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.
Fund Basics
| Fund sponsor | WisdomTree |
| Category | US Equities |
| Asset class | Equity |
| Website | link... |
| Inception date | Jun 29, 2017 |
| Assets (mns) | $276 |
| 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 | 1.6 % |
| JUNIPER NETWORKS INC | 1.4 % |
| CISCO SYSTEMS INC | 1.2 % |
| DELL TECHNOLOGIES INC CLASS C | 1.2 % |
| F5 NETWORKS INC | 1.2 % |
| MOTOROLA SOLUTIONS | 1.2 % |
| COGNIZANT TECH SOLUTIONS-A | 1.2 % |
| VERISIGN INC | 1.1 % |
| CDW CORP/DE | 1.1 % |
| FAIR ISAAC CORP | 1.1 % |
Constituent Breakdown
| Number of holdings | 199 |
| Herfindahl-Hirschman Index | 63 |
| Wgt avg mkt cap (mns) | $66,821 |
| Large cap (>$10bn) | 83.3% |
| Mid cap ($2-10bn) | 16.7% |
| Small cap (<$2bn) | 0.1% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 99.8 % |
Historical Performance
Standardized Annual Returns (as of 03/31/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. |
|---|---|---|---|---|---|---|
| 11.0% | 26.2% | 8.5% | 8.9% | 11.8% | -- | 11.4% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.80 | 85% |
| MSCI EAFE | 0.78 | 76% |
| MSCI Emg Mkts | 0.51 | 35% |
Liquidity Measures
| Avg. volume (000) | 14 |
| Turnover | 0.2% |
| Avg. Bid/Ask (% of price) | 0.19% |
| ADV of underlying (mns) | $66,559 |
Technical Indicators
| Recent close | $43.93 |
| 30d moving avg. | $40.20 |
| Annualized volatility | 15.4% |
| Relative strength (RSI) | 78 |
| 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 | 35.0% | -9 bp | -0.5% |
| WTV | WisdomTree US Value Fund of Benef Interest | 34.3% | -16 bp | +1.7% |
| JPUS | JPMorgan Diversified Return U.S. Equity ETF | 34.2% | -10 bp | +0.7% |
| DEUS | Xtrackers Russell US Multifactor ETF | 33.9% | -11 bp | +0.1% |
| CFA | VictoryShares US 500 Volatility Wtd ETF | 31.8% | +7 bp | -1.0% |
| CFO | VictoryShares US 500 Enhanced Volatility Wtd ETF | 31.8% | +12 bp | -1.0% |
| USMV | iShares MSCI USA Min Vol Factor ETF | 31.5% | -13 bp | -0.9% |
| AFLG | First Trust Active Factor Large Cap ETF | 31.3% | +27 bp | -0.9% |
| ONEV | SPDR Russell 1000 Low Volatility Focus ETF | 31.0% | -8 bp | +1.0% |
| ONEO | SPDR Russell 1000 Momentum Focus ETF | 30.1% | -8 bp | +0.2% |
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 4/18/2024
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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 Fund Rating
Our measure of an ETF's overall investment merit
ALTAR Score™
USMF
7.0%
Cat. Avg
5.9%
Fund Category: US Equities
| Avg. Return on Equity | --% |
| Divided by: Fwd. P/BV | --x |
| Less: Expenses | -- bp |
| Equals: ALTAR Score™ | 7.0% |
Recommendation
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.
Category Overview
There are 886 funds in the US Equities category, with an average ALTAR Score™
of 5.9% and a standard deviation of
2.7%. USMF's ALTAR Score™ is approximately
0.4 standard deviations
above
the category average. This places USMF in the 66th percentile among funds in the category.
Consensus Recommendation
Sell-side recommendations on the ETF's individual constituents
Composite
USMF
Peer Average
Recent Trends
SELL
U/W
HOLD
O/W
BUY
Recent Trends
Breakdown
Market Activity
| Latest price | |
| Change | |
| Volume | |
| Bid/Ask Spread | |
| Update |
Today's Trading
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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. | -- | -- | -- |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .