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UTHY vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTHY vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 30 Year Bond ETF (UTHY) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTHY achieves a -0.35% return, which is significantly lower than USFR's 1.60% return.


UTHY

1D
-0.33%
1M
0.79%
YTD
-0.35%
6M
-1.86%
1Y
4.46%
3Y*
-2.16%
5Y*
10Y*

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTHY vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023
UTHY
US Treasury 30 Year Bond ETF
-0.35%3.47%-8.07%-2.67%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%4.10%

Correlation

The correlation between UTHY and USFR is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.11

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2023

-0.09

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Return for Risk

UTHY vs. USFR — Risk / Return Rank

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

UTHY
UTHY Risk / Return Rank: 1616
Overall Rank
UTHY Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 1515
Sortino Ratio Rank
UTHY Omega Ratio Rank: 1515
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1717
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1616
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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.

UTHY vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) 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.


UTHYUSFRDifference
Sharpe ratioReturn per unit of total volatility

-14.64

Sortino ratioReturn per unit of downside risk

-49.89

Omega ratioGain probability vs. loss probability

1.08

13.43

-12.35

Calmar ratioReturn relative to maximum drawdown

0.61

203.42

-202.81

Martin ratioReturn relative to average drawdown

1.54

787.84

-786.30

UTHY vs. USFR - Sharpe Ratio Comparison

The current UTHY Sharpe Ratio is 0.48, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of UTHY and USFR, 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


UTHYUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

15.11

-14.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

9.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

3.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

1.60

-1.79

Drawdowns

UTHY vs. USFR - Drawdown Comparison

The maximum UTHY drawdown since its inception was -21.86%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for UTHY and USFR.


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Drawdown Indicators


UTHYUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-1.36%

-20.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-0.02%

-7.32%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-0.06%

-18.52%

Max Drawdown (5Y)

Largest decline over 5 years

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-11.44%

0.00%

-11.44%

Average Drawdown

Average peak-to-trough decline

-10.72%

-0.16%

-10.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

0.01%

+2.90%

Volatility

UTHY vs. USFR - Volatility Comparison

US Treasury 30 Year Bond ETF (UTHY) has a higher volatility of 2.72% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that UTHY'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


UTHYUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

0.06%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

0.18%

+6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

9.41%

0.27%

+9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

0.40%

+13.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.65%

0.81%

+12.84%

UTHY vs. USFR - Expense Ratio Comparison

Both UTHY and USFR 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%.


Dividends

UTHY vs. USFR - Dividend Comparison

UTHY's dividend yield for the trailing twelve months is around 4.64%, more than USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
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%
UTHY
US Treasury 30 Year Bond ETF
4.64%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTHY and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTHY has higher volatility (2.72%) compared to USFR (0.06%). In terms of maximum drawdown, UTHY dropped -21.86% vs USFR's -1.36%.

On 3-year performance, USFR leads with 4.76% vs -2.16% for UTHY. Both ETFs have the same 0.15% expense ratio. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USFR has performed better with a 4.76% return vs -2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTHY and USFR have the same expense ratio: 0.15% per year.

UTHY has the higher dividend yield at 4.64%, compared with 3.91% for USFR.

UTHY tracks ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: US Benchmark Series and WisdomTree.

USFR currently has the higher Sharpe Ratio (15.11 vs 0.48), 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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