Category Review
US multifactor funds ran 30 points apart
WisdomTree U.S. Multifactor Fund
$52.99−0.05 (−0.09%)
- 0.28%
- $266M
- +6.3%
- 1.25%
- 0M sh
- $53.24
- low $48.41high $54.67
The ETF.net USMF Grade
B
Score 63 out of 100
- 38 of 99
Score 63 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.B57 out of 100Rank 38 of 99Mission
Whether the fund did what it promised, tested against its stated mandate.A80 out of 100Rank 48 of 86Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.B55 out of 100Rank 41 of 97Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.B64 out of 100Rank 24 of 99Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.B62 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
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.
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
- Four signals in one wrapper: value, quality, momentum and WisdomTree's TAPE score combine into a composite, and only the top-ranked names make the portfolio.
- 0.28% a year, below the typical fee in its factor peer group, which is unusual for a strategy running this much screening.
- Roughly 200 holdings, so the screen actually shapes the portfolio instead of getting diluted across a thousand-stock benchmark. Distributions come quarterly.
- Trading since 2017, so the multifactor blend has a live record across several market regimes rather than a backtest.
Worth knowing
- Cheap for a multifactor fund, not cheap outright: single-lane peers like VYM and IUSG charge 0.04%. The composite screen is what the extra buys.
- Volume is light next to the index heavyweights in its category, so spreads can widen when markets move fast.
- WisdomTree designs the index it tracks, and no peer fund follows the same benchmark, so there is no side-by-side clone to price-check against.
USMF Holdings
- Stocks
- 202
- 21%
- AAPL
Sectors
- Technology33.9%
- Health Care15.1%
- Consumer Discretionary10.4%
- Financials9.0%
- Industrials8.5%
- Communication8.4%
- Consumer Staples5.2%
- Energy4.4%
- Real Estate1.9%
- Utilities1.6%
- Materials1.6%
Geography
- United States96.82%
- Bermuda0.81%
- Singapore0.51%
- Ireland0.42%
- Puerto Rico0.38%
- United Kingdom0.38%
- Australia0.36%
- Netherlands0.33%
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$10,627
Returns run to the Oct 12, 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 | +4.5% |
| 1 month | +1.0% |
| 3 months | −0.8% |
| 1 year | +6.3% |
| 3 years | +12.7% |
| 5 years | +7.7% |
| 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 | +4.5% | |
| 2025 | +4.6% | |
| 2024 | +19.7% | |
| 2023 | +13.5% | |
| 2022 | −8.8% | |
| 2021 | +21.2% | |
| 2020 | +11.9% |
USMF in the news
USMF Dividends
- 1.25%
- $0.66
- $0.13 per share
- Quarterly
Distribution history
USMF Risk
- 11.2%
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.
- 0.68
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.
USMF Cost
0.28%
USMF0.28%
- The middle half of US Multifactor funds
- Median 0.30%
38 of the 99 US Multifactor funds charge less.
Other funds in US Multifactor
- BULVMVictoryShares US Value Momentum ETFExpense ratio 0.25%1 year return +20.4%
- BQGROAmerican Century U.S. Quality Growth ETFExpense ratio 0.29%1 year return +7.0%
- BSPGPInvesco S&P 500 GARP ETFExpense ratio 0.34%1 year return +11.2%
- BJOETVirtus Terranova U.S. Quality Momentum ETFExpense ratio 0.29%1 year return +10.7%
- BSEUSSEI QiM U.S. Equity Factor Allocation Active ETFExpense ratio 0.30%1 year return —