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VIG vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIG vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Dividend Appreciation ETF (VIG) 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, VIG achieves a 8.21% return, which is significantly higher than USFR's 1.72% return. Over the past 10 years, VIG has outperformed USFR with an annualized return of 13.32%, while USFR has yielded a comparatively lower 2.42% annualized return.


VIG

1D
0.49%
1M
3.27%
YTD
8.21%
6M
7.66%
1Y
20.11%
3Y*
15.75%
5Y*
11.11%
10Y*
13.32%

USFR

1D
0.00%
1M
0.29%
YTD
1.72%
6M
1.92%
1Y
4.01%
3Y*
4.74%
5Y*
3.70%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIG vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIG
Vanguard Dividend Appreciation ETF
8.21%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%
USFR
WisdomTree Floating Rate Treasury Fund
1.72%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between VIG and USFR is -0.17, 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

-0.17

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

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2014

0.01

The correlation between VIG and USFR shifts across timeframes, from -0.17 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VIG vs. USFR — Risk / Return Rank

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

VIG
VIG Risk / Return Rank: 6565
Overall Rank
VIG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 7272
Sortino Ratio Rank
VIG Omega Ratio Rank: 6767
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6262
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.

VIG vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation ETF (VIG) 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.


VIGUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.85

Sortino ratioReturn per unit of downside risk

-47.50

Omega ratioGain probability vs. loss probability

1.36

13.37

-12.01

Calmar ratioReturn relative to maximum drawdown

2.55

202.37

-199.82

Martin ratioReturn relative to average drawdown

10.30

783.80

-773.49

VIG vs. USFR - Sharpe Ratio Comparison

The current VIG Sharpe Ratio is 2.00, which is lower than the USFR Sharpe Ratio of 14.85. The chart below compares the historical Sharpe Ratios of VIG 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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Drawdowns

VIG vs. USFR - Drawdown Comparison

The maximum VIG drawdown since its inception was -46.81%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for VIG and USFR.


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Drawdown Indicators


VIGUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-46.81%

-1.36%

-45.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-0.02%

-7.89%

Max Drawdown (3Y)

Largest decline over 3 years

-14.95%

-0.06%

-14.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-0.18%

-20.21%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

-0.80%

-30.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.51%

-0.16%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.01%

+1.95%

Volatility

VIG vs. USFR - Volatility Comparison

Vanguard Dividend Appreciation ETF (VIG) has a higher volatility of 2.83% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that VIG'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


VIGUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

0.08%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

0.19%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

0.27%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

0.40%

+13.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

0.78%

+15.29%

VIG vs. USFR - Expense Ratio Comparison

VIG has a 0.04% 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

VIG vs. USFR - Dividend Comparison

VIG's dividend yield for the trailing twelve months is around 1.46%, less than USFR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.46%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


VIG and USFR have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIG has higher volatility (2.83%) compared to USFR (0.08%). In terms of maximum drawdown, VIG dropped -46.81% vs USFR's -1.36%.

On 10-year performance, VIG leads with 13.32% vs 2.42% for USFR. On fees, VIG is cheaper at 0.04% 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 10-year period, VIG has performed better with a 13.32% return vs 2.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.15% for USFR.

USFR has the higher dividend yield at 3.91%, compared with 1.46% for VIG.

VIG is categorized as Dividend, while USFR is Government Bonds. VIG tracks S&P U.S. Dividend Growers Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.04% for VIG and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.85 vs 2.00), 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

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