Skip to Content
ETFs

WisdomTree U.S. Multifactor Fund

USMF
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Jun 29, 2017
Expense Ratio
0.28%
Type
US Equities
Fund Owner
Wisdom Tree
Volume (1m avg. daily)
$424,454
AUM
$260,780,412
Associated Index
WisdomTree U.S. Multifactor Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

IBM
International Business Machines Corp.
1.37%
VMW
Vmware Inc. - Ordinary Shares - Class A
1.36%
NSIT
Insight Enterprises Inc.
1.3%
MSI
Motorola Solutions Inc
1.24%
IT
Gartner, Inc.
1.23%
CSCO
Cisco Systems, Inc.
1.22%
VRSN
Verisign Inc.
1.22%
TMUS
T-Mobile US Inc
1.19%
CCCS
CCC Intelligent Solutions Holdings Inc
1.18%
JNPR
Juniper Networks Inc
1.14%
Invest with USMF
Trade USMF Options

What is USMF?

The WisdomTree U.S. Multifactor Fund seeks to track the investment results of companies with the highest composite scores based on two fundamental factors, value and quality measures, and two technical factors, momentum and correlation.The WisdomTree U.S. Multifactor Index is comprised of 200 U.S. companies with the highest composite scores based on two fundamental factors, value and quality measures, and two technical factors, momentum and correlation.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

USMF
Performance Measures**

for the time period Jun 29, 2017 to Dec 4, 2025

Returns

1M Trailing Return: 1.8%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: -0.9%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -36.2%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 17.2%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.68

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.29

The annualized return divided by the max drawdown for the selected time period.

ETFs related toUSMF

ETFs correlated to USMF include JPUS, ROUS, PRF

USMF
WisdomTree Trust - WisdomTree U.S. Multifactor Fund
JPUS
J.P.Morgan Investment Management Inc. - JPMorgan Diversified Return U.S. Equity ETF
ROUS
Lattice Strategies Trust - Hartford Multifactor US Equity ETF
PRF
Invesco Capital Management LLC - Invesco FTSE RAFI US 1000 ETF
FEX
First Trust Exchange-Traded Fund III - First Trust Large Cap Core AlphaDEX Fund
SCHV
Schwab Strategic Trust - Schwab U.S. Large-Cap Value ETF
IWD
BlackRock Institutional Trust Company N.A. - iShares Russell 1000 Value ETF
FNDB
Schwab Strategic Trust - Schwab Fundamental U.S. Broad Market Index ETF
VONV
Vanguard Group, Inc. - Vanguard Russell 1000 Value Index ETF
DTD
WisdomTree Trust - WisdomTree U.S. Total Dividend Fund
JAVA
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan Active Value ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

USMF is a US Equities ETF. The WisdomTree U.S. Multifactor Fund seeks to track the investment results of companies with the highest composite scores based on two fundamental factors, value and quality measures, and two technical factors, momentum and correlation.The WisdomTree U.S. Multifactor Index is comprised of 200 U.S. companies with the highest composite scores based on two fundamental factors, value and quality measures, and two technical factors, momentum and correlation.

USMF tracks the WisdomTree U.S. Multifactor Index.

No, USMF is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, USMF is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on USMF is 0.0029%. This is the percent change in the value of USMF over the most recent 1-month period. The 3-month return on USMF is 0.0285%. This is the percent change in the value of USMF over the most recent 3-month period.

The standard deviation of USMF for the past year is 0.1471%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to USMF include SPHQ, SPHB, and DSI.

ETFs correlated to USMF include JPUS, ROUS, and PRF.

ETFs that are inversely correlated to USMF include DOG, DXD, and SDOW.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.