WISDOMTREE U.S. MULTIFACTOR FUND
Symbol: USMF
Exchange: BATS
Sector: Technology
Category: Mid-Cap Blend
Inception date: 29/06/2017
Latest date: 15/10/2026
Current price: $52.52
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
0.75%
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
-1.02%
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
4.30%
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
3.88%
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
8.60%
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
40.02%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.018%
Best day
2.714%
Worst day
-1.921%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $52.13 | $52.53 | $52.04 | $52.52 | 18,700 |
| 14/10/2026 | $52.53 | $52.75 | $52.14 | $52.30 | 6,900 |
| 13/10/2026 | $53.00 | $53.02 | $52.73 | $53.01 | 10,700 |
| 12/10/2026 | $53.20 | $53.20 | $52.98 | $53.04 | 6,600 |
| 09/10/2026 | $53.04 | $53.30 | $52.99 | $53.20 | 8,600 |
| 08/10/2026 | $52.88 | $52.96 | $52.71 | $52.93 | 119,600 |
| 07/10/2026 | $52.89 | $53.00 | $52.81 | $52.93 | 17,000 |
| 06/10/2026 | $53.41 | $53.41 | $53.21 | $53.26 | 21,700 |
| 05/10/2026 | $52.80 | $53.30 | $52.65 | $53.10 | 8,100 |
| 02/10/2026 | $52.84 | $52.88 | $52.70 | $52.87 | 5,300 |