QIDX vs. USMF

Last updated Jun 4, 2026

QIDX (Indexperts Quality Earnings Focused ETF) and USMF (WisdomTree US Multifactor Fund) are both Mid Cap Blend Equities funds. QIDX is actively managed, while USMF is passively managed. Over the past year, QIDX returned 11.10% vs 6.28% for USMF. Their correlation of 0.84 suggests significant overlap in exposure. QIDX charges 0.50%/yr vs 0.28%/yr for USMF.

Performance

QIDX vs. USMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Quality Earnings Focused ETF (QIDX) and WisdomTree US Multifactor Fund (USMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QIDX achieves a 6.98% return, which is significantly higher than USMF's 4.36% return.

QIDX

• 1D: -0.44%
• 1M: 1.58%
• YTD: 6.98%
• 6M: 6.58%
• 1Y: 11.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USMF

• 1D: -0.56%
• 1M: 3.76%
• YTD: 4.36%
• 6M: 4.80%
• 1Y: 6.28%
• 3Y*: 14.13%
• 5Y*: 7.67%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QIDX vs. USMF - Yearly Performance Comparison

	2026 (YTD)	2025
QIDX Indexperts Quality Earnings Focused ETF	6.98%	8.16%
USMF WisdomTree US Multifactor Fund	4.36%	4.58%

Correlation

The correlation between QIDX and USMF is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	0.84

The correlation between QIDX and USMF has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

Return for Risk

QIDX vs. USMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QIDX

QIDX Risk / Return Rank: 31
QIDX Sharpe Ratio Rank: 29
QIDX Sortino Ratio Rank: 28
QIDX Omega Ratio Rank: 28
QIDX Calmar Ratio Rank: 33
QIDX Martin Ratio Rank: 35

USMF

USMF Risk / Return Rank: 19
USMF Sharpe Ratio Rank: 18
USMF Sortino Ratio Rank: 17
USMF Omega Ratio Rank: 17
USMF Calmar Ratio Rank: 22
USMF Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QIDX vs. USMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) 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.

	QIDX	USMF	Difference
Sharpe ratio: Return per unit of total volatility	1.02	0.58	+0.43
Sortino ratio: Return per unit of downside risk	1.52	0.89	+0.63
Omega ratio: Gain probability vs. loss probability	1.18	1.10	+0.07
Calmar ratio: Return relative to maximum drawdown	1.61	0.98	+0.64
Martin ratio: Return relative to average drawdown	5.31	2.93	+2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QIDX vs. USMF - Sharpe Ratio Comparison

The current QIDX Sharpe Ratio is 1.02, which is higher than the USMF Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of QIDX and USMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QIDX	USMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	0.58	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.63	+0.13

Drawdowns

QIDX vs. USMF - Drawdown Comparison

The maximum QIDX drawdown since its inception was -14.99%, smaller than the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for QIDX and USMF.

Drawdown Indicators

	QIDX	USMF	Difference
Max Drawdown Largest peak-to-trough decline	-14.99%	-36.24%	+21.25%
Max Drawdown (1Y) Largest decline over 1 year	-6.92%	-6.47%	-0.45%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.10%	—
Current Drawdown Current decline from peak	-0.44%	-0.56%	+0.12%
Average Drawdown Average peak-to-trough decline	-2.30%	-4.16%	+1.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	2.15%	-0.05%

Volatility

QIDX vs. USMF - Volatility Comparison

Indexperts Quality Earnings Focused ETF (QIDX) has a higher volatility of 2.87% compared to WisdomTree US Multifactor Fund (USMF) at 2.30%. This indicates that QIDX's price experiences larger fluctuations and is considered to be riskier than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QIDX	USMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	2.30%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	8.31%	7.43%	+0.88%
Volatility (1Y) Calculated over the trailing 1-year period	10.98%	10.79%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	14.27%	+0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.60%	16.97%	-2.37%

QIDX vs. USMF - Expense Ratio Comparison

QIDX has a 0.50% expense ratio, which is higher than USMF's 0.28% expense ratio.

Dividends

QIDX vs. USMF - Dividend Comparison

QIDX's dividend yield for the trailing twelve months is around 0.86%, less than USMF's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QIDX Indexperts Quality Earnings Focused ETF	0.86%	0.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USMF WisdomTree US Multifactor Fund	1.32%	1.37%	1.22%	1.33%	1.74%	1.42%	1.34%	1.38%	1.45%	0.67%

Frequently Asked Questions

Can I hold both QIDX and USMF in my portfolio?

QIDX and USMF have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QIDX or USMF?

QIDX has higher volatility (2.87%) compared to USMF (2.30%). In terms of maximum drawdown, QIDX dropped -14.99% vs USMF's -36.24%.

Which ETF is better, QIDX or USMF?

On 1-year performance, QIDX leads with 11.10% vs 6.28% for USMF. On fees, USMF is cheaper at 0.28% per year. On volatility, USMF has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QIDX or USMF?

Over the 1-year period, QIDX has performed better with a 11.10% return vs 6.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QIDX or USMF?

USMF is cheaper with a 0.28% expense ratio, compared with 0.50% for QIDX.

Which ETF pays a higher dividend yield, QIDX or USMF?

USMF has the higher dividend yield at 1.32%, compared with 0.86% for QIDX.

What is the main difference between QIDX and USMF?

They also come from different issuers: Indexperts and WisdomTree. Their fees differ too: 0.50% for QIDX and 0.28% for USMF.

Which has better risk-adjusted returns?

QIDX currently has the higher Sharpe Ratio (1.02 vs 0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.