USFR’s worst drop since 2014 was 2%
WisdomTree Floating Rate Treasury Fund (USFR) fell 2% from Feb 2014 to Dec 2014. It took 1.2 years from that peak to close at a new high, in Apr 2015. Over the same years the S&P 500 fell as much as 34%.
That drop is milder than most. It ranks 200th of the 203 ETFs PortfolioAutopsy tracks, counted from the deepest.
Drawdown from the last high, 2014 to now
How USFR held up in each crash
| Crash | Years | USFR | S&P 500 |
|---|---|---|---|
| Dot-com bust | 2000–02 | not trading yet | −47.5% |
| Financial crisis | 2007–09 | not trading yet | −55.2% |
| COVID crash | 2020 | −0.2% | −33.7% |
| 2022 rate shock | 2022 | −0.2% | −24.5% |
Each number is the deepest fall from a high inside that window, using daily prices with dividends reinvested.
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What was USFR’s maximum drawdown?
USFR’s deepest fall since 2014 was 2.1%, from its high on February 5, 2014 to its low on December 22, 2014. The figure uses daily prices with dividends reinvested.
How long did USFR take to recover?
1.2 years. USFR first closed above its Feb 2014 high again on April 20, 2015.
Was USFR riskier than the S&P 500?
Over the same years, USFR’s worst drop was 2.1% against 33.7% for the S&P 500 (SPY), and its worst 12 months were −1.7% against −19.7%.
Compare with
Daily adjusted closes from Yahoo Finance, February 5, 2014 through October 13, 2026, dividends reinvested. Historical facts, not a forecast and not investment advice.