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UTRE vs. UFIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTRE vs. UFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 3 Year Note ETF (UTRE) and The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV). The values are adjusted to include any dividend payments, if applicable.

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UTRE vs. UFIV - Yearly Performance Comparison


2026 (YTD)202520242023
UTRE
US Treasury 3 Year Note ETF
0.13%5.68%2.96%2.16%
UFIV
The RBB Fund, Inc.- US Treasury 5 Year Note ETF
-0.04%6.89%1.09%1.58%

Returns By Period

In the year-to-date period, UTRE achieves a 0.13% return, which is significantly higher than UFIV's -0.04% return.


UTRE

1D
0.12%
1M
-0.85%
YTD
0.13%
6M
1.22%
1Y
3.73%
3Y*
3.57%
5Y*
10Y*

UFIV

1D
0.21%
1M
-1.52%
YTD
-0.04%
6M
0.90%
1Y
3.81%
3Y*
3.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTRE vs. UFIV - Expense Ratio Comparison

Both UTRE 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%.


Return for Risk

UTRE vs. UFIV — Risk / Return Rank

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

UTRE
UTRE Risk / Return Rank: 8484
Overall Rank
UTRE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UTRE Sortino Ratio Rank: 8989
Sortino Ratio Rank
UTRE Omega Ratio Rank: 8080
Omega Ratio Rank
UTRE Calmar Ratio Rank: 8585
Calmar Ratio Rank
UTRE Martin Ratio Rank: 8181
Martin Ratio Rank

UFIV
UFIV Risk / Return Rank: 5959
Overall Rank
UFIV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
UFIV Sortino Ratio Rank: 6262
Sortino Ratio Rank
UFIV Omega Ratio Rank: 4949
Omega Ratio Rank
UFIV Calmar Ratio Rank: 6767
Calmar Ratio Rank
UFIV Martin Ratio Rank: 5555
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.

UTRE vs. UFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 3 Year Note ETF (UTRE) 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.


UTREUFIVDifference

Sharpe ratio

Return per unit of total volatility

1.64

1.07

+0.58

Sortino ratio

Return per unit of downside risk

2.52

1.62

+0.90

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.12

Calmar ratio

Return relative to maximum drawdown

2.63

1.70

+0.92

Martin ratio

Return relative to average drawdown

9.11

5.44

+3.67

UTRE vs. UFIV - Sharpe Ratio Comparison

The current UTRE Sharpe Ratio is 1.64, which is higher than the UFIV Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of UTRE and UFIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UTREUFIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.07

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.33

0.71

+0.62

Correlation

The correlation between UTRE and UFIV is 0.96, 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.


Dividends

UTRE vs. UFIV - Dividend Comparison

UTRE's dividend yield for the trailing twelve months is around 3.81%, less than UFIV's 3.87% yield.


TTM202520242023
UTRE
US Treasury 3 Year Note ETF
3.81%3.60%4.01%3.14%
UFIV
The RBB Fund, Inc.- US Treasury 5 Year Note ETF
3.87%3.66%4.00%2.96%

Drawdowns

UTRE vs. UFIV - Drawdown Comparison

The maximum UTRE drawdown since its inception was -2.80%, smaller than the maximum UFIV drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for UTRE and UFIV.


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Drawdown Indicators


UTREUFIVDifference

Max Drawdown

Largest peak-to-trough decline

-2.80%

-5.63%

+2.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-2.31%

+0.87%

Current Drawdown

Current decline from peak

-0.85%

-1.52%

+0.67%

Average Drawdown

Average peak-to-trough decline

-0.77%

-1.55%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.72%

-0.31%

Volatility

UTRE vs. UFIV - Volatility Comparison

The current volatility for US Treasury 3 Year Note ETF (UTRE) is 0.82%, while The RBB Fund, Inc.- US Treasury 5 Year Note ETF (UFIV) has a volatility of 1.27%. This indicates that UTRE experiences smaller price fluctuations and is considered to be less risky than UFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTREUFIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

1.27%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

2.16%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

2.28%

3.59%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.74%

4.44%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

4.44%

-1.70%