RUNN vs. USMF
Compare and contrast key facts about Running Oak Efficient Growth ETF (RUNN) and WisdomTree US Multifactor Fund (USMF).
RUNN and USMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RUNN is an actively managed fund by Running Oak Capital. It was launched on Jun 7, 2023. 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.
Performance
RUNN vs. USMF - Performance Comparison
Loading graphics...
RUNN vs. USMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RUNN Running Oak Efficient Growth ETF | -3.39% | 2.30% | 17.16% | 12.05% |
USMF WisdomTree US Multifactor Fund | -3.32% | 4.60% | 19.65% | 12.81% |
Returns By Period
The year-to-date returns for both investments are quite close, with RUNN having a -3.39% return and USMF slightly higher at -3.32%.
RUNN
- 1D
- 2.05%
- 1M
- -6.61%
- YTD
- -3.39%
- 6M
- -5.49%
- 1Y
- -0.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USMF
- 1D
- 1.60%
- 1M
- -3.99%
- YTD
- -3.32%
- 6M
- -4.86%
- 1Y
- 0.89%
- 3Y*
- 11.09%
- 5Y*
- 6.81%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RUNN vs. USMF - Expense Ratio Comparison
RUNN has a 0.58% expense ratio, which is higher than USMF's 0.28% expense ratio.
Return for Risk
RUNN vs. USMF — Risk / Return Rank
RUNN
USMF
RUNN vs. USMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Running Oak Efficient Growth ETF (RUNN) 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.
| RUNN | USMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.06 | -0.07 |
Sortino ratioReturn per unit of downside risk | 0.11 | 0.19 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.03 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 0.13 | -0.07 |
Martin ratioReturn relative to average drawdown | 0.15 | 0.54 | -0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RUNN | USMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.06 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.58 | +0.13 |
Correlation
The correlation between RUNN and USMF is 0.88, 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
RUNN vs. USMF - Dividend Comparison
RUNN's dividend yield for the trailing twelve months is around 0.57%, less than USMF's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RUNN Running Oak Efficient Growth ETF | 0.57% | 0.55% | 0.39% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
RUNN vs. USMF - Drawdown Comparison
The maximum RUNN drawdown since its inception was -16.83%, smaller than the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for RUNN and USMF.
Loading graphics...
Drawdown Indicators
| RUNN | USMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.83% | -36.24% | +19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.60% | -11.36% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.10% | — |
Current DrawdownCurrent decline from peak | -8.26% | -4.96% | -3.30% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -4.22% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 2.73% | +1.06% |
Volatility
RUNN vs. USMF - Volatility Comparison
Running Oak Efficient Growth ETF (RUNN) has a higher volatility of 4.34% compared to WisdomTree US Multifactor Fund (USMF) at 3.43%. This indicates that RUNN'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.
Loading graphics...
Volatility by Period
| RUNN | USMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 3.43% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 7.76% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 15.33% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 14.30% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 17.08% | -3.20% |