USMF
WisdomTree U.S. Multifactor Fund
The WisdomTree US Multifactor ETF tracks an index of 200 US-listed equities. Stocks are selected and weighted by a combination of investment factors.
US
EQUITY
Passive
MANAGEMENT STYLE
358.4 M
ASSETS UNDER MGMT
28 bp
EXPENSES
Fund Basics
| Fund sponsor | WisdomTree |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | Jun 29, 2017 |
| Assets (mns) | $358 |
| Expense ratio | 28 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Open-Ended Fund |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Multi-Factor |
| Weighting | Multi-Factor |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| INTL BUSINESS MACHINES CORP | 1.5 % |
| VERISIGN INC | 1.5 % |
| MOTOROLA SOLUTIONS | 1.5 % |
| ROPER TECHNOLOGIES, INC. | 1.4 % |
| COGNIZANT TECH SOLUTIONS-A | 1.4 % |
| CISCO SYSTEMS INC | 1.4 % |
| F5 NETWORKS INC | 1.3 % |
| INSIGHT ENTERPRISES INC | 1.3 % |
| SYNNEX CORP | 1.2 % |
| AKAMAI TECHNOLOGIES | 1.2 % |
Constituent Breakdown
| Number of holdings | 200 |
| Herfindahl-Hirschman Index | 67 |
| Wgt avg mkt cap (mns) | $65,983 |
| Large cap (>$10bn) | 84.6% |
| Mid cap ($2-10bn) | 15.2% |
| Small cap (<$2bn) | 0.0% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 99.8 % |
Historical Performance
Standardized Performance (as of 10/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 17.5% | 32.0% | 15.5% | 8.2% | 11.5% | -- | 11.3% | Volatility | -- | -- | -- | -- | -- | -- | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.82 | 83% |
| MSCI EAFE | 0.76 | 74% |
| MSCI Emg Mkts | 0.51 | 32% |
Liquidity Measures
| Avg. volume (000) | 21 |
| Turnover | 0.3% |
| Avg. Bid/Ask (% of price) | 0.19% |
| ADV of underlying (mns) | $74,007 |
Technical Indicators
| Recent close | $50.84 |
| 30d moving avg. | $49.02 |
| Annualized volatility | 15.6% |
| Relative strength (RSI) | 52 |
| Short interest (ETF) | 0.2% |
| Short interest (underlying) | 3.7% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. USMF |
Expenses vs. USMF |
ALTAR Score™ vs. USMF |
|---|---|---|---|---|
| ROUS | Hartford Multifactor US Equity ETF | 38.3% | -9 bp | -0.6% |
| DEUS | Xtrackers Russell US Multifactor ETF | 33.5% | -11 bp | -0.2% |
| CFA | VictoryShares US 500 Volatility Wtd ETF | 31.2% | +7 bp | -1.5% |
| USMV | iShares MSCI USA Min Vol Factor ETF | 31.1% | -13 bp | -1.5% |
| CFO | VictoryShares US 500 Enhanced Volatility Wtd ETF | 31.1% | +12 bp | -1.6% |
| ONEO | SPDR Russell 1000 Momentum Focus ETF | 30.9% | -8 bp | -0.3% |
| JPUS | JPMorgan Diversified Return U.S. Equity ETF | 30.8% | -10 bp | +0.1% |
| ONEV | SPDR Russell 1000 Low Volatility Focus ETF | 30.3% | -8 bp | +0.5% |
| SSPY | Syntax Stratified LargeCap ETF | 29.6% | +2 bp | -0.8% |
| VALQ | American Century U.S. Quality Value ETF | 28.5% | +1 bp | +0.3% |
Risk and Returns: USMF vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 11/15/2024
Peer Group Comparison Sample data. Subscribe for access.
Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
USMF
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
OVERWEIGHT
Above average appreciation potential. A rating of OVERWEIGHT is assigned to ETFs with ALTAR Scores in the 4th quintile (ranking higher than 60%-80%) of their category. Typically, funds in this category consist of stocks trading at attractive valuations and/or having above-average fundamentals.
ALTAR Score™
USMF
7.1%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 973 funds in the US Equity category, with an average ALTAR Score™
of 5.5% and a standard deviation of
2.4%. USMF's ALTAR Score™ is approximately
0.7 standard deviations
above
the category average. This places USMF in the 75th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
USMFSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Passive US Equity ETFs |
| # of ETFs | 192 |
| Avg. Expense Ratio | 31.0 bp |
| Std. Deviation | 25.7 bp |
| USMF (28 bp) Percentile rank | 45 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| USMF | 28.0 | 18.6 | 46.6 |
| Peer Avg. | 20.9 | 9.1 | 29.9 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .