USMF vs. DGRW
Compare and contrast key facts about WisdomTree US Multifactor Fund (USMF) and WisdomTree U.S. Dividend Growth Fund (DGRW).
USMF and DGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013. Both USMF and DGRW 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
USMF vs. DGRW - Performance Comparison
Loading graphics...
USMF vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DGRW WisdomTree U.S. Dividend Growth Fund | -1.50% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 13.49% |
Returns By Period
In the year-to-date period, USMF achieves a -3.32% return, which is significantly lower than DGRW's -1.50% return.
USMF
- 1D
- 1.60%
- 1M
- -3.99%
- YTD
- -3.32%
- 6M
- -4.86%
- 1Y
- 0.89%
- 3Y*
- 11.09%
- 5Y*
- 6.81%
- 10Y*
- —
DGRW
- 1D
- 2.56%
- 1M
- -5.41%
- YTD
- -1.50%
- 6M
- -0.59%
- 1Y
- 11.60%
- 3Y*
- 13.93%
- 5Y*
- 10.81%
- 10Y*
- 13.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USMF vs. DGRW - Expense Ratio Comparison
Both USMF and DGRW have an expense ratio of 0.28%.
Return for Risk
USMF vs. DGRW — Risk / Return Rank
USMF
DGRW
USMF vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
| USMF | DGRW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.76 | -0.70 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.19 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.12 | -0.99 |
Martin ratioReturn relative to average drawdown | 0.54 | 5.10 | -4.56 |
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
| USMF | DGRW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.76 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.78 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.81 | -0.23 |
Correlation
The correlation between USMF and DGRW is 0.86, 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
USMF vs. DGRW - Dividend Comparison
USMF's dividend yield for the trailing twelve months is around 1.42%, which matches DGRW's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.43% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
Drawdowns
USMF vs. DGRW - Drawdown Comparison
The maximum USMF drawdown since its inception was -36.24%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for USMF and DGRW.
Loading graphics...
Drawdown Indicators
| USMF | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -32.04% | -4.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -11.30% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -17.27% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.04% | — |
Current DrawdownCurrent decline from peak | -4.96% | -5.96% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -3.04% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.48% | +0.25% |
Volatility
USMF vs. DGRW - Volatility Comparison
The current volatility for WisdomTree US Multifactor Fund (USMF) is 3.43%, while WisdomTree U.S. Dividend Growth Fund (DGRW) has a volatility of 4.66%. This indicates that USMF experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| USMF | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.66% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 7.73% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 15.44% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 13.98% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 16.21% | +0.87% |