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USMF vs. RUNN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USMF vs. RUNN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Multifactor Fund (USMF) and Running Oak Efficient Growth ETF (RUNN). The values are adjusted to include any dividend payments, if applicable.

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USMF vs. RUNN - Yearly Performance Comparison


2026 (YTD)202520242023
USMF
WisdomTree US Multifactor Fund
-3.32%4.60%19.65%12.81%
RUNN
Running Oak Efficient Growth ETF
-3.39%2.30%17.16%12.05%

Returns By Period

The year-to-date returns for both stocks are quite close, with USMF having a -3.32% return and RUNN slightly lower at -3.39%.


USMF

1D
1.60%
1M
-3.99%
YTD
-3.32%
6M
-4.86%
1Y
0.89%
3Y*
11.09%
5Y*
6.81%
10Y*

RUNN

1D
2.05%
1M
-6.61%
YTD
-3.39%
6M
-5.49%
1Y
-0.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USMF vs. RUNN - Expense Ratio Comparison

USMF has a 0.28% expense ratio, which is lower than RUNN's 0.58% expense ratio.


Return for Risk

USMF vs. RUNN — Risk / Return Rank

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

USMF
USMF Risk / Return Rank: 1414
Overall Rank
USMF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
USMF Sortino Ratio Rank: 1313
Sortino Ratio Rank
USMF Omega Ratio Rank: 1313
Omega Ratio Rank
USMF Calmar Ratio Rank: 1414
Calmar Ratio Rank
USMF Martin Ratio Rank: 1616
Martin Ratio Rank

RUNN
RUNN Risk / Return Rank: 1212
Overall Rank
RUNN Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RUNN Sortino Ratio Rank: 1111
Sortino Ratio Rank
RUNN Omega Ratio Rank: 1111
Omega Ratio Rank
RUNN Calmar Ratio Rank: 1313
Calmar Ratio Rank
RUNN Martin Ratio Rank: 1313
Martin Ratio Rank
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.

USMF vs. RUNN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) and Running Oak Efficient Growth ETF (RUNN). 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.


USMFRUNNDifference

Sharpe ratio

Return per unit of total volatility

0.06

-0.01

+0.07

Sortino ratio

Return per unit of downside risk

0.19

0.11

+0.08

Omega ratio

Gain probability vs. loss probability

1.03

1.01

+0.01

Calmar ratio

Return relative to maximum drawdown

0.13

0.05

+0.07

Martin ratio

Return relative to average drawdown

0.54

0.15

+0.38

USMF vs. RUNN - Sharpe Ratio Comparison

The current USMF Sharpe Ratio is 0.06, which is higher than the RUNN Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of USMF and RUNN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USMFRUNNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

-0.01

+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

0.58

0.70

-0.13

Correlation

The correlation between USMF and RUNN 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

USMF vs. RUNN - Dividend Comparison

USMF's dividend yield for the trailing twelve months is around 1.42%, more than RUNN's 0.57% yield.


TTM202520242023202220212020201920182017
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%
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%

Drawdowns

USMF vs. RUNN - Drawdown Comparison

The maximum USMF drawdown since its inception was -36.24%, which is greater than RUNN's maximum drawdown of -16.83%. Use the drawdown chart below to compare losses from any high point for USMF and RUNN.


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Drawdown Indicators


USMFRUNNDifference

Max Drawdown

Largest peak-to-trough decline

-36.24%

-16.83%

-19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-10.60%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

Current Drawdown

Current decline from peak

-4.96%

-8.26%

+3.30%

Average Drawdown

Average peak-to-trough decline

-4.22%

-3.35%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.79%

-1.06%

Volatility

USMF vs. RUNN - Volatility Comparison

The current volatility for WisdomTree US Multifactor Fund (USMF) is 3.43%, while Running Oak Efficient Growth ETF (RUNN) has a volatility of 4.34%. This indicates that USMF experiences smaller price fluctuations and is considered to be less risky than RUNN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USMFRUNNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

4.34%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.76%

9.86%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

16.68%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

13.88%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.08%

13.88%

+3.20%