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USMF vs. SIXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

USMF vs. SIXL

Last updated Aug 4, 2026
Documentation

USMF (WisdomTree US Multifactor Fund) and SIXL (ETC 6 Meridian Low Beta Equity Strategy ETF) are both Mid Cap Blend Equities funds. USMF is passively managed, while SIXL is actively managed. Over the past 5 years, USMF returned 7.47%/yr vs 4.91%/yr for SIXL. Their 0.79 correlation means they have sometimes moved together and sometimes differently. USMF charges 0.28%/yr vs 0.47%/yr for SIXL.

Performance

USMF vs. SIXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Multifactor Fund (USMF) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USMF achieves a 4.49% return, which is significantly lower than SIXL's 12.20% return.

USMF

1D
0.48%
1M
0.58%
6M
3.78%
YTD
4.49%
1Y
7.20%
3Y*
12.30%
5Y*
7.47%
10Y*
—
ALL TIME*
10.37%

SIXL

1D
0.39%
1M
0.60%
6M
7.20%
YTD
12.20%
1Y
14.54%
3Y*
9.33%
5Y*
4.91%
10Y*
—
ALL TIME*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SIXL

ETC 6 Meridian Low Beta Equity Strategy ETF
$888.40K$445.35K$239.38K

USMF

WisdomTree US Multifactor Fund
$1.09M$1.05M$1.76M

USMF vs. SIXL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
USMF
WisdomTree US Multifactor Fund		4.49%4.60%19.65%13.47%-8.82%21.26%25.96%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF		12.20%-0.61%14.13%2.38%-7.49%20.00%18.86%

Correlation

The correlation between USMF and SIXL is 0.35, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (All Time)
Calculated using the full available price history since May 11, 2020

0.79

Over the past year, the correlation between USMF and SIXL has dropped to 0.35 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

USMF vs. SIXL - Sectors Allocation Comparison

Sectors
USMF
SIXL

Technology

35.6%
2.4%

Financial Services

11.4%
15.7%

Consumer Cyclical

10.4%
6.5%

Communication Services

10.3%
2.5%

Industrials

9.9%
6.3%

Healthcare

9.7%
15.7%

Consumer Defensive

4.5%
16.4%

Energy

2.7%
2.0%

Utilities

2.1%
17.0%

Real Estate

2.0%
13.3%

Basic Materials

1.4%
2.3%

Technology

USMF
35.6%
SIXL
2.4%

Financial Services

USMF
11.4%
SIXL
15.7%

Consumer Cyclical

USMF
10.4%
SIXL
6.5%

Communication Services

USMF
10.3%
SIXL
2.5%

Industrials

USMF
9.9%
SIXL
6.3%

Healthcare

USMF
9.7%
SIXL
15.7%

Consumer Defensive

USMF
4.5%
SIXL
16.4%

Energy

USMF
2.7%
SIXL
2.0%

Utilities

USMF
2.1%
SIXL
17.0%

Real Estate

USMF
2.0%
SIXL
13.3%

Basic Materials

USMF
1.4%
SIXL
2.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree US Multifactor Fund

ETC 6 Meridian Low Beta Equity Strategy ETF

Often compared with USMF:
USMF vs. DYNFUSMF vs. VFMFUSMF vs. SCHMUSMF vs. SFLRUSMF vs. SPMOUSMF vs. SPYUSMF vs. VO
Often compared with SIXL:
SIXL vs. VOOSIXL vs. MIDESIXL vs. SPYSIXL vs. QQQSIXL vs. OPTZSIXL vs. XMMOSIXL vs. FUTY

Return for Risk

USMF vs. SIXL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
USMF
USMF Risk / Return Rank: 2929
Overall Rank
USMF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
USMF Sortino Ratio Rank: 2626
Sortino Ratio Rank
USMF Omega Ratio Rank: 2424
Omega Ratio Rank
USMF Calmar Ratio Rank: 3333
Calmar Ratio Rank
USMF Martin Ratio Rank: 3535
Martin Ratio Rank
SIXL
SIXL Risk / Return Rank: 5454
Overall Rank
SIXL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 5757
Sortino Ratio Rank
SIXL Omega Ratio Rank: 5252
Omega Ratio Rank
SIXL Calmar Ratio Rank: 5959
Calmar Ratio Rank
SIXL Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USMF vs. SIXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

USMFSIXLDifference
Sharpe ratioReturn per unit of total volatility
0.62
1.40

-0.78

Sortino ratioReturn per unit of downside risk
0.96
2.12

-1.16

Omega ratioGain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratioReturn relative to maximum drawdown

1.12

2.24

-1.12

Martin ratioReturn relative to average drawdown

3.41

6.04

-2.63

USMF vs. SIXL - Sharpe Ratio Comparison

The current USMF Sharpe Ratio is 0.62, which is lower than the SIXL Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of USMF and SIXL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

USMF vs. SIXL - Drawdown Comparison

The maximum USMF drawdown since its inception was -36.24%, which is greater than SIXL's maximum drawdown of -16.08%. Use the drawdown chart below to compare losses from any high point for USMF and SIXL.

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Drawdown Indicators

USMFSIXLDifference

Max Drawdown

Largest peak-to-trough decline

-36.24%

-16.08%

-20.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-6.52%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-11.65%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

-16.08%

-2.02%

Current Drawdown

Current decline from peak

-2.03%

-1.58%

-0.45%

Average Drawdown

Average peak-to-trough decline

-4.12%

-4.49%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.41%

-0.29%

Volatility

USMF vs. SIXL - Volatility Comparison

WisdomTree US Multifactor Fund (USMF) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) have volatilities of 3.77% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

USMFSIXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.87%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

7.91%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

10.43%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

12.31%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

12.60%

+4.35%

USMF vs. SIXL - Expense Ratio Comparison

USMF has a 0.28% expense ratio, which is lower than SIXL's 0.47% expense ratio.

Dividends

USMF vs. SIXL - Dividend Comparison

USMF's dividend yield for the trailing twelve months is around 1.31%, less than SIXL's 2.18% yield.

PositionTTM202520242023202220212020201920182017
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF		2.18%2.31%1.28%1.48%1.45%0.67%0.40%0.00%0.00%0.00%
USMF
WisdomTree US Multifactor Fund		1.31%1.37%1.22%1.33%1.74%1.42%1.34%1.38%1.45%0.67%

Frequently Asked Questions

USMF and SIXL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIXL has higher volatility (3.87%) compared to USMF (3.77%). In terms of maximum drawdown, USMF dropped -36.24% vs SIXL's -16.08%.

On 5-year performance, USMF leads with 7.47% vs 4.91% for SIXL. On fees, USMF is cheaper at 0.28% per year. On volatility, USMF has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USMF has performed better with a 7.47% return vs 4.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USMF is cheaper with a 0.28% expense ratio, compared with 0.47% for SIXL.

SIXL has the higher dividend yield at 2.18%, compared with 1.31% for USMF.

They also come from different issuers: WisdomTree and Exchange Traded Concepts. Their fees differ too: 0.28% for USMF and 0.47% for SIXL.

SIXL currently has the higher Sharpe Ratio (1.40 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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