FTDS vs. USMF
Compare and contrast key facts about First Trust Dividend Strength ETF (FTDS) and WisdomTree US Multifactor Fund (USMF).
FTDS and USMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTDS is a passively managed fund by First Trust that tracks the performance of the Dividend Strength Index. It was launched on Dec 5, 2006. USMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US Multifactor Index. It was launched on Jun 29, 2017. Both FTDS and USMF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FTDS vs. USMF - Performance Comparison
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FTDS vs. USMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTDS First Trust Dividend Strength ETF | 7.34% | 13.64% | 11.12% | 11.75% | -13.54% | 24.79% | 14.16% | 24.29% | -10.35% | 11.84% |
USMF WisdomTree US Multifactor Fund | -3.32% | 4.60% | 19.65% | 13.47% | -8.82% | 21.26% | 12.01% | 24.06% | -4.72% | 11.27% |
Returns By Period
In the year-to-date period, FTDS achieves a 7.34% return, which is significantly higher than USMF's -3.32% return.
FTDS
- 1D
- 0.71%
- 1M
- -2.93%
- YTD
- 7.34%
- 6M
- 9.57%
- 1Y
- 20.58%
- 3Y*
- 14.86%
- 5Y*
- 7.57%
- 10Y*
- 11.06%
USMF
- 1D
- 1.60%
- 1M
- -3.99%
- YTD
- -3.32%
- 6M
- -4.86%
- 1Y
- 0.89%
- 3Y*
- 11.09%
- 5Y*
- 6.81%
- 10Y*
- —
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FTDS vs. USMF - Expense Ratio Comparison
FTDS has a 0.70% expense ratio, which is higher than USMF's 0.28% expense ratio.
Return for Risk
FTDS vs. USMF — Risk / Return Rank
FTDS
USMF
FTDS vs. USMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) and WisdomTree US Multifactor Fund (USMF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FTDS | USMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.06 | +1.09 |
Sortino ratioReturn per unit of downside risk | 1.74 | 0.19 | +1.55 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.03 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.13 | +1.54 |
Martin ratioReturn relative to average drawdown | 7.46 | 0.54 | +6.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTDS | USMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.06 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.48 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.58 | -0.26 |
Correlation
The correlation between FTDS and USMF is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FTDS vs. USMF - Dividend Comparison
FTDS's dividend yield for the trailing twelve months is around 1.64%, more than USMF's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTDS First Trust Dividend Strength ETF | 1.64% | 1.59% | 2.05% | 2.15% | 2.31% | 0.72% | 0.99% | 1.13% | 1.14% | 0.79% | 1.24% | 0.95% |
USMF WisdomTree US Multifactor Fund | 1.42% | 1.37% | 1.22% | 1.33% | 1.74% | 1.42% | 1.34% | 1.38% | 1.45% | 0.67% | 0.00% | 0.00% |
Drawdowns
FTDS vs. USMF - Drawdown Comparison
The maximum FTDS drawdown since its inception was -56.53%, which is greater than USMF's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for FTDS and USMF.
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Drawdown Indicators
| FTDS | USMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.53% | -36.24% | -20.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -11.36% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.35% | -18.10% | -5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | — | — |
Current DrawdownCurrent decline from peak | -3.74% | -4.96% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -4.22% | -5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.73% | +0.16% |
Volatility
FTDS vs. USMF - Volatility Comparison
The current volatility for First Trust Dividend Strength ETF (FTDS) is 2.94%, while WisdomTree US Multifactor Fund (USMF) has a volatility of 3.43%. This indicates that FTDS experiences smaller price fluctuations and is considered to be less risky than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTDS | USMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.43% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 7.76% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 15.33% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 14.30% | +3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 17.08% | +3.06% |