USMF vs. GDMN
Compare and contrast key facts about WisdomTree US Multifactor Fund (USMF) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN).
USMF and GDMN 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. GDMN is an actively managed fund by WisdomTree. It was launched on Dec 16, 2021.
Performance
USMF vs. GDMN - Performance Comparison
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USMF vs. GDMN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
USMF WisdomTree US Multifactor Fund | -3.32% | 4.60% | 19.65% | 13.47% | -8.82% | 2.72% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 8.77% | 237.09% | 28.23% | 12.97% | -14.62% | 5.11% |
Returns By Period
In the year-to-date period, USMF achieves a -3.32% return, which is significantly lower than GDMN's 8.77% return.
USMF
- 1D
- 1.60%
- 1M
- -3.99%
- YTD
- -3.32%
- 6M
- -4.86%
- 1Y
- 0.89%
- 3Y*
- 11.09%
- 5Y*
- 6.81%
- 10Y*
- —
GDMN
- 1D
- 9.38%
- 1M
- -27.72%
- YTD
- 8.77%
- 6M
- 31.63%
- 1Y
- 140.14%
- 3Y*
- 65.41%
- 5Y*
- —
- 10Y*
- —
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USMF vs. GDMN - Expense Ratio Comparison
USMF has a 0.28% expense ratio, which is lower than GDMN's 0.45% expense ratio.
Return for Risk
USMF vs. GDMN — Risk / Return Rank
USMF
GDMN
USMF vs. GDMN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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 | GDMN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 2.20 | -2.15 |
Sortino ratioReturn per unit of downside risk | 0.19 | 2.34 | -2.15 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.35 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 3.69 | -3.56 |
Martin ratioReturn relative to average drawdown | 0.54 | 12.63 | -12.09 |
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
| USMF | GDMN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 2.20 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.94 | -0.36 |
Correlation
The correlation between USMF and GDMN is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
USMF vs. GDMN - Dividend Comparison
USMF's dividend yield for the trailing twelve months is around 1.42%, less than GDMN's 2.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund | 2.48% | 2.70% | 9.44% | 7.69% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USMF vs. GDMN - Drawdown Comparison
The maximum USMF drawdown since its inception was -36.24%, smaller than the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for USMF and GDMN.
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Drawdown Indicators
| USMF | GDMN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -52.82% | +16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -39.03% | +27.67% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | — | — |
Current DrawdownCurrent decline from peak | -4.96% | -28.60% | +23.64% |
Average DrawdownAverage peak-to-trough decline | -4.22% | -18.45% | +14.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 11.39% | -8.66% |
Volatility
USMF vs. GDMN - Volatility Comparison
The current volatility for WisdomTree US Multifactor Fund (USMF) is 3.43%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. This indicates that USMF experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USMF | GDMN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 24.97% | -21.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 53.89% | -46.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 63.99% | -48.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 47.19% | -32.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 47.19% | -30.11% |