WisdomTree US Multifactor Fund (USMF)
USMF is a passive ETF by WisdomTree tracking the investment results of the WisdomTree U.S. Multifactor Index. USMF launched on Jun 29, 2017 and has a 0.28% expense ratio.
ETF Info
| ISIN | US97717Y8571 |
|---|---|
| CUSIP | 97717Y857 |
| Issuer | WisdomTree |
| Inception Date | Jun 29, 2017 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Index Tracked | WisdomTree U.S. Multifactor Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
USMF has a high expense ratio of 0.28%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: USMF vs. SCHM, USMF vs. VO, USMF vs. OMFL, USMF vs. SPY, USMF vs. VOO, USMF vs. DYNF, USMF vs. VFMF, USMF vs. DGRW
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WisdomTree US Multifactor Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
WisdomTree US Multifactor Fund had a return of 9.73% year-to-date (YTD) and 27.04% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.73% | 11.05% |
| 1 month | 3.96% | 4.86% |
| 6 months | 16.70% | 17.50% |
| 1 year | 27.04% | 27.37% |
| 5 years (annualized) | 11.21% | 13.14% |
| 10 years (annualized) | N/A | 10.90% |
Monthly Returns
The table below presents the monthly returns of USMF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.95% | 3.71% | 4.00% | -5.13% | 9.73% | ||||||||
| 2023 | 4.36% | -3.24% | -0.82% | -0.19% | -2.64% | 6.66% | 2.26% | -0.58% | -2.08% | -2.29% | 7.93% | 4.12% | 13.47% |
| 2022 | -4.16% | -0.24% | 2.40% | -5.29% | 2.31% | -8.28% | 5.78% | -2.72% | -7.95% | 10.85% | 4.83% | -4.80% | -8.82% |
| 2021 | 1.25% | 2.51% | 4.19% | 2.54% | 1.42% | 0.18% | 1.49% | 2.19% | -4.14% | 4.14% | -2.75% | 6.90% | 21.26% |
| 2020 | 0.44% | -8.59% | -15.58% | 13.78% | 5.09% | 2.11% | 4.86% | 3.71% | -3.33% | -2.08% | 9.81% | 4.70% | 12.01% |
| 2019 | 7.47% | 3.63% | -0.08% | 3.26% | -4.64% | 5.75% | 1.53% | -1.44% | 1.28% | 1.48% | 2.92% | 1.15% | 24.06% |
| 2018 | 4.64% | -2.99% | -0.34% | 0.80% | 1.57% | 1.01% | 2.87% | 4.10% | -0.38% | -6.47% | 1.20% | -9.82% | -4.72% |
| 2017 | 0.40% | 1.77% | -0.75% | 3.88% | 2.04% | 1.30% | 3.63% | 12.84% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of USMF is 89, placing it in the top 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
USMF (WisdomTree US Multifactor Fund)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
WisdomTree US Multifactor Fund granted a 1.29% dividend yield in the last twelve months. The annual payout for that period amounted to $0.60 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.60 | $0.56 | $0.66 | $0.59 | $0.47 | $0.44 | $0.38 | $0.19 |
Dividend yield | 1.29% | 1.33% | 1.74% | 1.42% | 1.34% | 1.38% | 1.45% | 0.67% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree US Multifactor Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | |||||||
| 2023 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.18 | $0.56 |
| 2022 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.66 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.59 |
| 2020 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.10 | $0.47 |
| 2019 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.12 | $0.44 |
| 2018 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.14 | $0.38 |
| 2017 | $0.09 | $0.00 | $0.00 | $0.10 | $0.19 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree US Multifactor Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree US Multifactor Fund was 36.24%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current WisdomTree US Multifactor Fund drawdown is 1.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.24% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -19.52% | Sep 17, 2018 | 69 | Dec 24, 2018 | 131 | Jul 3, 2019 | 200 |
| -18.1% | Jan 5, 2022 | 183 | Sep 27, 2022 | 298 | Dec 4, 2023 | 481 |
| -8.63% | Jan 30, 2018 | 8 | Feb 9, 2018 | 74 | Jun 8, 2018 | 82 |
| -7.91% | Sep 3, 2020 | 14 | Sep 23, 2020 | 14 | Oct 13, 2020 | 28 |
Volatility
Volatility Chart
The current WisdomTree US Multifactor Fund volatility is 2.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.