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
US97717Y8571
97717Y857
Jun 29, 2017
North America (U.S.)
1x
WisdomTree U.S. Multifactor Index
Multi-Cap
Blend
Expense Ratio
USMF features an expense ratio of 0.28%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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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 20.97% year-to-date (YTD) and 21.03% in the last 12 months.
USMF
20.97%
-2.72%
10.72%
21.03%
11.19%
N/A
^GSPC (Benchmark)
24.34%
0.23%
8.53%
24.95%
13.01%
11.06%
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% | 3.52% | -0.31% | 4.08% | 3.26% | 0.41% | 0.12% | 7.69% | 20.97% | |
| 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% | 10.84% | 4.83% | -4.80% | -8.82% |
| 2021 | 1.25% | 2.51% | 4.19% | 2.54% | 1.42% | 0.19% | 1.49% | 2.19% | -4.15% | 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
With an overall rank of 83, USMF is among the top 17% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 provided a 0.88% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.45 | $0.56 | $0.66 | $0.60 | $0.47 | $0.44 | $0.38 | $0.19 |
Dividend yield | 0.88% | 1.33% | 1.74% | 1.42% | 1.33% | 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 | $0.15 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.45 |
| 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 | $0.14 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.60 |
| 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 4.67%.
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 4.05%, 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.