USVN vs. UFIV
Compare and contrast key facts about US Treasury 7 Year Note ETF (USVN) and The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV).
USVN and UFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USVN is a passively managed fund by US Benchmark Series that tracks the performance of the ICE BofA Current 7-Year US Treasury Index - Benchmark TR Gross. It was launched on Mar 27, 2023. UFIV is a passively managed fund by US Benchmark Series that tracks the performance of the ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross. It was launched on Mar 27, 2023. Both USVN and UFIV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USVN or UFIV.
Key characteristics
| USVN | UFIV | |
|---|---|---|
| YTD Return | 0.92% | 1.43% |
| 1Y Return | 6.34% | 5.59% |
| Sharpe Ratio | 0.87 | 1.06 |
| Sortino Ratio | 1.30 | 1.58 |
| Omega Ratio | 1.15 | 1.19 |
| Calmar Ratio | 0.87 | 1.19 |
| Martin Ratio | 2.68 | 3.41 |
| Ulcer Index | 2.04% | 1.46% |
| Daily Std Dev | 6.25% | 4.70% |
| Max Drawdown | -8.27% | -5.64% |
| Current Drawdown | -3.91% | -2.89% |
Correlation
The correlation between USVN and UFIV is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
USVN vs. UFIV - Performance Comparison
In the year-to-date period, USVN achieves a 0.92% return, which is significantly lower than UFIV's 1.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USVN vs. UFIV - Expense Ratio Comparison
Both USVN and UFIV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
USVN vs. UFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for US Treasury 7 Year Note ETF (USVN) and The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV). 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.
Dividends
USVN vs. UFIV - Dividend Comparison
USVN's dividend yield for the trailing twelve months is around 4.10%, more than UFIV's 4.05% yield.
| TTM | 2023 | |
|---|---|---|
USVN US Treasury 7 Year Note ETF | 4.10% | 2.90% |
UFIV The RBB Fund, Inc.- US Treasury 5 Year Note ETF | 4.05% | 2.95% |
Drawdowns
USVN vs. UFIV - Drawdown Comparison
The maximum USVN drawdown since its inception was -8.27%, which is greater than UFIV's maximum drawdown of -5.64%. Use the drawdown chart below to compare losses from any high point for USVN and UFIV. For additional features, visit the drawdowns tool.
Volatility
USVN vs. UFIV - Volatility Comparison
US Treasury 7 Year Note ETF (USVN) has a higher volatility of 1.71% compared to The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) at 1.11%. This indicates that USVN's price experiences larger fluctuations and is considered to be riskier than UFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.