USXF vs. USFR
USXF (iShares ESG Advanced MSCI USA ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - USXF is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 5 years, USXF returned 15.57%/yr vs 3.70%/yr for USFR. At a correlation of -0.02, they often move in opposite directions. USXF charges 0.10%/yr vs 0.15%/yr for USFR.
Performance
USXF vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, USXF achieves a 21.17% return, which is significantly higher than USFR's 1.78% return.
USXF
- 1D
- 0.37%
- 1M
- 4.92%
- YTD
- 21.17%
- 6M
- 20.48%
- 1Y
- 36.70%
- 3Y*
- 26.99%
- 5Y*
- 15.57%
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.78%
- 6M
- 1.89%
- 1Y
- 3.97%
- 3Y*
- 4.72%
- 5Y*
- 3.70%
- 10Y*
- 2.43%
USXF vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 21.17% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 23.07% |
USFR WisdomTree Floating Rate Treasury Fund | 1.78% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.04% |
Correlation
The correlation between USXF and USFR 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 | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | -0.02 |
The correlation between USXF and USFR shifts across timeframes, from -0.13 (1 year) to -0.02 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
USXF vs. USFR — Risk / Return Rank
USXF
USFR
USXF vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) and WisdomTree Floating Rate Treasury Fund (USFR). 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.
| USXF | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.53 | ||
| Sortino ratioReturn per unit of downside risk | -47.09 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 13.24 | -11.87 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 200.29 | -196.68 |
| Martin ratioReturn relative to average drawdown | 13.89 | 775.73 | -761.84 |
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Drawdowns
USXF vs. USFR - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for USXF and USFR.
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Drawdown Indicators
| USXF | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -1.36% | -28.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -0.02% | -10.17% |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | -0.06% | -20.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -0.18% | -29.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -0.18% | 0.00% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -6.39% | -0.15% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 0.01% | +2.64% |
Volatility
USXF vs. USFR - Volatility Comparison
iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 7.80% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USXF | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 0.08% | +7.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 0.19% | +14.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 0.27% | +17.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 0.40% | +19.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 0.78% | +18.54% |
USXF vs. USFR - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is lower than USFR's 0.15% 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
USXF vs. USFR - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.79%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USXF iShares ESG Advanced MSCI USA ETF | 0.79% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USXF and USFR 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.
USXF has higher volatility (7.80%) compared to USFR (0.08%). In terms of maximum drawdown, USXF dropped -29.54% vs USFR's -1.36%.
On 5-year performance, USXF leads with 15.57% vs 3.70% for USFR. On fees, USXF is cheaper at 0.10% 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 5-year period, USXF has performed better with a 15.57% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USXF is cheaper with a 0.10% expense ratio, compared with 0.15% for USFR.
USFR has the higher dividend yield at 3.91%, compared with 0.79% for USXF.
USXF is categorized as Large Cap Growth Equities, while USFR is Government Bonds. USXF tracks MSCI USA Choice ESG Screened Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.10% for USXF and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.65 vs 2.12), 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.
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