WisdomTree Floating Rate Treasury ETF (USFR)

25.08 +0.01  +0.04% NYSE Arca Nov 15, 16:58 Delayed 2m USD
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Key Stats

Net Asset Value 25.07
Discount or Premium to NAV -0.02%
Turnover Ratio 170.0%
1 Year Fund Level Flows 1.149B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.26% 0.22% 0.03% 3
3M 0.50% 0.52% 0.29% 17
6M 0.87% 0.95% 1.63% 93
YTD 1.80% 1.85% 3.03% 95
1Y 2.07% 2.05% 4.06% 95
3Y 1.50% 1.59% 1.44% 32
5Y 0.97% 1.03% 1.12% 66
10Y -- -- 1.23% --
15Y -- -- 2.22% --
20Y -- -- 3.03% --
As of Nov. 14, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.00% 0.00% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 100.0% 100.0% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Nov. 13, 2019

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Nov. 13, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

USFR Bond Exposure

Government 100.0%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.00%
Derivative 0.00%
As of Nov. 13, 2019

USFR Bond Credit Quality Exposure

AAA 100.0%
AA 0.00%
A 0.00%
BBB 0.00%
BB 0.00%
B 0.00%
Below B 0.00%
As of Sept. 30, 2019

USFR Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 100.0%
3 to 5 Years 0.00%
5 to 7 Years 0.00%
7 to 10 Years 0.00%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Nov. 13, 2019
View More Holdings

Top 4 Holdings

Symbol Name % Weight Price % Chg
ASSF United States Treasury Notes 1.66% 29.90% -- --
ASSF United States Treasury Notes 1.64% 29.89% -- --
ASSF United States Treasury Notes 1.75% 29.50% -- --
ASSF United States Treasury Notes 1.83% 10.71% -- --
As of Nov. 13, 2019
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Basic Info

Investment Strategy
The investment seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Treasury Floating Rate Bond Index (the "index"). The fund invests at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is designed to measure the performance of floating rate public obligations of the U.S. Treasury. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style High Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Short Government
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name WisdomTree
Benchmark Index
Bloomberg US Trsy Float Rate Bd TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Paul Benson 3.56 yrs
Stephanie Shu 3.56 yrs

Net Fund Flows

1M 58.26M
3M -806.54M
6M -700.51M
YTD 555.20M
1Y 1.149B
3Y 1.731B
5Y 1.729B
10Y --
As of Oct. 31, 2019

Risk Info

Beta (5Y) 0.0253
Max Drawdown (All) 1.36%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -1.816
30-Day Rolling Volatility 0.62%
Daily Value at Risk (VaR) 1% (All) 0.40%
Monthly Value at Risk (VaR) 1% (All) 0.84%

Fundamentals

Dividend Yield TTM (11-15-19) 2.17%
30-Day SEC Yield (2-28-19) 2.33%
7-Day SEC Yield --
Current Yield --
Yield to Maturity 2.07%
Effective Duration 0.02
Average Coupon 1.74%
Average Credit Score 1.00 (AAA)
Average Price 100.01
Number of Holdings 4
As of Nov. 13, 2019

Comparables

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Attributes

Key Dates
Inception Date 2/4/2014
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 3/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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