UTHY vs. USFR
UTHY (US Treasury 30 Year Bond ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both Government Bonds funds - UTHY tracks the ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross while USFR tracks the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 3 years, UTHY returned -2.16%/yr vs 4.76%/yr for USFR. At a correlation of -0.09, they often move in opposite directions. Both charge a 0.15% expense ratio.
Performance
UTHY vs. USFR - Performance Comparison
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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%
UTHY vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
UTHY
USFR
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.
| UTHY | USFR | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UTHY | USFR | Difference | |
|---|---|---|---|
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
| UTHY | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.44% | 0.00% | -11.44% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -0.16% | -10.56% |
Ulcer IndexDepth 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
| UTHY | USFR | Difference | |
|---|---|---|---|
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.
| 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% |
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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