USFR vs HYG

Comparison between WISDOMTREE FLOATING RATE TREASURY FUND (USFR, ETF) and ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF (HYG, ETF).

5-Year PerformanceHYG has outperformed USFR, delivering a return of +3.9% compared to +3.6%

USFR vs HYG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	USFR(ETF)	HYG(ETF)
Net Assets	$17B	$17B
Expense Ratio	0.15%	0.49%
Max Drawdown	1.36%	41.90%
Sharpe Ratio	1.42	1.00
5Y Beta	0.00	0.24
5Y Dividends CAGR	109.04%	4.66%

Net Assets

USFR

$17B

HYG

$17B

Expense Ratio

Winner

USFR

0.15%

HYG

0.49%

Max Drawdown

Winner

USFR

1.36%

HYG

41.90%

Sharpe Ratio

Winner

USFR

1.42

HYG

1.00

5Y Beta

Winner

USFR

0.00

HYG

0.24

5Y Dividends CAGR

Winner

USFR

109.04%

HYG

4.66%

USFR vs HYG - Historical Returns

Returns include dividend reinvestment.

Period	USFR	HYG
1 month	+0.35%	+0.03%
3 months	+0.90%	+0.35%
6 months	+2.02%	+2.12%
1 year	+4.08%	+6.72%
5 years(CAGR)	+3.63%	+3.93%
10 years(CAGR)	+2.45%	+5.00%
Max(CAGR)	+1.94%	+4.96%

Winner

USFR

+0.35%

HYG

+0.03%

Winner

USFR

+0.90%

HYG

+0.35%

USFR

+2.02%

Winner

HYG

+2.12%

USFR

+4.08%

Winner

HYG

+6.72%

5Y(CAGR)

USFR

+3.63%

Winner

HYG

+3.93%

10Y(CAGR)

USFR

+2.45%

Winner

HYG

+5.00%

Max(CAGR)

USFR

+1.94%

Winner

HYG

+4.96%

USFR vs HYG - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	USFR	HYG
2026	+1.37%	+0.99%
2025	+4.21%	+8.34%
2024	+5.42%	+8.33%
2023	+5.18%	+11.32%
2022	+1.98%	-10.95%
2021	-0.03%	+3.96%
2020	+0.52%	+4.04%
2019	+2.02%	+14.24%
2018	+1.72%	-2.11%
2017	+1.03%	+5.63%
2016	+0.90%	+14.09%
2015	-0.12%	-5.03%
2014	-0.64%	+1.72%
2013	N/A	+4.77%
2012	N/A	+11.30%
2011	N/A	+6.68%
2010	N/A	+11.02%
2009	N/A	+28.98%
2008	N/A	-16.57%
2007	N/A	+1.62%

USFR vs HYG Drawdown Comparison

The maximum drawdown for USFR was -1.36%, occurring on Nov 25, 2015. Recovery took 421 trading sessions.

The maximum drawdown for HYG was -34.28%, occurring on Nov 20, 2008. Recovery took 556 trading sessions.

The current HYG drawdown is -0.45%.

Rank	USFR	HYG
#1	-1.36% Jun 15, 2015 - Feb 14, 2017	-34.28% Sep 19, 2007 - Dec 2, 2009
#2	-1.06% Feb 4, 2014 - Apr 20, 2015	-22.03% Feb 13, 2020 - Nov 4, 2020
#3	-0.80% Nov 17, 2017 - Apr 2, 2018	-15.79% Dec 27, 2021 - Mar 7, 2024
#4	-0.40% Jun 26, 2017 - Jul 28, 2017	-13.44% Apr 15, 2015 - Jul 8, 2016
#5	-0.35% Apr 20, 2015 - Jun 15, 2015	-10.05% Jul 22, 2011 - Oct 24, 2011
#6	-0.31% Jul 28, 2017 - Aug 4, 2017	-8.38% May 25, 2007 - Sep 18, 2007
#7	-0.30% Apr 3, 2017 - May 24, 2017	-7.90% Oct 27, 2011 - Dec 23, 2011
#8	-0.28% Feb 17, 2017 - Apr 3, 2017	-7.07% Apr 23, 2010 - Jul 20, 2010
#9	-0.28% Aug 4, 2017 - Sep 8, 2017	-7.05% May 8, 2013 - Nov 29, 2013
#10	-0.23% Feb 24, 2020 - Mar 19, 2020	-6.42% Jun 25, 2014 - Apr 15, 2015
#11	-0.22% Mar 19, 2020 - Apr 8, 2020	-6.41% Oct 1, 2018 - Jan 31, 2019
#12	-0.18% May 6, 2020 - Aug 7, 2020	-6.05% Jan 8, 2010 - Mar 16, 2010
#13	-0.18% May 2, 2022 - Jun 29, 2022	-4.56% May 18, 2011 - Jul 7, 2011
#14	-0.15% Sep 26, 2017 - Oct 25, 2017	-4.56% Feb 28, 2025 - May 12, 2025
#15	-0.12% Oct 1, 2020 - Jan 25, 2022	-4.50% May 2, 2012 - Jun 29, 2012

Correlation

Correlation between USFR and HYG is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2007 - 2026)

USFR vs HYG dividend yield comparison.

Year	USFR	HYG
2026	1.20%	2.00%
2025	4.15%	5.71%
2024	5.17%	6.01%
2023	5.12%	5.74%
2022	1.78%	5.30%
2021	0.01%	4.02%
2020	0.40%	4.88%
2019	2.08%	4.99%
2018	1.67%	5.54%
2017	1.03%	5.12%
2016	0.29%	5.27%
2015	0.00%	5.90%
2014	0.00%	5.69%
2013	0.00%	6.10%
2012	0.00%	6.60%
2011	0.00%	7.51%
2010	0.00%	8.25%
2009	0.00%	9.48%
2008	0.00%	10.08%
2007	0.00%	5.23%