VIGI vs. USFR
VIGI (Vanguard International Dividend Appreciation ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - VIGI is a Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. Both are passively managed. Over the past 10 years, VIGI returned 8.24%/yr vs 2.43%/yr for USFR. At a correlation of -0.02, they often move in opposite directions. Both charge a 0.15% expense ratio.
Performance
VIGI vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, VIGI achieves a 2.46% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, VIGI has outperformed USFR with an annualized return of 8.24%, while USFR has yielded a comparatively lower 2.43% annualized return.
VIGI
- 1D
- -0.80%
- 1M
- -0.84%
- YTD
- 2.46%
- 6M
- 1.67%
- 1Y
- 7.64%
- 3Y*
- 10.08%
- 5Y*
- 4.26%
- 10Y*
- 8.24%
USFR
- 1D
- 0.04%
- 1M
- 0.33%
- YTD
- 1.82%
- 6M
- 1.92%
- 1Y
- 3.99%
- 3Y*
- 4.74%
- 5Y*
- 3.71%
- 10Y*
- 2.43%
VIGI vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIGI Vanguard International Dividend Appreciation ETF | 2.46% | 16.88% | 2.73% | 16.30% | -16.79% | 12.51% | 14.66% | 27.53% | -11.50% | 27.97% |
USFR WisdomTree Floating Rate Treasury Fund | 1.82% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between VIGI and USFR is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2016 | -0.02 |
The correlation between VIGI and USFR shifts across timeframes, from -0.13 (1 year) to -0.01 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
VIGI vs. USFR — Risk / Return Rank
VIGI
USFR
VIGI vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) 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.
| VIGI | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.08 | ||
| Sortino ratioReturn per unit of downside risk | -49.22 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 13.31 | -12.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 201.33 | -200.61 |
| Martin ratioReturn relative to average drawdown | 2.54 | 779.76 | -777.22 |
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Drawdowns
VIGI vs. USFR - Drawdown Comparison
The maximum VIGI drawdown since its inception was -31.01%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for VIGI and USFR.
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Drawdown Indicators
| VIGI | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.01% | -1.36% | -29.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -0.02% | -10.62% |
Max Drawdown (3Y)Largest decline over 3 years | -14.50% | -0.06% | -14.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -0.18% | -28.62% |
Max Drawdown (10Y)Largest decline over 10 years | -31.01% | -0.80% | -30.21% |
Current DrawdownCurrent decline from peak | -2.64% | 0.00% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -0.15% | -6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 0.01% | +3.00% |
Volatility
VIGI vs. USFR - Volatility Comparison
Vanguard International Dividend Appreciation ETF (VIGI) has a higher volatility of 3.19% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that VIGI'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
| VIGI | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 0.09% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 0.19% | +10.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 0.27% | +12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 0.40% | +14.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 0.78% | +14.99% |
VIGI vs. USFR - Expense Ratio Comparison
Both VIGI 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
VIGI vs. USFR - Dividend Comparison
VIGI's dividend yield for the trailing twelve months is around 2.15%, less than USFR's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
USFR WisdomTree Floating Rate Treasury Fund | 3.90% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
VIGI Vanguard International Dividend Appreciation ETF | 2.15% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% |
Frequently Asked Questions
VIGI and USFR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIGI has higher volatility (3.19%) compared to USFR (0.09%). In terms of maximum drawdown, VIGI dropped -31.01% vs USFR's -1.36%.
On 10-year performance, VIGI leads with 8.24% vs 2.43% for USFR. Both ETFs have the same 0.15% expense ratio. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VIGI has performed better with a 8.24% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VIGI and USFR have the same expense ratio: 0.15% per year.
USFR has the higher dividend yield at 3.90%, compared with 2.15% for VIGI.
VIGI is categorized as Dividend, while USFR is Government Bonds. VIGI tracks S&P Global Ex-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.
USFR currently has the higher Sharpe Ratio (14.67 vs 0.59), 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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