USMF

WisdomTree U.S. Multifactor Fund
*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.

PERFORMANCE [as of 06/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USMF -8.30% -11.14% -13.00% -6.36% 8.10% 9.42% --
USMF (NAV) -8.27% -12.15% -12.20% -5.33% 8.44% 9.74% --
WisdomTree U.S. Multifactor Index -- -- -- -- -- -- --
MSCI USA IMI -8.36% -16.75% -21.15% -13.74% 9.94% 10.74% 12.66%
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%
$203.40M
$528.96K
0.13%

USMF Portfolio Data

$79.15B
13.78
2.93
1.72%
N/A
199

USMF Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

USMF Portfolio Management

0.28%
--
--
--

USMF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

USMF Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

USMF Factset Analytics Block Liquidity

As of 07/01/22
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

14,090
$528.96K
8,794
$335.28K
0.13%
$0.05
0.03%
0.21% / -1.52%
None
99.00%
50,000
0.18
0.02%
0.01%
0
$36.56
5

USMF Sector/Industry Breakdown


USMF
Segment Benchmark
19.36%
--
16.63%
--
8.80%
--
8.48%
--
8.35%
--
5.66%
--
4.74%
--
4.49%
--
4.25%
--
3.16%
--

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

0.89
0.80
0.79
0.81
0.41%
MSCI USA IMI

USMF Benchmark Comparison Holdings

199
2541
195
21.80%

USMF Benchmark Comparison Summary


USMF
Segment Benchmark
199
2541
$79.15B
$473.33B
13.78
22.41
2.93
3.87
1.70%
1.42%
Low
Low

USMF Benchmark Comparison Market Cap Size


USMF
Segment Benchmark
71.83%
87.51%
28.15%
9.67%
0.01%
2.60%
0.00%
0.22%