USMF vs. SIXL

Last updated Jun 4, 2026

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 7.67%/yr vs 3.45%/yr for SIXL. Their correlation of 0.83 suggests significant overlap in exposure. 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.

Returns By Period

In the year-to-date period, USMF achieves a 4.36% return, which is significantly higher than SIXL's 3.41% return.

USMF

• 1D: -0.56%
• 1M: 3.76%
• YTD: 4.36%
• 6M: 4.80%
• 1Y: 6.28%
• 3Y*: 14.13%
• 5Y*: 7.67%
• 10Y*: —

SIXL

• 1D: -0.16%
• 1M: -2.82%
• YTD: 3.41%
• 6M: 2.41%
• 1Y: 3.64%
• 3Y*: 7.60%
• 5Y*: 3.45%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

USMF vs. SIXL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
USMF WisdomTree US Multifactor Fund	4.36%	4.60%	19.65%	13.47%	-8.82%	21.26%	26.28%
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF	3.41%	-0.61%	14.13%	2.38%	-7.49%	20.00%	18.42%

Correlation

The correlation between USMF and SIXL is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since May 12, 2020	0.83

Over the past year, the correlation between USMF and SIXL has dropped to 0.62 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

USMF vs. SIXL - Sectors Allocation Comparison

Sectors	USMF	SIXL
Technology	35.6%	2.4%
Financial Services	11.8%	15.2%
Consumer Cyclical	11.1%	6.8%
Communication Services	10.3%	2.6%
Healthcare	9.3%	14.5%
Industrials	7.8%	6.4%
Consumer Defensive	5.2%	17.0%
Energy	4.1%	2.1%
Real Estate	2.0%	13.6%
Utilities	2.0%	17.3%
Basic Materials	0.9%	2.2%

Return for Risk

USMF vs. SIXL — Risk / Return Rank

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

USMF

USMF Risk / Return Rank: 19
USMF Sharpe Ratio Rank: 18
USMF Sortino Ratio Rank: 17
USMF Omega Ratio Rank: 17
USMF Calmar Ratio Rank: 22
USMF Martin Ratio Rank: 23

SIXL

SIXL Risk / Return Rank: 15
SIXL Sharpe Ratio Rank: 15
SIXL Sortino Ratio Rank: 14
SIXL Omega Ratio Rank: 14
SIXL Calmar Ratio Rank: 16
SIXL Martin Ratio Rank: 17

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. 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.

	USMF	SIXL	Difference
Sharpe ratio: Return per unit of total volatility	0.58	0.38	+0.20
Sortino ratio: Return per unit of downside risk	0.89	0.60	+0.29
Omega ratio: Gain probability vs. loss probability	1.10	1.07	+0.03
Calmar ratio: Return relative to maximum drawdown	0.98	0.56	+0.41
Martin ratio: Return relative to average drawdown	2.93	1.58	+1.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USMF vs. SIXL - Sharpe Ratio Comparison

The current USMF Sharpe Ratio is 0.58, which is higher than the SIXL Sharpe Ratio of 0.38. 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.

Sharpe Ratios by Period

	USMF	SIXL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	0.38	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.29	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.63	0.00

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.

Drawdown Indicators

	USMF	SIXL	Difference
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	-0.56%	-6.04%	+5.48%
Average Drawdown Average peak-to-trough decline	-4.16%	-4.57%	+0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	2.31%	-0.16%

Volatility

USMF vs. SIXL - Volatility Comparison

WisdomTree US Multifactor Fund (USMF) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) have volatilities of 2.30% and 2.36%, 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.

Volatility by Period

	USMF	SIXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.30%	2.36%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	7.43%	6.61%	+0.82%
Volatility (1Y) Calculated over the trailing 1-year period	10.79%	9.50%	+1.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.27%	12.14%	+2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	12.55%	+4.42%

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 1.32%, less than SIXL's 2.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF	2.31%	2.31%	1.28%	1.48%	1.45%	0.67%	0.40%	0.00%	0.00%	0.00%
USMF WisdomTree US Multifactor Fund	1.32%	1.37%	1.22%	1.33%	1.74%	1.42%	1.34%	1.38%	1.45%	0.67%

Frequently Asked Questions

Can I hold both USMF and SIXL in my portfolio?

USMF and SIXL have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USMF or SIXL?

SIXL has higher volatility (2.36%) compared to USMF (2.30%). In terms of maximum drawdown, USMF dropped -36.24% vs SIXL's -16.08%.

Which ETF is better, USMF or SIXL?

On 5-year performance, USMF leads with 7.67% vs 3.45% for SIXL. On fees, USMF is cheaper at 0.28% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USMF or SIXL?

Over the 5-year period, USMF has performed better with a 7.67% return vs 3.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USMF or SIXL?

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

Which ETF pays a higher dividend yield, USMF or SIXL?

SIXL has the higher dividend yield at 2.31%, compared with 1.32% for USMF.

What is the main difference between USMF and SIXL?

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

Which has better risk-adjusted returns?

USMF currently has the higher Sharpe Ratio (0.58 vs 0.38), 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.