WFIG vs. FLRN
WFIG (WisdomTree U.S. Corporate Bond Fund) and FLRN (SPDR Bloomberg Barclays Investment Grade Floating Rate ETF) are both Corporate Bonds funds - WFIG tracks the WisdomTree Fundamental Corporate Bond Index while FLRN tracks the Bloomberg US Floating Rate Notes (<5 Y). Both are passively managed. Over the past 10 years, WFIG returned 2.47%/yr vs 3.04%/yr for FLRN. At a 0.07 correlation, their price movements are largely independent. WFIG charges 0.18%/yr vs 0.15%/yr for FLRN.
Performance
WFIG vs. FLRN - Performance Comparison
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Returns By Period
In the year-to-date period, WFIG achieves a 0.19% return, which is significantly lower than FLRN's 1.84% return. Over the past 10 years, WFIG has underperformed FLRN with an annualized return of 2.47%, while FLRN has yielded a comparatively higher 3.04% annualized return.
WFIG
- 1D
- -0.45%
- 1M
- -0.38%
- YTD
- 0.19%
- 6M
- 0.35%
- 1Y
- 5.27%
- 3Y*
- 5.20%
- 5Y*
- 0.50%
- 10Y*
- 2.47%
FLRN
- 1D
- 0.00%
- 1M
- 0.35%
- YTD
- 1.84%
- 6M
- 2.12%
- 1Y
- 4.85%
- 3Y*
- 5.59%
- 5Y*
- 4.19%
- 10Y*
- 3.04%
WFIG vs. FLRN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIG WisdomTree U.S. Corporate Bond Fund | 0.19% | 7.85% | 2.28% | 8.48% | -16.25% | -1.52% | 9.75% | 13.97% | -2.01% | 7.00% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 1.84% | 5.01% | 6.32% | 6.54% | 1.31% | 0.39% | 0.77% | 4.02% | 1.39% | 1.81% |
Correlation
The correlation between WFIG and FLRN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2016 | 0.07 |
The correlation between WFIG and FLRN shifts across timeframes, from 0.07 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WFIG vs. FLRN — Risk / Return Rank
WFIG
FLRN
WFIG vs. FLRN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). 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.
| WFIG | FLRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.84 | ||
| Sortino ratioReturn per unit of downside risk | -11.17 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 3.38 | -2.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 21.39 | -19.42 |
| Martin ratioReturn relative to average drawdown | 6.12 | 128.78 | -122.65 |
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
| WFIG | FLRN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 7.12 | -5.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 2.49 | -2.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.72 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.50 | -0.17 |
Drawdowns
WFIG vs. FLRN - Drawdown Comparison
The maximum WFIG drawdown since its inception was -22.92%, which is greater than FLRN's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for WFIG and FLRN.
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Drawdown Indicators
| WFIG | FLRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.92% | -14.64% | -8.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.69% | -0.23% | -2.46% |
Max Drawdown (3Y)Largest decline over 3 years | -6.22% | -1.43% | -4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -22.92% | -2.16% | -20.76% |
Max Drawdown (10Y)Largest decline over 10 years | -22.92% | -14.64% | -8.28% |
Current DrawdownCurrent decline from peak | -1.60% | -0.03% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -1.83% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.86% | 0.04% | +0.82% |
Volatility
WFIG vs. FLRN - Volatility Comparison
WisdomTree U.S. Corporate Bond Fund (WFIG) has a higher volatility of 1.34% compared to SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) at 0.16%. This indicates that WFIG's price experiences larger fluctuations and is considered to be riskier than FLRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIG | FLRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 0.16% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | 0.53% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.15% | 0.68% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.13% | 1.69% | +5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 4.20% | +3.34% |
WFIG vs. FLRN - Expense Ratio Comparison
WFIG has a 0.18% expense ratio, which is higher than FLRN's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WFIG vs. FLRN - Dividend Comparison
WFIG's dividend yield for the trailing twelve months is around 4.89%, more than FLRN's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 4.51% | 4.89% | 5.67% | 5.68% | 1.95% | 0.39% | 1.22% | 2.76% | 2.39% | 1.64% | 1.06% | 0.63% |
WFIG WisdomTree U.S. Corporate Bond Fund | 4.89% | 4.82% | 4.67% | 4.19% | 4.25% | 2.50% | 2.61% | 3.00% | 3.27% | 2.88% | 2.35% | 0.00% |
Frequently Asked Questions
WFIG and FLRN have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WFIG has higher volatility (1.34%) compared to FLRN (0.16%). In terms of maximum drawdown, WFIG dropped -22.92% vs FLRN's -14.64%.
On 10-year performance, FLRN leads with 3.04% vs 2.47% for WFIG. On fees, FLRN is cheaper at 0.15% per year. On volatility, FLRN has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FLRN has performed better with a 3.04% return vs 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLRN is cheaper with a 0.15% expense ratio, compared with 0.18% for WFIG.
WFIG has the higher dividend yield at 4.89%, compared with 4.51% for FLRN.
WFIG tracks WisdomTree Fundamental Corporate Bond Index, while FLRN tracks Bloomberg US Floating Rate Notes (<5 Y). They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.18% for WFIG and 0.15% for FLRN.
FLRN currently has the higher Sharpe Ratio (7.12 vs 1.28), 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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