Category Review
US multifactor funds ran 30 points apart
WisdomTree U.S. Multifactor Fund
$49.87−0.24 (−0.49%)
- 0.28%
- $232M
- 0.0%
- 1.32%
- 20K sh
- low $48.41high $54.67
The ETF.net USMF Grade
B
Score 56 out of 100
- 47 of 99
Score 56 of 100 falls in the B band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.
Cost
The fund’s net expense ratio, ranked against its category.B55 out of 100Rank 40 of 99Mission
Whether the fund did what it promised, tested against its stated mandate.A81 out of 100Rank 43 of 87Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.D36 out of 100Rank 69 of 99Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.C42 out of 100Rank 55 of 99Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B61 out of 100Rank 37 of 98Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.C45 out of 100Rank 62 of 99
Our read on USMF
In short
BMost factor funds pick a lane: value, or growth, or dividends. USMF scores U.S. companies on value, quality, momentum and WisdomTree's own TAPE signal at once, then keeps only the roughly 200 that rank highest. One screen, four opinions.
Stated mandate
The fund seeks to track, before fees and expenses, the price and yield performance of the WisdomTree U.S. Multifactor Index. That index generally selects 200 U.S. companies with the highest composite scores across value, quality, momentum and WisdomTree TAPE.
Why people hold it
Worth knowing
USMF Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Not enough history yet.
USMF$9,997
Returns run to the Nov 9, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | USMF |
|---|---|
| Year to date | −1.3% |
| 1 month | −5.8% |
| 3 months | −6.7% |
| 1 year | 0.0% |
| 3 years | +10.6% |
| 5 years | +5.4% |
| 10 years |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | USMF |
|---|---|---|
| 2026 YTD | −1.3% | |
| 2025 | +4.6% | |
| 2024 | +19.7% | |
| 2023 | +13.5% | |
| 2022 | −8.8% | |
| 2021 | +21.2% | |
| 2020 | +11.9% |
USMF in the news
USMF Dividends
- 1.32%
- $0.66
- $0.13 per share
- Quarterly
USMF Risk
- 11.1%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.72
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −18.1%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.67
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
FMP measures it over up to five years of monthly returns.
USMF Cost
Overpaying vs VYM, tied cheapest in US Multifactor
$4,906
On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.
USMF 0.28%
$5,755
VYM 0.04% Tied cheapest
$849
Cost over time
Year by year
| Year | USMF | VYM | Overpaying |
|---|---|---|---|
| 10 | $509 | $73 | $436 |
| 20 | $1,976 | $288 | $1,688 |
| 30 | $5,755 | $849 | $4,906 |
Other funds in US Multifactor
- BBMVPInvesco Bloomberg MVP Multi-factor ETFExpense ratio 0.29%1 year return +15.0%
- BFYXFirst Trust Small Cap Core AlphaDEX FundExpense ratio 0.58%1 year return +30.9%
- BAUSFGlobal X Adaptive U.S. Factor ETFExpense ratio 0.27%1 year return +18.1%
- BCSMProShares Large Cap Core PlusExpense ratio 0.45%1 year return +12.9%
- BPSCPrincipal U.S. Small-Cap Multi-Factor ETFExpense ratio 0.38%1 year return +21.5%
