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
333.9 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) | $334 |
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) | $66,227 |
Large cap (>$10bn) | 82.4% |
Mid cap ($2-10bn) | 17.4% |
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 09/30/2024)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
Total Returns | 17.3% | 29.3% | 21.6% | 9.7% | 11.8% | -- | 11.5% | Volatility | 8.9% | 9.7% | 14.1% | 14.7% | 19.3% | -- | -- |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.81 | 84% |
MSCI EAFE | 0.79 | 76% |
MSCI Emg Mkts | 0.54 | 34% |
Liquidity Measures
Avg. volume (000) | 17 |
Turnover | 0.3% |
Avg. Bid/Ask (% of price) | 0.19% |
ADV of underlying (mns) | $56,773 |
Technical Indicators
Recent close | $49.11 |
30d moving avg. | $48.01 |
Annualized volatility | 15.9% |
Relative strength (RSI) | 53 |
Short interest (ETF) | 0.1% |
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 | -0.7% |
DEUS | Xtrackers Russell US Multifactor ETF | 33.5% | -11 bp | -0.3% |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 31.4% | -8 bp | -0.3% |
CFA | VictoryShares US 500 Volatility Wtd ETF | 31.2% | +7 bp | -1.6% |
CFO | VictoryShares US 500 Enhanced Volatility Wtd ETF | 31.1% | +12 bp | -1.6% |
USMV | iShares MSCI USA Min Vol Factor ETF | 30.9% | -13 bp | -1.7% |
JPUS | JPMorgan Diversified Return U.S. Equity ETF | 30.8% | -10 bp | -0.1% |
ONEV | SPDR Russell 1000 Low Volatility Focus ETF | 30.2% | -8 bp | +0.3% |
SSPY | Syntax Stratified LargeCap ETF | 29.6% | +2 bp | -0.9% |
VALQ | American Century U.S. Quality Value ETF | 28.5% | +1 bp | +0.1% |
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 10/9/2024
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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 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
7.3%
Cat. Avg
5.5%
ALTAR Score™ Calculation
Category Overview
There are 933 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 76th 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. | 22.9 | 9.6 | 32.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .