Performance analysis of USMF (WISDOMTREE U.S. MULTIFACTOR FUND)
Annual Return
Over the past 3 years, USMF has had an average annual return of +14.38%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, USMF has had an average annual return of +7.97%, underperforming the benchmark SPY, which returned +14% annual.
Since Aug 24, 2017, USMF has had an average annual return of +10.62%, underperforming the benchmark SPY, which returned +15.62% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +4.95% | +4.61% | +19.65% | +13.46% | -8.83% | +21.25% | +11.91% | +24.07% | -4.71% | +11.27% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.21% | +0.49% | -3.99% | +4.22% | +2.71% | +1.40% | +4.95% | ||||||
| 2025 | +3.92% | -0.91% | -2.66% | -1.77% | +4% | +1.48% | -1.34% | +2.50% | +1.15% | -2.79% | +1.71% | -0.47% | +4.61% |
| 2024 | +2.95% | +3.71% | +4% | -5.12% | +3.52% | -0.31% | +4.08% | +3.26% | +0.41% | +0.12% | +7.69% | -5.41% | +19.65% |
| 2023 | +4.36% | -3.24% | -0.82% | -0.19% | -2.64% | +6.65% | +2.26% | -0.58% | -2.08% | -2.29% | +7.92% | +4.12% | +13.46% |
| 2022 | -4.16% | -0.24% | +2.40% | -5.29% | +2.31% | -8.30% | +5.78% | -2.72% | -7.94% | +10.85% | +4.83% | -4.80% | -8.83% |
| 2021 | +1.25% | +2.51% | +4.18% | +2.54% | +1.42% | +0.18% | +1.49% | +2.19% | -4.15% | +4.14% | -2.75% | +6.90% | +21.25% |
| 2020 | +0.43% | -8.58% | -15.65% | +13.78% | +5.09% | +2.11% | +4.86% | +3.72% | -3.33% | -2.07% | +9.81% | +4.69% | +11.91% |
| 2019 | +7.46% | +3.63% | -0.08% | +3.26% | -4.65% | +5.75% | +1.53% | -1.44% | +1.28% | +1.49% | +2.92% | +1.16% | +24.07% |
| 2018 | +4.64% | -2.99% | -0.34% | +0.80% | +1.58% | +1.02% | +2.87% | +4.11% | -0.38% | -6.46% | +1.19% | -9.81% | -4.71% |
| 2017 | +0% | +3.88% | +2.03% | +1.30% | +3.63% | +11.27% |
Drawdown analysis of USMF (WISDOMTREE U.S. MULTIFACTOR FUND)
The maximum drawdown for the USMF was -36.24%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
Since Aug 24, 2017 USMF has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.24% | Feb 19, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -19.07% | Sep 14, 2018 | 69 | Dec 24, 2018 | 131 | Jul 3, 2019 | 200 |
| -18.11% | Jan 4, 2022 | 183 | Sep 27, 2022 | 298 | Dec 4, 2023 | 481 |
| -15.39% | Nov 26, 2024 | 89 | Apr 8, 2025 | 107 | Sep 11, 2025 | 196 |
| -8.63% | Jan 29, 2018 | 9 | Feb 9, 2018 | 82 | Jun 8, 2018 | 91 |
| -7.91% | Sep 2, 2020 | 14 | Sep 23, 2020 | 14 | Oct 13, 2020 | 28 |
| -6.90% | Oct 13, 2020 | 13 | Oct 30, 2020 | 11 | Nov 16, 2020 | 24 |
| -6.47% | Sep 29, 2025 | 125 | Mar 30, 2026 | 28 | May 8, 2026 | 153 |
| -5.94% | Nov 12, 2021 | 12 | Dec 1, 2021 | 17 | Dec 27, 2021 | 29 |
| -5.63% | Mar 28, 2024 | 14 | Apr 18, 2024 | 60 | Jul 16, 2024 | 74 |
| -5.50% | Jul 31, 2024 | 3 | Aug 5, 2024 | 9 | Aug 16, 2024 | 12 |
| -5.18% | Jul 12, 2019 | 23 | Aug 14, 2019 | 52 | Oct 28, 2019 | 75 |
| -4.99% | Feb 12, 2021 | 13 | Mar 4, 2021 | 5 | Mar 11, 2021 | 18 |
| -4.66% | Sep 2, 2021 | 19 | Sep 30, 2021 | 16 | Oct 22, 2021 | 35 |
| -4.08% | Jun 11, 2021 | 5 | Jun 18, 2021 | 28 | Jul 29, 2021 | 33 |
| -3.64% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.49% | Jan 25, 2021 | 4 | Jan 29, 2021 | 5 | Feb 5, 2021 | 9 |
| -3.47% | Aug 30, 2024 | 4 | Sep 6, 2024 | 15 | Sep 27, 2024 | 19 |
| -3.39% | Mar 15, 2021 | 7 | Mar 24, 2021 | 7 | Apr 5, 2021 | 14 |
| -2.76% | Jan 23, 2020 | 6 | Jan 31, 2020 | 7 | Feb 11, 2020 | 13 |
| -2.52% | Jun 20, 2018 | 8 | Jul 2, 2018 | 7 | Jul 12, 2018 | 15 |
| -2.35% | Jul 16, 2024 | 6 | Jul 24, 2024 | 5 | Jul 31, 2024 | 11 |
| -2.28% | Nov 11, 2024 | 6 | Nov 19, 2024 | 3 | Nov 22, 2024 | 9 |
| -2.09% | Oct 22, 2021 | 3 | Oct 27, 2021 | 5 | Nov 3, 2021 | 8 |
| -2.07% | Oct 18, 2024 | 10 | Nov 1, 2024 | 3 | Nov 6, 2024 | 13 |