SFLR vs. USMF
Compare and contrast key facts about Innovator Equity Managed Floor ETF (SFLR) and WisdomTree US Multifactor Fund (USMF).
SFLR and USMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SFLR is an actively managed fund by Innovator. It was launched on Nov 8, 2022. USMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Multifactor Index. It was launched on Jun 29, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SFLR or USMF.
Correlation
The correlation between SFLR and USMF is 0.75, 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.
Performance
SFLR vs. USMF - Performance Comparison
Key characteristics
SFLR:
2.07
USMF:
1.87
SFLR:
2.81
USMF:
2.61
SFLR:
1.39
USMF:
1.33
SFLR:
3.24
USMF:
2.90
SFLR:
11.72
USMF:
8.02
SFLR:
1.68%
USMF:
2.50%
SFLR:
9.49%
USMF:
10.71%
SFLR:
-7.44%
USMF:
-36.24%
SFLR:
0.00%
USMF:
-2.01%
Returns By Period
In the year-to-date period, SFLR achieves a 3.58% return, which is significantly lower than USMF's 3.93% return.
SFLR
3.58%
1.87%
8.86%
19.02%
N/A
N/A
USMF
3.93%
2.16%
9.11%
18.76%
10.88%
N/A
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SFLR vs. USMF - Expense Ratio Comparison
SFLR has a 0.89% expense ratio, which is higher than USMF's 0.28% expense ratio.
Risk-Adjusted Performance
SFLR vs. USMF — Risk-Adjusted Performance Rank
SFLR
USMF
SFLR vs. USMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Managed Floor ETF (SFLR) 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.
Dividends
SFLR vs. USMF - Dividend Comparison
SFLR's dividend yield for the trailing twelve months is around 0.41%, less than USMF's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
SFLR Innovator Equity Managed Floor ETF | 0.41% | 0.42% | 1.17% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USMF WisdomTree US Multifactor Fund | 1.18% | 1.22% | 1.33% | 1.74% | 1.42% | 1.33% | 1.38% | 1.45% | 0.67% |
Drawdowns
SFLR vs. USMF - Drawdown Comparison
The maximum SFLR drawdown since its inception was -7.44%, smaller than the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for SFLR and USMF. For additional features, visit the drawdowns tool.
Volatility
SFLR vs. USMF - Volatility Comparison
Innovator Equity Managed Floor ETF (SFLR) has a higher volatility of 2.25% compared to WisdomTree US Multifactor Fund (USMF) at 2.03%. This indicates that SFLR'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.