WisdomTree Floating Rate Treasury Fund (USFR) Performance
USFR total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +3.2% since Dec 31, 2025
- 1 year
- +4.1% total return
- 5 years
- +4.0% a year
- 10 years
- +2.6% a year
- Since first price
- +2.0% a year since 2014
USFR trailing returns vs AGG, TLT, SPY
| Period | USFR total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.4% | +0.0% | +0.9% | +1.5% | −1.0% |
| 3 months | +1.1% | +0.1% | −0.4% | −1.0% | +3.2% |
| 6 months | +2.0% | +0.2% | −1.5% | −3.8% | +7.8% |
| YTD | +3.2% | +0.4% | −1.0% | −3.4% | +12.3% |
| 1 year | +4.1% | +0.3% | −1.1% | −6.9% | +14.4% |
| 3 years | +14.4%+4.6%/yr | +0.1% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | +21.6%+4.0%/yr | +0.6% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| 10 years | +28.8%+2.6%/yr | +1.0% | +14.0%+1.3%/yr | −18.7%−2.0%/yr | +315.9%+15.3%/yr |
| Since inceptionFeb 4, 2014 | +28.8%+2.0%/yr | +0.9% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: USFR vs AGG
From Feb 4, 2014: USFR grew to $12,880, AGG to $12,589.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
USFR returns by calendar year
9 of 11 full years positive. Best 2024 (+5.5%), worst 2015 (−0.1%). 2026 is year to date.
USFR annual returns table
| Year | USFR | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +3.2% | −0.0% | −1.0% | −3.4% | +12.3% |
| 2025 | +4.2% | −0.0% | +7.2% | +4.3% | +17.7% |
| 2024 | +5.5% | −0.1% | +1.3% | −8.1% | +24.9% |
| 2023 | +5.2% | −0.0% | +5.7% | +2.8% | +26.2% |
| 2022 | +2.0% | −0.2% | −13.0% | −31.2% | −18.2% |
| 2021 | −0.0% | −0.1% | −1.8% | −4.6% | +28.7% |
| 2020 | +0.6% | −0.2% | +7.5% | +18.2% | +18.3% |
| 2019 | +2.0% | −0.1% | +8.5% | +14.1% | +31.2% |
| 2018 | +2.0% | −0.2% | +0.1% | −1.6% | −4.6% |
| 2017 | +1.0% | −0.8% | +3.6% | +9.2% | +21.7% |
| 2016 | +0.9% | −0.4% | +2.4% | +1.2% | +12.0% |
| 2015 | −0.1% | −1.4% | +0.5% | −1.8% | +1.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
USFR risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2014 |
|---|---|---|---|---|
| Annualized return | +4.6% | +3.9% | +2.6% | +2.0% |
| Volatility (annualized) | 0.3% | 0.5% | 0.6% | 0.9% |
| Sharpe ratio | 0.83 | 1.25 | 0.87 | 0.29 |
| Sortino ratio | 1.30 | 2.50 | 1.52 | 0.43 |
| Best month | +0.5% | +0.5% | +0.5% | +1.1% |
| Worst month | +0.3% | −0.1% | −0.2% | −1.2% |
| Best 12 months | +5.5% | +5.6% | +5.6% | +5.6% |
| Worst 12 months | +4.0% | +1.0% | −0.0% | −0.8% |
| Positive months | 100% | 93% | 86% | 80% |
| Beta vs S&P 500 | 0.00 | 0.00 | -0.00 | — |
| Correlation with S&P 500 | 0.10 | 0.06 | -0.02 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
USFR rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 139 | −0.8% | +1.7% | +5.6% | 91% |
| 3-year (a year) | 115 | +0.1% | +1.6% | +5.0% | 100% |
| 5-year (a year) | 91 | +0.8% | +1.4% | +4.0% | 100% |
| 10-year (a year) | 31 | +1.5% | +2.1% | +2.6% | 100% |
Every holding period starting at a month-end since 2014. Returns for 3 years and longer are annualized.
USFR performance overview
WisdomTree Floating Rate Treasury Fund (USFR) returned +4.1% over the past year and +2.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2014 it has returned +2.0% a year, turning $10,000 into about $12,880. Over the same year U.S. bonds (AGG) returned −1.1%.
Related: USFR chart, USFR dividends, USFR bond profile. See the USFR overview for the latest quote and fund facts.
USFR performance FAQ
What is the USFR return over the past year?
USFR returned +4.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 0.3%.
What is the average annual return of USFR?
USFR has returned +4.0% a year over 5 years, +2.6% a year over 10 years, +2.0% a year since February 4, 2014 (total return, distributions reinvested).
How much would $10,000 invested in USFR be worth?
$10,000 invested in USFR at its first recorded close on February 4, 2014 would be worth about $12,880 on October 23, 2026 with distributions reinvested.
What was the worst year for USFR?
The worst calendar year was 2015, with a total return of −0.1%. The best was 2024 at +5.5%.
How volatile is USFR?
Over the past 3 years USFR had an annualized volatility of 0.3% and a Sharpe ratio of 0.83 (excess return over 1–3 month T-bills per unit of risk).