USMF

WisdomTree U.S. Multifactor Fund
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71
*Unless otherwise stated, data provided by FactSet.

USMF Fund Description

USMF 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

WisdomTree U.S. Multifactor Fund has an MSCI ESG Fund Rating of BBB based on a score of 4.54 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. WisdomTree U.S. Multifactor Fund ranks in the 29th percentile within its peer group and in the 16th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

USMF Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 09/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USMF 1.76% 3.16% 18.25% 0.72% -- -- --
USMF (NAV) 3.13% 3.01% 18.06% 0.81% -- -- --
WisdomTree U.S. Multifactor Index -- -- -- -- -- -- --
MSCI USA IMI 4.44% 4.78% 21.66% 4.91% 13.55% 10.49% 13.47%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USMF Summary Data

WisdomTree
06/29/17
Open-Ended Fund
0.28%
$116.64M
$741.32K
0.27%

USMF Portfolio Data

$44.57B
17.05
3.14
1.27%
09/24/19
198

USMF Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

USMF Portfolio Management

0.28%
--
--
--

USMF Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

USMF Fund Structure

Open-Ended Fund
No
Yes
75% / 25%
N/A
N/A
Low
Daily
Cboe 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 09/13/19
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

24,689
$741.32K
16,527
$494.79K
0.27%
$0.08
0.10%
0.33% / -0.73%
None
100.00%
50,000
0.33
0.03%
0.01%
0
$30.68
5

USMF Sector/Industry Breakdown


USMF
Segment Benchmark
17.64%
13.46%
17.37%
17.07%
16.68%
26.09%
13.72%
10.53%
12.84%
13.44%
8.82%
6.72%
4.74%
4.58%
3.29%
3.21%
2.79%
1.92%
2.10%
2.93%

USMF Countries


USMF
Segment Benchmark
100.00%
99.92%
--
0.08%

USMF Regions


USMF
Segment Benchmark
100.00%
100.00%

USMF Economic Development


USMF
Segment Benchmark
100.00%
100.00%

USMF Performance Statistics

0.93
0.84
0.85
0.86
0.29%
MSCI USA IMI

USMF MSCI ESG Ratings

BBB
4.54 / 10
15.58
29.39
6.26%
6.81%
209.90

USMF Benchmark Comparison Holdings

198
2426
194
21.09%

USMF Benchmark Comparison Summary


USMF
Segment Benchmark
198
2426
$44.57B
$205.15B
17.05
24.01
3.14
3.16
1.75%
1.84%
Low
Low

USMF Benchmark Comparison Market Cap Size


USMF
Segment Benchmark
53.76%
82.24%
45.87%
13.33%
0.37%
4.00%
0.00%
0.39%