The takeaway
WisdomTree Floating Rate Treasury Fund shows a slight seasonal lean over 10 years of data — strongest in February (+0.2%) and softest in May (+0.2%).
Right now
In July, the fund has risen 78% of years, averaging +0.2%, roughly 1.9 pts behind the S&P 500.
The full picture
WisdomTree Floating Rate Treasury Fund's most dependable month has been February, higher in 9 of 10 years; May has been its least reliable, up just 67% of the time.
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| 2016 | — | — | — | — |
Month by month
Across the year the fund has stayed close to the S&P 500 — no single month stands out as a real edge.
“vs S&P” is WisdomTree Floating Rate Treasury Fund’s average for a month minus the S&P 500’s average for that same month — isolating WisdomTree Floating Rate Treasury Fund’s own seasonal edge from broad market drift.
Reality check
Over the last 5 years, February has closed higher 80% of the time versus 90% across the last 10 years — the pattern is holding.
Figures are the typical (median) February return and how often it rose — the last 5 years versus the last 10(the heatmap’s default window). This verdict stays anchored to that 10-year window even if you zoom the chart, so it never disagrees with the badges above.
In plain English
This is a fund you can almost set a calendar by, and February is the anchor — it has closed higher in 9 of 10 Februaries, the steadiest beat on its year.
The strength looks broad-based rather than freakish: its average (+0.2%) and median (+0.1%) sit close together, so no single blow-out year is flattering the figure. Set against the S&P 500, mind, February is close to a wash — the gain mirrors the market more than it beats it. It is the more striking for the company it keeps — February is a losing month for most of the market, where barely 49% of names gain ground.
The lift is near-universal — strength runs through almost every month of the year, not one window. At the other end of the calendar, May is the year's quietest corner, essentially flat on average, and the edge isn't year-round — the fund has trailed the S&P 500 in November, July, and April.
Reassuringly, the tendency has held its shape: the recent five years still track the years behind them.
For a fund this dependable in February, the sharper question is the rest of the year — outside its strong stretch, the calendar gives far less to lean on.
Short answers on the fund's best month (February), its worst (May), and whether it really trades seasonally.
Only mildly. The fund's months are fairly even — February is the firmest (+0.2%) and May the softest (+0.2%), a narrow spread that points to weak seasonality rather than a strong calendar effect.
February has been the strongest, averaging +0.2% and closing higher in 9 of 10 years since 2016.
It's the weakest month, but it has still averaged a small gain (+0.2%) — quiet rather than genuinely bad.
Explore
These names have the strongest July track records on record — a starting point for comparison.
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