USSH vs. FFUT

Last updated Jun 4, 2026

USSH (WisdomTree 1-3 Year Laddered Treasury Fund) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - USSH is a Government Bonds fund tracking the Bloomberg US Treasury 1-3 Year Laddered Index, while FFUT is a Systematic Trend fund actively managed by Fidelity. USSH is passively managed, while FFUT is actively managed. At a correlation of -0.38, they often move in opposite directions. USSH charges 0.15%/yr vs 0.80%/yr for FFUT.

Performance

USSH vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USSH achieves a 0.39% return, which is significantly lower than FFUT's 12.74% return.

USSH

• 1D: -0.06%
• 1M: 0.06%
• YTD: 0.39%
• 6M: 0.66%
• 1Y: 3.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FFUT

• 1D: -0.90%
• 1M: 1.16%
• YTD: 12.74%
• 6M: 14.35%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

USSH vs. FFUT - Yearly Performance Comparison

	2026 (YTD)	2025
USSH WisdomTree 1-3 Year Laddered Treasury Fund	0.39%	2.78%
FFUT Fidelity Managed Futures ETF	12.74%	8.26%

Correlation

The correlation between USSH and FFUT is -0.38, 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 (All Time) Calculated using the full available price history since Jun 6, 2025	-0.38

Return for Risk

USSH vs. FFUT — Risk / Return Rank

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

USSH

USSH Risk / Return Rank: 82
USSH Sharpe Ratio Rank: 79
USSH Sortino Ratio Rank: 91
USSH Omega Ratio Rank: 86
USSH Calmar Ratio Rank: 75
USSH Martin Ratio Rank: 78

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.

USSH vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree 1-3 Year Laddered Treasury Fund (USSH) and Fidelity Managed Futures ETF (FFUT). 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.

	USSH	FFUT	Difference
Sharpe ratio Return per unit of total volatility	2.54	—	—
Sortino ratio Return per unit of downside risk	4.29	—	—
Omega ratio Gain probability vs. loss probability	1.52	—	—
Calmar ratio Return relative to maximum drawdown	3.76	—	—
Martin ratio Return relative to average drawdown	14.91	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	USSH	FFUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.74	2.01	+0.74

Drawdowns

USSH vs. FFUT - Drawdown Comparison

The maximum USSH drawdown since its inception was -1.01%, smaller than the maximum FFUT drawdown of -2.84%. Use the drawdown chart below to compare losses from any high point for USSH and FFUT.

Drawdown Indicators

	USSH	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-1.01%	-2.84%	+1.83%
Max Drawdown (1Y) Largest decline over 1 year	-0.87%	—	—
Current Drawdown Current decline from peak	-0.33%	-0.90%	+0.57%
Average Drawdown Average peak-to-trough decline	-0.20%	-0.88%	+0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.22%	—	—

Volatility

Volatility by Period

	USSH	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.88%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.29%	11.17%	-9.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.53%	11.17%	-9.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.53%	11.17%	-9.64%

USSH vs. FFUT - Expense Ratio Comparison

USSH has a 0.15% expense ratio, which is lower than FFUT's 0.80% expense ratio.

Dividends

USSH vs. FFUT - Dividend Comparison

USSH's dividend yield for the trailing twelve months is around 3.64%, more than FFUT's 1.85% yield.

Position	TTM	2025	2024
FFUT Fidelity Managed Futures ETF	1.85%	2.09%	0.00%
USSH WisdomTree 1-3 Year Laddered Treasury Fund	3.64%	3.67%	3.22%

Frequently Asked Questions

Can I hold both USSH and FFUT in my portfolio?

USSH and FFUT have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, USSH or FFUT?

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

Which ETF is cheaper, USSH or FFUT?

USSH is cheaper with a 0.15% expense ratio, compared with 0.80% for FFUT.

Which ETF pays a higher dividend yield, USSH or FFUT?

USSH has the higher dividend yield at 3.64%, compared with 1.85% for FFUT.

What is the main difference between USSH and FFUT?

USSH is categorized as Government Bonds, while FFUT is Systematic Trend. They also come from different issuers: WisdomTree and Fidelity. Their fees differ too: 0.15% for USSH and 0.80% for FFUT.