VTI vs. USFR
VTI (Vanguard Total Stock Market ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market 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, VTI returned 14.84%/yr vs 2.41%/yr for USFR. At a 0.01 correlation, their price movements are largely independent. VTI charges 0.03%/yr vs 0.15%/yr for USFR.
Performance
VTI vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, VTI achieves a 9.05% return, which is significantly higher than USFR's 1.66% return. Over the past 10 years, VTI has outperformed USFR with an annualized return of 14.84%, while USFR has yielded a comparatively lower 2.41% annualized return.
VTI
- 1D
- 0.30%
- 1M
- 0.44%
- YTD
- 9.05%
- 6M
- 8.94%
- 1Y
- 24.96%
- 3Y*
- 21.05%
- 5Y*
- 12.25%
- 10Y*
- 14.84%
USFR
- 1D
- 0.00%
- 1M
- 0.29%
- YTD
- 1.66%
- 6M
- 1.98%
- 1Y
- 4.03%
- 3Y*
- 4.74%
- 5Y*
- 3.67%
- 10Y*
- 2.41%
VTI vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.05% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
USFR WisdomTree Floating Rate Treasury Fund | 1.66% | 4.23% | 5.47% | 5.18% | 1.98% | -0.03% | 0.56% | 2.02% | 2.01% | 1.03% |
Correlation
The correlation between VTI and USFR is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014 | 0.01 |
The correlation between VTI and USFR shifts across timeframes, from -0.12 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VTI vs. USFR — Risk / Return Rank
VTI
USFR
VTI vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.
| VTI | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.93 | ||
| Sortino ratioReturn per unit of downside risk | -47.91 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 13.43 | -12.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 203.42 | -200.61 |
| Martin ratioReturn relative to average drawdown | 12.85 | 787.83 | -774.99 |
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
| VTI | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 14.95 | -12.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 9.30 | -8.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 3.09 | -2.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.61 | -1.10 |
Drawdowns
VTI vs. USFR - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for VTI and USFR.
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Drawdown Indicators
| VTI | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -1.36% | -54.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -0.02% | -8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -0.06% | -19.24% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -0.18% | -25.18% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -0.80% | -34.20% |
Current DrawdownCurrent decline from peak | -2.64% | 0.00% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -0.16% | -7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 0.01% | +1.94% |
Volatility
VTI vs. USFR - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 3.88% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that VTI'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
| VTI | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 0.08% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 0.19% | +9.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 0.27% | +12.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 0.40% | +17.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 0.78% | +17.55% |
VTI vs. USFR - Expense Ratio Comparison
VTI has a 0.03% 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
VTI vs. USFR - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, less than USFR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTI and USFR have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (3.88%) compared to USFR (0.08%). In terms of maximum drawdown, VTI dropped -55.45% vs USFR's -1.36%.
On 10-year performance, VTI leads with 14.84% vs 2.41% for USFR. On fees, VTI is cheaper at 0.03% 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, VTI has performed better with a 14.84% return vs 2.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.15% for USFR.
USFR has the higher dividend yield at 3.91%, compared with 1.03% for VTI.
VTI is categorized as Large Cap Blend Equities, while USFR is Government Bonds. VTI tracks CRSP US Total Market 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: 0.03% for VTI and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.95 vs 2.02), 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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