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XOVR vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XOVR vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ERShares Private-Public Crossover ETF (XOVR) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XOVR achieves a -1.49% return, which is significantly lower than USFR's 1.78% return.


XOVR

1D
-4.20%
1M
1.59%
YTD
-1.49%
6M
-3.22%
1Y
9.80%
3Y*
18.26%
5Y*
4.34%
10Y*

USFR

1D
0.00%
1M
0.29%
YTD
1.78%
6M
1.89%
1Y
3.97%
3Y*
4.72%
5Y*
3.70%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XOVR vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XOVR
ERShares Private-Public Crossover ETF
-1.49%11.83%33.21%51.89%-41.09%-7.24%50.39%31.72%-5.02%1.54%
USFR
WisdomTree Floating Rate Treasury Fund
1.78%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%0.18%

Correlation

The correlation between XOVR and USFR is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2017

-0.02

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Return for Risk

XOVR vs. USFR — Risk / Return Rank

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

XOVR
XOVR Risk / Return Rank: 1414
Overall Rank
XOVR Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XOVR Sortino Ratio Rank: 1414
Sortino Ratio Rank
XOVR Omega Ratio Rank: 1515
Omega Ratio Rank
XOVR Calmar Ratio Rank: 1212
Calmar Ratio Rank
XOVR Martin Ratio Rank: 1212
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
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.

XOVR vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ERShares Private-Public Crossover ETF (XOVR) 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.


XOVRUSFRDifference
Sharpe ratioReturn per unit of total volatility

-14.21

Sortino ratioReturn per unit of downside risk

-49.13

Omega ratioGain probability vs. loss probability

1.09

13.24

-12.15

Calmar ratioReturn relative to maximum drawdown

0.40

200.29

-199.89

Martin ratioReturn relative to average drawdown

0.89

775.73

-774.85

XOVR vs. USFR - Sharpe Ratio Comparison

The current XOVR Sharpe Ratio is 0.45, which is lower than the USFR Sharpe Ratio of 14.65. The chart below compares the historical Sharpe Ratios of XOVR and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XOVR vs. USFR - Drawdown Comparison

The maximum XOVR drawdown since its inception was -56.28%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for XOVR and USFR.


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Drawdown Indicators


XOVRUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-56.28%

-1.36%

-54.92%

Max Drawdown (1Y)

Largest decline over 1 year

-24.32%

-0.02%

-24.30%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

-0.06%

-25.17%

Max Drawdown (5Y)

Largest decline over 5 years

-49.35%

-0.18%

-49.17%

Max Drawdown (10Y)

Largest decline over 10 years

-0.80%

Current Drawdown

Current decline from peak

-8.61%

0.00%

-8.61%

Average Drawdown

Average peak-to-trough decline

-18.34%

-0.15%

-18.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.05%

0.01%

+11.04%

Volatility

XOVR vs. USFR - Volatility Comparison

ERShares Private-Public Crossover ETF (XOVR) has a higher volatility of 10.63% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.08%. This indicates that XOVR'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


XOVRUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

0.08%

+10.55%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

0.19%

+17.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

0.27%

+21.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.47%

0.40%

+26.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.00%

0.78%

+26.22%

XOVR vs. USFR - Expense Ratio Comparison

XOVR has a 0.75% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

XOVR vs. USFR - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
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%
XOVR
ERShares Private-Public Crossover ETF
0.00%0.00%0.00%0.00%0.00%57.75%6.31%0.08%3.71%0.08%0.00%

Frequently Asked Questions


XOVR and USFR have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOVR has higher volatility (10.63%) compared to USFR (0.08%). In terms of maximum drawdown, XOVR dropped -56.28% vs USFR's -1.36%.

On 5-year performance, XOVR leads with 4.34% vs 3.70% for USFR. On fees, USFR is cheaper at 0.15% 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 5-year period, XOVR has performed better with a 4.34% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.75% for XOVR.

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

XOVR is categorized as Large Cap Growth Equities, while USFR is Government Bonds. They also come from different issuers: ERShares and WisdomTree. Their fees differ too: 0.75% for XOVR and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.65 vs 0.45), 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.

Portfolio Optimizer

Find the right allocation for XOVR and USFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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