WRLD vs. TFLO

Last updated Apr 2, 2026

Compare and contrast key facts about World Acceptance Corporation (WRLD) and iShares Treasury Floating Rate Bond ETF (TFLO).

TFLO is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Treasury Floating Rate Index. It was launched on Feb 3, 2014.

Performance

WRLD vs. TFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in World Acceptance Corporation (WRLD) and iShares Treasury Floating Rate Bond ETF (TFLO). The values are adjusted to include any dividend payments, if applicable.

WRLD vs. TFLO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WRLD World Acceptance Corporation	0.85%	24.86%	-13.86%	97.95%	-73.13%	140.10%	18.31%	-15.51%	26.68%	25.58%
TFLO iShares Treasury Floating Rate Bond ETF	0.94%	4.22%	5.34%	5.12%	1.99%	-0.02%	0.43%	2.04%	1.76%	1.01%

Returns By Period

In the year-to-date period, WRLD achieves a 0.85% return, which is significantly lower than TFLO's 0.94% return. Over the past 10 years, WRLD has outperformed TFLO with an annualized return of 15.04%, while TFLO has yielded a comparatively lower 2.27% annualized return.

WRLD

• 1D: 4.84%
• 1M: 3.46%
• YTD: 0.85%
• 6M: -16.48%
• 1Y: 9.26%
• 3Y*: 19.34%
• 5Y*: 1.69%
• 10Y*: 15.04%

TFLO

• 1D: 0.02%
• 1M: 0.30%
• YTD: 0.94%
• 6M: 2.01%
• 1Y: 4.08%
• 3Y*: 4.85%
• 5Y*: 3.49%
• 10Y*: 2.27%

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

Return for Risk

WRLD vs. TFLO — Risk / Return Rank

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

WRLD

WRLD Risk / Return Rank: 45
WRLD Sharpe Ratio Rank: 47
WRLD Sortino Ratio Rank: 42
WRLD Omega Ratio Rank: 44
WRLD Calmar Ratio Rank: 45
WRLD Martin Ratio Rank: 45

TFLO

TFLO Risk / Return Rank: 100
TFLO Sharpe Ratio Rank: 100
TFLO Sortino Ratio Rank: 100
TFLO Omega Ratio Rank: 100
TFLO Calmar Ratio Rank: 100
TFLO 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.

WRLD vs. TFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for World Acceptance Corporation (WRLD) and iShares Treasury Floating Rate Bond ETF (TFLO). 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.

	WRLD	TFLO	Difference
Sharpe ratio Return per unit of total volatility	0.19	13.82	-13.64
Sortino ratio Return per unit of downside risk	0.56	45.26	-44.69
Omega ratio Gain probability vs. loss probability	1.08	11.00	-9.92
Calmar ratio Return relative to maximum drawdown	0.19	207.22	-207.02
Martin ratio Return relative to average drawdown	0.42	736.01	-735.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WRLD vs. TFLO - Sharpe Ratio Comparison

The current WRLD Sharpe Ratio is 0.19, which is lower than the TFLO Sharpe Ratio of 13.82. The chart below compares the historical Sharpe Ratios of WRLD and TFLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WRLD	TFLO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	13.82	-13.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	9.84	-9.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	4.54	-4.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.97	-0.72

Correlation

The correlation between WRLD and TFLO is -0.02. 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

WRLD vs. TFLO - Dividend Comparison

WRLD has not paid dividends to shareholders, while TFLO's dividend yield for the trailing twelve months is around 4.00%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WRLD World Acceptance Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TFLO iShares Treasury Floating Rate Bond ETF	4.00%	4.16%	5.21%	4.88%	1.68%	0.00%	0.36%	2.08%	1.65%	0.86%	0.31%	0.15%

Drawdowns

WRLD vs. TFLO - Drawdown Comparison

The maximum WRLD drawdown since its inception was -77.65%, which is greater than TFLO's maximum drawdown of -5.01%. Use the drawdown chart below to compare losses from any high point for WRLD and TFLO.

Drawdown Indicators

	WRLD	TFLO	Difference
Max Drawdown Largest peak-to-trough decline	-77.65%	-5.01%	-72.64%
Max Drawdown (1Y) Largest decline over 1 year	-37.34%	-0.02%	-37.32%
Max Drawdown (5Y) Largest decline over 5 years	-77.00%	-0.13%	-76.87%
Max Drawdown (10Y) Largest decline over 10 years	-77.00%	-0.50%	-76.50%
Current Drawdown Current decline from peak	-45.34%	0.00%	-45.34%
Average Drawdown Average peak-to-trough decline	-33.18%	-0.10%	-33.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.41%	0.01%	+17.40%

Volatility

WRLD vs. TFLO - Volatility Comparison

World Acceptance Corporation (WRLD) has a higher volatility of 13.52% compared to iShares Treasury Floating Rate Bond ETF (TFLO) at 0.07%. This indicates that WRLD's price experiences larger fluctuations and is considered to be riskier than TFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WRLD	TFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.52%	0.07%	+13.45%
Volatility (6M) Calculated over the trailing 6-month period	41.14%	0.21%	+40.93%
Volatility (1Y) Calculated over the trailing 1-year period	50.50%	0.30%	+50.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.84%	0.36%	+54.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.32%	0.50%	+54.82%