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UTWY vs. TFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTWY vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 20 Year Bond ETF (UTWY) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTWY achieves a -3.22% return, which is significantly lower than TFLO's 2.22% return.


UTWY

1D
-0.65%
1M
-3.22%
6M
-3.26%
YTD
-3.22%
1Y
-1.66%
3Y*
-0.41%
5Y*
10Y*
ALL TIME*
-1.63%

TFLO

1D
0.00%
1M
0.28%
6M
1.88%
YTD
2.22%
1Y
3.88%
3Y*
4.66%
5Y*
3.77%
10Y*
2.41%
ALL TIME*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$79.31M$72.74M$75.47M
$108.36K$60.31K$63.45K

UTWY vs. TFLO - Yearly Performance Comparison


2026 (YTD)202520242023
UTWY
F/m US Treasury 20 Year Bond ETF
-3.22%4.82%-4.92%-1.86%
TFLO
iShares Treasury Floating Rate Bond ETF
2.22%4.22%5.34%4.10%

Correlation

The correlation between UTWY and TFLO is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.06

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

-0.05

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Return for Risk

UTWY vs. TFLO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

UTWY
UTWY Risk / Return Rank: 1010
Overall Rank
UTWY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UTWY Sortino Ratio Rank: 99
Sortino Ratio Rank
UTWY Omega Ratio Rank: 99
Omega Ratio Rank
UTWY Calmar Ratio Rank: 1010
Calmar Ratio Rank
UTWY Martin Ratio Rank: 1010
Martin Ratio Rank

TFLO
TFLO Risk / Return Rank: 100100
Overall Rank
TFLO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TFLO Sortino Ratio Rank: 100100
Sortino Ratio Rank
TFLO Omega Ratio Rank: 100100
Omega Ratio Rank
TFLO Calmar Ratio Rank: 100100
Calmar Ratio Rank
TFLO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

UTWY vs. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 20 Year Bond ETF (UTWY) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.


UTWYTFLODifference
Sharpe ratioReturn per unit of total volatility

-13.78

Sortino ratioReturn per unit of downside risk

-47.37

Omega ratioGain probability vs. loss probability

1.00

12.34

-11.34

Calmar ratioReturn relative to maximum drawdown

-0.05

199.41

-199.46

Martin ratioReturn relative to average drawdown

-0.12

766.49

-766.61

UTWY vs. TFLO - Sharpe Ratio Comparison

The current UTWY Sharpe Ratio is -0.05, which is lower than the TFLO Sharpe Ratio of 13.73. The chart below compares the historical Sharpe Ratios of UTWY and TFLO, 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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Drawdowns

UTWY vs. TFLO - Drawdown Comparison

The maximum UTWY drawdown since its inception was -18.19%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for UTWY and TFLO.


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Drawdown Indicators


UTWYTFLODifference

Max Drawdown

Largest peak-to-trough decline

-18.19%

-5.01%

-13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-0.02%

-6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-11.88%

-0.04%

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

Current Drawdown

Current decline from peak

-8.47%

0.00%

-8.47%

Average Drawdown

Average peak-to-trough decline

-6.98%

-0.10%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.01%

+2.99%

Volatility

UTWY vs. TFLO - Volatility Comparison

F/m US Treasury 20 Year Bond ETF (UTWY) has a higher volatility of 2.09% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.08%. This indicates that UTWY's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTWYTFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

0.08%

+2.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.01%

0.19%

+5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

0.29%

+7.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.97%

0.35%

+10.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.97%

0.45%

+10.52%

UTWY vs. TFLO - Expense Ratio Comparison

Both UTWY and TFLO 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

UTWY vs. TFLO - Dividend Comparison

UTWY's dividend yield for the trailing twelve months is around 5.27%, more than TFLO's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
TFLO
iShares Treasury Floating Rate Bond ETF
3.47%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%
UTWY
F/m US Treasury 20 Year Bond ETF
4.85%4.62%4.56%2.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTWY and TFLO have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTWY has higher volatility (2.09%) compared to TFLO (0.08%). In terms of maximum drawdown, UTWY dropped -18.19% vs TFLO's -5.01%.

On 3-year performance, TFLO leads with 4.66% vs -0.41% for UTWY. Both ETFs have the same 0.15% expense ratio. On volatility, TFLO 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 3-year period, TFLO has performed better with a 4.66% return vs -0.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTWY and TFLO have the same expense ratio: 0.15% per year.

UTWY has the higher dividend yield at 4.85%, compared with 3.47% for TFLO.

UTWY tracks Bloomberg US Treasury Bellwether 20 Year Index, while TFLO tracks Bloomberg U.S. Treasury Floating Rate Index. They also come from different issuers: F/m and iShares.

TFLO currently has the higher Sharpe Ratio (13.73 vs -0.05), 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.

Portfolio Optimizer

Find the right allocation for UTWY and TFLO

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