USMF

WisdomTree U.S. Multifactor Fund
N/A

N/A
*Unless otherwise stated, data provided by FactSet.

USMF Fund Description

The WisdomTree US Multifactor ETF tracks an index of 200 US-listed equities. Stocks are selected and weighted by a combination of investment factors.

USMF Factset Analytics Insight

USMF aims to provide strategic alpha with reduced risk. The underlying index scores the 800 largest US-listed stocks based on a composite of two fundamental factors (value and quality) and two technical factors (momentum and correlation to the broad market). The top 25% based on the composite score are included in the index. The components are weighted by a combination of the overall factor score and inverse volatility over the past 12 months. Individual holdings are capped at 4%, while sectors weights are set equal to those in the starting universe. The expense ratio makes USMF competitive.

USMF MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of July 18, 2018 the WisdomTree U.S. Multifactor Fund MSCI ESG Fund Quality Score is 4.57 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. USMF ranks in the 8th percentile within its peer group and in the 18th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

USMF CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/18/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USMF 0.83% 3.61% 7.61% 19.97% -- -- --
USMF (NAV) 0.95% 4.01% 8.13% 20.21% -- -- --
WisdomTree U.S. Multifactor Index -- -- -- -- -- -- --
Bloomberg Barclays U.S. 10+ Year Corporate Bond Index 1.42% 4.81% 7.02% 17.24% 11.95% 12.93% 10.93%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USMF Top 10 Countries

USMF Top 10 Sectors

USMF Top 10 Holdings [View All]

USMF Summary Data

WisdomTree
06/29/17
Open-Ended Fund
0.28%
$20.75M
$356.25K
0.30%

USMF Portfolio Data

$25.43B
16.86
2.91
1.22%
09/25/18
195

USMF Index Data

Multi-Factor
Multi-Factor
Bloomberg Barclays U.S. 10+ Year Corporate Bond Index

USMF Portfolio Management

0.28%
--
--
--

USMF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USMF Fund Structure

Open-Ended Fund
No
Yes
75% / 25%
N/A
N/A
High
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

USMF Factset Analytics Block Liquidity

As of 07/19/18
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of USMF. USMF is rated a 5 out of 5.

USMF Tradability

11,585
$356.25K
1,774
$56.02K
0.30%
$0.09
0.06%
1.48% / -2.11%
None
100.00%
50,000
0.04
0.03%
0.02%
--
$29.76
5

USMF Sector/Industry Breakdown


USMF
Segment Benchmark
19.48%
17.55%
17.90%
24.36%
15.22%
10.72%
12.66%
12.75%
12.21%
12.81%
9.26%
6.49%
7.40%
5.87%
2.99%
2.82%
2.68%
2.75%
1.89%
1.66%

USMF Countries


USMF
Segment Benchmark
101.70%
99.93%
--
0.07%

USMF Regions


USMF
Segment Benchmark
101.70%
100.00%

USMF Economic Development


USMF
Segment Benchmark
100.00%
100.00%

USMF Performance Statistics

0.94
0.85
0.81
0.88
0.20%
Bloomberg Barclays U.S. 10+ Year Corporate Bond Index

USMF MSCI ESG Ratings

4.57 / 10
8.16
18.36
5.57%
3.43%
189.44

USMF BENCHMARK COMPARISON HOLDINGS

195
2413
188
14.00%

USMF BENCHMARK COMPARISON SUMMARY


USMF
Segment Benchmark
195
2413
$25.43B
$177.98B
16.86
26.14
2.91
3.18
1.42%
1.76%
--
--

USMF BENCHMARK COMPARISON MARKET CAP SIZE


USMF
Segment Benchmark
48.58%
80.49%
51.42%
14.81%
0.00%
4.41%
0.00%
0.28%