WisdomTree U.S. Multifactor Fund

WisdomTree U.S. Multifactor Fund (USMF)

Description

The investment seeks to track the performance of the WisdomTree U.S. Multifactor Index. The USMF ETF contains 199 constituents. It is focused on blend holdings in the North America region.

Price $35.46 as of 2022-10-20

Cost/Risk/Yield

Dividend yield	1.78%
Expense ratio	0.28%
Average spread	0.085%
1Y roundtrip cost	0.365%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-4.2%	-0.2%	2.4%	-5.3%	2.3%	-8.3%	5.8%	-2.7%	-7.9%	3.8%			-14.4%
2021	1.2%	2.5%	4.2%	2.5%	1.4%	0.2%	1.5%	2.2%	-4.1%	4.1%	-2.7%	6.9%	19.9%
2020	0.4%	-8.6%	-15.6%	13.8%	5.1%	2.1%	4.9%	3.7%	-3.3%	-2.1%	9.8%	4.7%	14.9%
2019	7.5%	3.6%	-0.1%	3.3%	-4.6%	5.7%	1.5%	-1.4%	0.8%	1.5%	2.9%	1.2%	21.9%
2018	4.6%	-3.0%	-0.3%	0.8%	1.6%	1.0%	2.9%	4.1%	-0.4%	-6.5%	1.2%	-9.8%	-3.8%
2017							1.8%	-0.7%	3.9%	2.0%	1.3%	3.6%	11.9%
	9.6%	-5.7%	-9.4%	15.1%	5.8%	0.8%	18.3%	5.1%	-11.1%	2.9%	12.5%	6.6%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022			0.12			0.17			0.17				0.46
2021			0.14			0.12			0.17			0.17	0.60
2020			0.20			0.10			0.07			0.10	0.47
2019			0.08			0.11						0.12	0.31
2018			0.09			0.09			0.06			0.14	0.38
2017									0.09			0.10	0.19
	0.00	0.00	0.63	0.00	0.00	0.59	0.00	0.00	0.56	0.00	0.00	0.62

Sectors and Top Holdings

Security	% Assets
Verizon Communications Inc.	1.39%
Oracle Corporation	1.38%
SS&C Technologies Holdings, Inc.	1.34%
Automatic Data Processing, Inc.	1.30%
Microsoft Corporation	1.27%
AT&T Inc.	1.25%
VeriSign, Inc.	1.23%
Cognizant Technology Solutions Corporation Class A	1.16%
Jack Henry & Associates, Inc.	1.14%
Arrow Electronics, Inc.	1.14%
Ziff Davis, Inc.	1.13%
Alphabet Inc. Class A	1.10%
Gartner, Inc.	1.09%
International Business Machines Corporation	1.08%
Take-Two Interactive Software, Inc.	1.05%
Top 15 Weights	18.05%

Compare with similar ETFs

	USMF	KOKU	LSAF	MIDF	SIXL	TPLC
Product name	WisdomTree U.S. Multifactor Fund	Xtrackers MSCI Kokusai Equity ETF	LeaderShares AlphaFactor US Core Equity ETF	iShares Edge MSCI Multifactor USA Mid-Cap ETF	6 Meridian Low Beta Equity Strategy ETF	Timothy Plan US Large Cap Core ETF
Issuer	WisdomTree	Xtrackers	LeaderShares	iShares	Meridian	Timothy
Price	$35.461	$65.6427	$27.9814	$36.68	$30.714	$30.53
Expense Ratio	0.28%	0.09%	0.75%	0.25%	0.88%	0.52%
Average Spread	0.085%	0.396%	0.429%	0.136%	0.293%	0.229%
AUM	$132,859,000	$509,156,000	$101,840,000	$5,384,550	$123,172,000	$161,649,000
Shares	3,746,631	7,756,477	3,639,566	146,798	4,010,297	5,294,748
Average Daily Volume	32,087	340	25,109	3,489	5,977	37,357
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2017-06-29	2020-04-08	2018-10-02	2019-06-04	2020-05-11	2019-04-29
Index Tracked	WisdomTree U.S. Multifactor Index	MSCI Kokusai Index	AlphaFactor U.S. Core Equity Index	MSCI USA Mid Cap Diversified Multiple-Factor Index	No Underlying Index	Victory US Large Cap Volatility Weighted BRI Index
Category	All Cap Equities	Large Cap Growth Equities	All Cap Equities	Mid Cap Blend Equities	All Cap Equities	Mid Cap Growth Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large/Mid Caps	Large Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid/Small Caps	Large/Mid Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	North America	North America	North America	North America	North America	North America
Countries	U.S.	Broad	U.S.	U.S.	U.S.	U.S.
Annual Dividend Rate	$0.63	$1.633	$1.413	$0	$0.409	$0.332
Annual Dividend Yield	0.018%	0.025%	0.050%	0.000%	0.013%	0.011%
Number of Holdings	199	1248	99	86	239	332
YTD Return	-14.45%	-23.46%	-19.48%	-10.25%	-13.91%	-20.51%
Beta	0.90	0.95	1.08	1.01	0.68	1.00
Upside Beta	0.57	0.50	0.73	0.66	0.46	0.61
Downside Beta	0.42	-0.18	0.57	0.44	0.03	0.47
Volatility 1Y	19.05%	22.00%	25.01%	21.39%	15.20%	21.75%
Sharpe Ratio 3Y	0.44	0.00	0.27	0.85	0.00	0.41
Treynor Ratio 3Y	0.01	0.00	0.00	0.01	0.00	0.01

Securities Database