WDAF vs. USFR
Compare and contrast key facts about WisdomTree Asia Defense Fund (WDAF) and WisdomTree Bloomberg Floating Rate Treasury Fund (USFR).
WDAF and USFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDAF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Asia Defense Index. It was launched on Sep 10, 2025. USFR is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg U.S. Treasury Floating Rate Bond Index. It was launched on Feb 4, 2014. Both WDAF and USFR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WDAF vs. USFR - Performance Comparison
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WDAF vs. USFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WDAF WisdomTree Asia Defense Fund | 11.28% | -7.62% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.93% | 1.28% |
Returns By Period
In the year-to-date period, WDAF achieves a 11.28% return, which is significantly higher than USFR's 0.93% return.
WDAF
- 1D
- 3.09%
- 1M
- -8.09%
- YTD
- 11.28%
- 6M
- 1.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USFR
- 1D
- 0.00%
- 1M
- 0.27%
- YTD
- 0.93%
- 6M
- 2.02%
- 1Y
- 4.10%
- 3Y*
- 4.89%
- 5Y*
- 3.52%
- 10Y*
- 2.41%
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WDAF vs. USFR - Expense Ratio Comparison
WDAF has a 0.45% expense ratio, which is higher than USFR's 0.15% expense ratio.
Return for Risk
WDAF vs. USFR — Risk / Return Rank
WDAF
USFR
WDAF vs. USFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Asia Defense Fund (WDAF) and WisdomTree Bloomberg 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| WDAF | USFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 14.37 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 8.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 3.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 1.57 | -1.39 |
Correlation
The correlation between WDAF and USFR is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
WDAF vs. USFR - Dividend Comparison
WDAF's dividend yield for the trailing twelve months is around 0.12%, less than USFR's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WDAF WisdomTree Asia Defense Fund | 0.12% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% |
Drawdowns
WDAF vs. USFR - Drawdown Comparison
The maximum WDAF drawdown since its inception was -18.21%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for WDAF and USFR.
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Drawdown Indicators
| WDAF | USFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.21% | -1.36% | -16.85% |
Max Drawdown (1Y)Largest decline over 1 year | — | -0.04% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.80% | — |
Current DrawdownCurrent decline from peak | -15.68% | 0.00% | -15.68% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -0.16% | -5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.01% | — |
Volatility
WDAF vs. USFR - Volatility Comparison
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Volatility by Period
| WDAF | USFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.09% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 0.19% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 29.89% | 0.29% | +29.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.89% | 0.41% | +29.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.89% | 0.81% | +29.08% |