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 Equities

EQUITY

Passive

MANAGEMENT STYLE

28 bp

EXPENSES

$301.5 M

ASSETS UNDER MGMT

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorWisdomTree
CategoryUS Equities
Asset classEquity
Websitelink...
Inception dateJun 29, 2017
Assets (mns)$301
Expense ratio28 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionMulti-Factor
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
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 holdings199
Herfindahl-Hirschman Index 63
Wgt avg mkt cap (mns)$65,211
Large cap (>$10bn)83.1%
Mid cap ($2-10bn)16.9%
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 05/31/2024)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
9.1% 27.6% 9.2% 6.9% 11.7% -- 10.9%
Market Correlations
versus...BetaR-squared
S&P 5000.8286%
MSCI EAFE0.8077%
MSCI Emg Mkts0.5133%
Liquidity Measures
Avg. volume (000)10
Turnover0.2%
Avg. Bid/Ask (% of price)0.19%
ADV of underlying (mns)$64,966
Technical Indicators
Recent close$45.51
30d moving avg.$45.44
Annualized volatility15.8%
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)

Top Ten Comparable ETFs only shown here. For an extended list become an Individual or Professional subscriber. Start your FREE trial

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.

Content on this tab for Individual & Professional subscribers only. Start your FREE trial

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

Content on this tab for Individual & Professional subscribers only. Start your FREE trial

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 --%
1.3 14.8 2.7 1.7% --
Based on closing prices from 6/12/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
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.

Some content on this tab for Individual & Professional subscribers only. Start your FREE trial

ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

USMF

7.0%

Cat. Avg

5.7%

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 892 funds in the US Equities category, with an average ALTAR Score™ of 5.7% and a standard deviation of 2.8%. USMF's ALTAR Score™ is approximately 0.5 standard deviations above the category average. This places USMF in the 68th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
USMF
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
Change
Volume
Bid/Ask Spread
Update
Today's Trading

Trading data provided for free by IEX. By accessing this data you agree to abide by their Terms of Service.


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 .