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 2022-10-20Cost/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)
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
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 |