WQTM vs. USFR

Last updated Jun 4, 2026

WQTM (WisdomTree Quantum Computing Fund) and USFR (WisdomTree Floating Rate Treasury Fund) are both exchange-traded funds - WQTM is a Technology Equities fund actively managed by WisdomTree, while USFR is a Government Bonds fund tracking the Bloomberg U.S. Treasury Floating Rate Bond Index. WQTM is actively managed, while USFR is passively managed. At a correlation of -0.08, they often move in opposite directions. WQTM charges 0.45%/yr vs 0.15%/yr for USFR.

Performance

WQTM vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Quantum Computing Fund (WQTM) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WQTM achieves a 53.55% return, which is significantly higher than USFR's 1.60% return.

WQTM

• 1D: -3.80%
• 1M: 23.76%
• YTD: 53.55%
• 6M: 48.21%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USFR

• 1D: 0.02%
• 1M: 0.29%
• YTD: 1.60%
• 6M: 1.98%
• 1Y: 4.03%
• 3Y*: 4.76%
• 5Y*: 3.66%
• 10Y*: 2.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WQTM vs. USFR - Yearly Performance Comparison

	2026 (YTD)	2025
WQTM WisdomTree Quantum Computing Fund	53.55%	-14.56%
USFR WisdomTree Floating Rate Treasury Fund	1.60%	0.98%

Correlation

The correlation between WQTM and USFR is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 10, 2025	-0.08

Return for Risk

WQTM vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USFR

USFR Risk / Return Rank: 100
USFR Sharpe Ratio Rank: 100
USFR Sortino Ratio Rank: 100
USFR Omega Ratio Rank: 100
USFR Calmar Ratio Rank: 100
USFR Martin Ratio Rank: 100

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WQTM vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Quantum Computing Fund (WQTM) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	WQTM	USFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	15.11	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	9.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	3.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	1.60	-0.35

Drawdowns

WQTM vs. USFR - Drawdown Comparison

The maximum WQTM drawdown since its inception was -26.13%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for WQTM and USFR.

Drawdown Indicators

	WQTM	USFR	Difference
Max Drawdown Largest peak-to-trough decline	-26.13%	-1.36%	-24.77%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-0.06%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-0.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-0.80%	—
Current Drawdown Current decline from peak	-3.80%	0.00%	-3.80%
Average Drawdown Average peak-to-trough decline	-11.75%	-0.16%	-11.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.01%	—

Volatility

Volatility by Period

	WQTM	USFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.18%	—
Volatility (1Y) Calculated over the trailing 1-year period	41.98%	0.27%	+41.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.98%	0.40%	+41.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.98%	0.81%	+41.17%

WQTM vs. USFR - Expense Ratio Comparison

WQTM has a 0.45% expense ratio, which is higher than USFR's 0.15% expense ratio.

Dividends

WQTM vs. USFR - Dividend Comparison

WQTM has not paid dividends to shareholders, while USFR's dividend yield for the trailing twelve months is around 3.91%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
WQTM WisdomTree Quantum Computing Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WQTM and USFR in my portfolio?

WQTM and USFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WQTM or USFR?

On fees, USFR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WQTM or USFR?

USFR is cheaper with a 0.15% expense ratio, compared with 0.45% for WQTM.

Which ETF pays a higher dividend yield, WQTM or USFR?

USFR has the higher dividend yield at 3.91%, compared with 0.00% for WQTM.

What is the main difference between WQTM and USFR?

WQTM is categorized as Technology Equities, while USFR is Government Bonds. Their fees differ too: 0.45% for WQTM and 0.15% for USFR.