USMF Performance — WisdomTree U.S. Multifactor Fund
Data updated: 2026-08-31
USMF returned +6.59% year to date and +7.28% over one year to Jun 2026. Annualised returns are +13.39% over 3 years and +8.23% over 5 years. The fund trailed its US Mid-Cap Blend category average: $100 invested three years ago grew to $146, against $150 for the category, and to $107 over one year, against $122. Volatility over the past three years was 11.09% a year. In the 12 months to Jun 2026 the fund lost a net $117.7M, and assets reached $310.36M.
USMF Growth of $100
What $100 invested in WisdomTree U.S. Multifactor Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | USMF | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $107 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $146 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $149 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $200 | $208 |
USMF Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +6.59% |
| 1 year | +7.28% |
| 3 years (annualised) | +13.39% |
| 5 years (annualised) | +8.23% |
USMF Annual Returns
Calendar-year total returns of WisdomTree U.S. Multifactor Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +6.59% |
| 2025 | +4.47% |
| 2024 | +19.64% |
| 2023 | +13.49% |
| 2022 | −8.76% |
| 2021 | +21.08% |
| 2020 | +11.89% |
| 2019 (Jul–Dec) | +7.22% |
USMF Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.2% | +0.7% | −4.2% | +4.3% | +2.8% | +2.8% | — | — | — | — | — | — |
| 2025 | +3.8% | −0.7% | −2.6% | −1.7% | +3.7% | +1.6% | −1.4% | +2.6% | +1.1% | −2.7% | +1.5% | −0.4% |
| 2024 | +2.9% | +3.7% | +4.0% | −5.1% | +3.7% | −0.4% | +4.0% | +3.3% | +0.4% | −0.1% | +7.9% | −5.3% |
| 2023 | +4.4% | −3.3% | −0.9% | −0.1% | −2.8% | +6.7% | +2.5% | −0.8% | −2.1% | −2.2% | +7.9% | +4.1% |
| 2022 | −4.1% | −0.3% | +2.3% | −5.1% | +2.2% | −8.1% | +5.6% | −2.8% | −7.9% | +10.8% | +4.8% | −4.7% |
| 2021 | +0.9% | +2.5% | +4.3% | +2.6% | +1.4% | +0.2% | +1.6% | +2.1% | −4.2% | +4.2% | −2.7% | +6.9% |
| 2020 | +0.2% | −8.5% | −15.5% | +13.5% | +5.1% | +2.1% | +5.1% | +3.5% | −3.4% | −1.7% | +9.7% | +4.7% |
| 2019 | — | — | — | — | — | — | +1.4% | −1.3% | +1.4% | +1.3% | +3.0% | +1.4% |
USMF Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.09%
- 3-year Sharpe ratio: 0.80 (vs 4.5% risk-free rate)
- Best month: +7.90% (Nov 2023)
- Worst month: −5.32% (Dec 2024)
USMF Fund Flows
Monthly money in and out of WisdomTree U.S. Multifactor Fund, from SEC Form N-PORT.
- 12-month net flow: −$117.7M
- 12-month gross sales (incl. reinvestments): $145.2M
- Sales ÷ redemptions: 0.55×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $70.6M | $123.8M | −$53.2M |
| May 2026 | $0 | $11.7M | −$11.7M |
| Apr 2026 | $0 | $7.5M | −$7.5M |
| Mar 2026 | $0 | $7.5M | −$7.5M |
| Feb 2026 | $3.8M | $5.1M | −$1.3M |
| Jan 2026 | $17.9M | $19.4M | −$1.5M |
| Dec 2025 | $19.2M | $24.4M | −$5.3M |
| Nov 2025 | $9.0M | $11.4M | −$2.5M |
| Oct 2025 | $0 | $9.0M | −$9.0M |
| Sep 2025 | $22.1M | $31.4M | −$9.2M |
| Aug 2025 | $1.3M | $0 | $1.3M |
| Jul 2025 | $1.3M | $11.5M | −$10.2M |
USMF Assets Under Management
Net assets of WisdomTree U.S. Multifactor Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $310.36M |
| 2026-03-31 | $350.35M |
| 2025-12-31 | $373.81M |
| 2025-09-30 | $398.34M |
| 2025-06-30 | $408.48M |
| 2025-03-31 | $370.06M |
| 2024-12-31 | $367.80M |
| 2024-09-30 | $332.43M |
| 2024-06-30 | $289.73M |
| 2024-03-31 | $291.93M |
| 2023-12-31 | $258.74M |
| 2023-09-30 | $259.41M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.