WISDOMTREE U.S. MULTIFACTOR FUND
Symbol: USMF
Exchange: BATS
Sector: Technology
Category: Mid-Cap Blend
Inception date: 29/06/2017
Latest date: 21/07/2026
Current price: $53.31
Expense ratio: 0.28%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-1.60%
Ann. -33.57% (Sharpe / Sortino numerator)
Volatility
12.04%
Sharpe ratio
-3.089
VaR 95%
-1.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
3.90%
Ann. -9.33% (Sharpe / Sortino numerator)
Volatility
12.01%
Sharpe ratio
-1.079
VaR 95%
-1.35%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.21%
Ann. -7.69% (Sharpe / Sortino numerator)
Volatility
11.11%
Sharpe ratio
-1.019
VaR 95%
-1.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.68%
Ann. 0.53% (Sharpe / Sortino numerator)
Volatility
15.36%
Sharpe ratio
-0.202
VaR 95%
-1.34%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
17.44%
Ann. 5.29% (Sharpe / Sortino numerator)
Volatility
13.55%
Sharpe ratio
0.122
VaR 95%
-1.31%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
39.89%
Ann. 11.37% (Sharpe / Sortino numerator)
Volatility
12.50%
Sharpe ratio
0.619
VaR 95%
-1.15%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 21/07/2026.
Average daily return
0.028%
Best day
2.714%
Worst day
-1.921%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $52.82 | $53.32 | $52.82 | $53.31 | 40,400 |
| 20/07/2026 | $53.22 | $53.22 | $52.55 | $52.56 | 19,100 |
| 17/07/2026 | $52.38 | $52.90 | $52.38 | $52.78 | 8,200 |
| 16/07/2026 | $53.30 | $53.30 | $52.81 | $52.94 | 18,900 |
| 15/07/2026 | $53.33 | $53.36 | $52.80 | $53.19 | 18,600 |
| 14/07/2026 | $53.21 | $53.44 | $53.18 | $53.34 | 21,500 |
| 13/07/2026 | $53.41 | $53.41 | $52.69 | $53.06 | 29,200 |
| 10/07/2026 | $53.41 | $53.69 | $53.41 | $53.61 | 16,100 |
| 09/07/2026 | $53.53 | $53.78 | $53.49 | $53.53 | 22,700 |
| 08/07/2026 | $52.70 | $52.91 | $52.29 | $52.89 | 13,200 |