VXUS vs. USFR
VXUS (Vanguard Total International Stock ETF) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US 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, VXUS returned 10.22%/yr vs 2.42%/yr for USFR. At a correlation of -0.00, they often move in opposite directions. VXUS charges 0.05%/yr vs 0.15%/yr for USFR.
Performance
VXUS vs. USFR - Performance Comparison
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Returns By Period
In the year-to-date period, VXUS achieves a 13.69% return, which is significantly higher than USFR's 1.72% return. Over the past 10 years, VXUS has outperformed USFR with an annualized return of 10.22%, while USFR has yielded a comparatively lower 2.42% annualized return.
VXUS
- 1D
- 0.40%
- 1M
- 0.71%
- YTD
- 13.69%
- 6M
- 15.52%
- 1Y
- 28.39%
- 3Y*
- 18.37%
- 5Y*
- 8.32%
- 10Y*
- 10.22%
USFR
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 1.72%
- 6M
- 1.96%
- 1Y
- 4.03%
- 3Y*
- 4.77%
- 5Y*
- 3.70%
- 10Y*
- 2.42%
VXUS vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 13.69% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
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 VXUS 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 | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
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 | -0.00 |
The correlation between VXUS and USFR shifts across timeframes, from -0.13 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VXUS vs. USFR — Risk / Return Rank
VXUS
USFR
VXUS vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.
| VXUS | USFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.18 | ||
| Sortino ratioReturn per unit of downside risk | -48.20 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 13.43 | -12.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 203.42 | -200.89 |
| Martin ratioReturn relative to average drawdown | 9.72 | 787.83 | -778.10 |
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Drawdowns
VXUS vs. USFR - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for VXUS and USFR.
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Drawdown Indicators
| VXUS | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -1.36% | -34.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -0.02% | -11.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -0.06% | -13.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -0.18% | -29.26% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -0.80% | -35.17% |
Current DrawdownCurrent decline from peak | -1.47% | 0.00% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -0.16% | -8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 0.01% | +2.92% |
Volatility
VXUS vs. USFR - Volatility Comparison
Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.71% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that VXUS'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
| VXUS | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 0.08% | +6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.02% | 0.19% | +13.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 0.27% | +15.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.21% | 0.40% | +15.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 0.78% | +16.42% |
VXUS vs. USFR - Expense Ratio Comparison
VXUS has a 0.05% 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
VXUS vs. USFR - Dividend Comparison
VXUS's dividend yield for the trailing twelve months is around 2.67%, 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% |
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
VXUS 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.
VXUS has higher volatility (6.71%) compared to USFR (0.08%). In terms of maximum drawdown, VXUS dropped -35.97% vs USFR's -1.36%.
On 10-year performance, VXUS leads with 10.22% vs 2.42% for USFR. On fees, VXUS is cheaper at 0.05% 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, VXUS has performed better with a 10.22% return vs 2.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.15% for USFR.
USFR has the higher dividend yield at 3.91%, compared with 2.67% for VXUS.
VXUS is categorized as Global Equities, while USFR is Government Bonds. VXUS tracks FTSE Global All Cap ex US 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: 0.05% for VXUS and 0.15% for USFR.
USFR currently has the higher Sharpe Ratio (14.95 vs 1.77), 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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