- ISIN
- US97717Y8571
- CUSIP
- 97717Y857
- Issuer
- WisdomTree
- Inception Date
- Jun 29, 2017
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities, Multi-factor
- Leveraged
- 1x (No leverage)
- Index Tracked
- WisdomTree US Multifactor Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $339M
Share Price Chart
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Performance
USMF Performance Chart
WisdomTree US Multifactor Fund (USMF) is up 4.5% since the beginning of the year. USMF is currently trading at $53 per share. Investors who bought $1,000 worth of USMF shares 5 years ago would now be looking at an investment worth $1,467.
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Returns By Period
WisdomTree US Multifactor Fund (USMF) has returned 4.51% so far this year and 6.87% over the past 12 months.
WisdomTree US Multifactor Fund
- 1D
- -1.81%
- 1M
- 0.79%
- YTD
- 4.51%
- 6M
- 3.57%
- 1Y
- 6.87%
- 3Y*
- 13.86%
- 5Y*
- 7.96%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
USMF Monthly Returns History
Based on dividend-adjusted daily data since Aug 24, 2017, USMF's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Mar 2020 at -15.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, USMF closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -10.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.21% | 0.49% | -3.99% | 4.22% | 2.72% | 0.97% | 4.51% | ||||||
| 2025 | 3.93% | -0.91% | -2.66% | -1.77% | 4.00% | 1.48% | -1.34% | 2.50% | 1.15% | -2.79% | 1.71% | -0.47% | 4.60% |
| 2024 | 2.95% | 3.71% | 4.00% | -5.13% | 3.52% | -0.31% | 4.08% | 3.26% | 0.41% | 0.12% | 7.69% | -5.41% | 19.65% |
| 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% |
Benchmark Metrics
WisdomTree US Multifactor Fund has an annualized alpha of -0.25%, beta of 0.82, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since August 24, 2017.
- This ETF participated in 86.25% of S&P 500 Index downside but only 78.20% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.25%
- Beta
- 0.82
- R²
- 0.84
- Upside Capture
- 78.20%
- Downside Capture
- 86.25%
Expense Ratio
USMF has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
USMF ranks 20 for risk / return — below 20% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USMF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.32 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 2.46 | -1.39 |
| Martin ratioReturn relative to average drawdown | 3.16 | 10.92 | -7.75 |
Dividends
Dividend History
WisdomTree US Multifactor Fund provided a 1.31% dividend yield over the last twelve months, with an annual payout of $0.70 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.70 | $0.61 | $0.56 | $0.66 | $0.59 | $0.47 | $0.44 | $0.38 | $0.19 |
Dividend yield | 1.31% | 1.37% | 1.22% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.18 | ||||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.18 | $0.70 |
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.61 |
| 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 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 2.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.24%Mar 2020 | 1mo 2d | 5mo 13d | 6mo 15dFeb 2020 - Sep 2020 |
Rate-hike selloffLate 2018 | -19.08%Dec 2018 | 3mo 8d | 6mo 11d | 9mo 19dSep 2018 - Jul 2019 |
Bear market2022 | -18.10%Sep 2022 | 8mo 25d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -15.39%Apr 2025 | 4mo 12d | 5mo 6d | 9mo 18dNov 2024 - Sep 2025 |
2018 pullback2018 | -8.63%Feb 2018 | 10d | 3mo 29d | 4mo 9dJan 2018 - Jun 2018 |
Drawdown Indicators
| USMF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -56.78% | +20.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -9.10% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.39% | -18.90% | +3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -25.43% | +7.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.01% | -3.21% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -10.71% | +6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 2.04% | +0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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