Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USMF (WisdomTree U.S. Multifactor Fund) | 2.67% | 4.92% | 13.70% | 7.30% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 06/30/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USMF (WisdomTree U.S. Multifactor Fund) | 06/30/2017 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.79 | 4.92 | 13.70 | 7.30 | NA | NA | NA | … | … | 2.67 | 4.60 | 19.65 | 13.45 | -8.80 | 21.23 | 11.92 | 23.52 | -4.71 | 12.38 |
| Sharpe Ratio | NA | 0.21 | 0.84 | 0.34 | NA | NA | NA | … | … | 0.34 | 0.11 | 1.50 | 0.83 | -0.52 | 1.66 | 0.35 | 2.02 | -0.40 | 4.06 |
| Standard Deviation(%) | NA | 10.95 | 12.40 | 14.28 | NA | NA | NA | … | … | 11.31 | 15.35 | 10.72 | 11.83 | 19.82 | 12.76 | 33.02 | 10.92 | 15.11 | 6.28 |
| Draw Down(%) | NA | 6.47 | 15.39 | 18.10 | NA | NA | NA | … | … | 6.24 | 14.19 | 5.96 | 9.95 | 18.10 | 5.95 | 36.23 | 5.18 | 19.49 | 1.65 |
| Yield(%) | 0.00 | 1.38 | 1.74 | 1.59 | 1.86 | 1.24 | 0.93 | … | … | 0.35 | 1.41 | 1.44 | 1.49 | 1.56 | 1.71 | 1.46 | 1.18 | 1.36 | 0.75 |
Data as of 06/05/2026, Common starting date is 06/30/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMF (WisdomTree U.S. Multifactor Fund) |
5.72%
Sep 2019 – Sep 2022 |
6.16%
Sep 2018 – Sep 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USMF (WisdomTree U.S. Multifactor Fund) |
18.78%
Dec 2018 – Dec 2021 |
16.80%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart