WISDOMTREE U.S. MULTIFACTOR FUND
Symbol: USMF
Exchange: BATS
Sector: Technology
Category: Mid-Cap Blend
Inception Date: 29/06/2017
Latest Date: 17/04/2026
Current Price: $51.47
Expense Ratio: 0.28%
Assets Under Management
$350.3M
0.78% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
3.69%
Volatility
12.04%
Sharpe Ratio
-3.089
VaR 95%
-1.29%
CVaR 95%:
-1.32%
Max Drawdown:
-5.62%
Sortino Ratio:
-5.215
Calmar Ratio:
-5.97
Return
1.12%
Volatility
12.01%
Sharpe Ratio
-1.079
VaR 95%
-1.35%
CVaR 95%:
-1.53%
Max Drawdown:
-6.57%
Sortino Ratio:
-1.573
Calmar Ratio:
-1.42
Return
0.43%
Volatility
11.11%
Sharpe Ratio
-1.019
VaR 95%
-1.32%
CVaR 95%:
-1.49%
Max Drawdown:
-6.57%
Sortino Ratio:
-1.551
Calmar Ratio:
-1.17
Return
10.46%
Volatility
15.36%
Sharpe Ratio
-0.202
VaR 95%
-1.34%
CVaR 95%:
-2.20%
Max Drawdown:
-8.36%
Sortino Ratio:
-0.258
Calmar Ratio:
0.06
Return
19.57%
Volatility
13.55%
Sharpe Ratio
0.122
VaR 95%
-1.31%
CVaR 95%:
-1.93%
Max Drawdown:
-15.39%
Sortino Ratio:
0.163
Calmar Ratio:
0.34
Return
40.98%
Volatility
12.50%
Sharpe Ratio
0.619
VaR 95%
-1.15%
CVaR 95%:
-1.71%
Max Drawdown:
-15.39%
Sortino Ratio:
0.852
Calmar Ratio:
0.74
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.043%
Best Day
2.279%
22/04/2025
Worst Day
-2.263%
10/07/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $51.07 | $51.56 | $51.07 | $51.47 | 12,100 |
| 16/04/2026 | $50.86 | $51.09 | $50.77 | $50.97 | 10,800 |
| 15/04/2026 | $50.63 | $50.76 | $50.49 | $50.65 | 11,100 |
| 14/04/2026 | $50.54 | $50.58 | $50.30 | $50.48 | 12,700 |
| 13/04/2026 | $49.96 | $50.52 | $49.89 | $50.51 | 28,100 |
| 10/04/2026 | $50.67 | $50.67 | $49.90 | $49.92 | 14,700 |
| 02/04/2026 | $49.16 | $49.91 | $49.16 | $49.87 | 17,100 |
| 01/04/2026 | $49.65 | $49.70 | $49.50 | $49.53 | 17,000 |
| 31/03/2026 | $49.02 | $49.38 | $48.73 | $49.38 | 71,000 |
| 30/03/2026 | $49.08 | $49.19 | $48.41 | $48.60 | 30,600 |