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USIN vs. VGIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USIN vs. VGIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree 7-10 Year Laddered Treasury Fund (USIN) and Vanguard Intermediate-Term Treasury ETF (VGIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USIN achieves a -0.70% return, which is significantly lower than VGIT's -0.46% return.


USIN

1D
-0.24%
1M
-0.11%
YTD
-0.70%
6M
-1.21%
1Y
4.04%
3Y*
5Y*
10Y*

VGIT

1D
-0.19%
1M
-0.16%
YTD
-0.46%
6M
-0.60%
1Y
3.54%
3Y*
3.40%
5Y*
0.05%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USIN vs. VGIT - Yearly Performance Comparison


2026 (YTD)20252024
USIN
WisdomTree 7-10 Year Laddered Treasury Fund
-0.70%7.97%1.59%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.46%7.34%2.77%

Correlation

The correlation between USIN and VGIT is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.98

The correlation between USIN and VGIT has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

USIN vs. VGIT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USIN
USIN Risk / Return Rank: 2424
Overall Rank
USIN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
USIN Sortino Ratio Rank: 2525
Sortino Ratio Rank
USIN Omega Ratio Rank: 2323
Omega Ratio Rank
USIN Calmar Ratio Rank: 2323
Calmar Ratio Rank
USIN Martin Ratio Rank: 2424
Martin Ratio Rank

VGIT
VGIT Risk / Return Rank: 2727
Overall Rank
VGIT Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 2828
Sortino Ratio Rank
VGIT Omega Ratio Rank: 2626
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2626
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2626
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.

USIN vs. VGIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree 7-10 Year Laddered Treasury Fund (USIN) and Vanguard Intermediate-Term Treasury ETF (VGIT). 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.


USINVGITDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.15

1.18

-0.04

Calmar ratioReturn relative to maximum drawdown

0.99

1.25

-0.26

Martin ratioReturn relative to average drawdown

2.96

3.75

-0.79

USIN vs. VGIT - Sharpe Ratio Comparison

The current USIN Sharpe Ratio is 0.86, which is comparable to the VGIT Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of USIN and VGIT, 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


USINVGITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.05

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.49

+0.18

Drawdowns

USIN vs. VGIT - Drawdown Comparison

The maximum USIN drawdown since its inception was -6.88%, smaller than the maximum VGIT drawdown of -16.05%. Use the drawdown chart below to compare losses from any high point for USIN and VGIT.


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Drawdown Indicators


USINVGITDifference

Max Drawdown

Largest peak-to-trough decline

-6.88%

-16.05%

+9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-2.83%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-2.85%

-2.39%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.86%

-3.52%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.94%

+0.43%

Volatility

USIN vs. VGIT - Volatility Comparison

WisdomTree 7-10 Year Laddered Treasury Fund (USIN) has a higher volatility of 1.52% compared to Vanguard Intermediate-Term Treasury ETF (VGIT) at 1.05%. This indicates that USIN's price experiences larger fluctuations and is considered to be riskier than VGIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USINVGITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.05%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.30%

2.33%

+0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

4.74%

3.38%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.86%

5.38%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.86%

4.50%

+1.36%

USIN vs. VGIT - Expense Ratio Comparison

USIN has a 0.15% expense ratio, which is higher than VGIT'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

USIN vs. VGIT - Dividend Comparison

USIN's dividend yield for the trailing twelve months is around 3.98%, more than VGIT's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
USIN
WisdomTree 7-10 Year Laddered Treasury Fund
3.98%3.85%3.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.87%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


With a correlation of 0.98, USIN and VGIT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USIN has higher volatility (1.52%) compared to VGIT (1.05%). In terms of maximum drawdown, USIN dropped -6.88% vs VGIT's -16.05%.

On 1-year performance, USIN leads with 4.04% vs 3.54% for VGIT. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USIN has performed better with a 4.04% return vs 3.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 0.15% for USIN.

USIN has the higher dividend yield at 3.98%, compared with 3.87% for VGIT.

USIN tracks Bloomberg US Treasury 7-10 Year Laddered Index, while VGIT tracks Bloomberg U.S. Treasury 3-10 Year Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.15% for USIN and 0.03% for VGIT.

VGIT currently has the higher Sharpe Ratio (1.05 vs 0.86), 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

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