparison
The current volatility for WisdomTree Floating Rate Treasury Fund (USFR) is 0.08%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.71%. This indicates that USFR experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USFR | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 6.71% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 0.19% | 14.02% | -13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.27% | 16.09% | -15.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.40% | 16.21% | -15.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.78% | 17.20% | -16.42% |
USFR vs. VXUS - Expense Ratio Comparison
USFR has a 0.15% expense ratio, which is higher than VXUS's 0.05% 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. VXUS - Dividend Comparison
USFR's dividend yield for the trailing twelve months is around 3.91%, more than VXUS's 2.67% 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% |
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
USFR and VXUS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.71%) compared to USFR (0.08%). In terms of maximum drawdown, USFR dropped -1.36% vs VXUS's -35.97%.
On 10-year performance, VXUS leads with 10.22% vs 2.42% for USFR. On fees, VXUS is cheaper at 0.05% 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, VXUS has performed better with a 10.22% return vs 2.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.15% for USFR.
USFR has the higher dividend yield at 3.91%, compared with 2.67% for VXUS.
USFR is categorized as Government Bonds, while VXUS is Global Equities. USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.15% for USFR and 0.05% for VXUS.
USFR currently has the higher Sharpe Ratio (14.95 vs 1.77), 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.
Find the right allocation for USFR and VXUS
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