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Trending ETFs

Name

As of 07/12/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$46.29

$290 M

1.25%

$0.58

0.28%

Vitals

YTD Return

10.8%

1 yr return

20.1%

3 Yr Avg Return

7.2%

5 Yr Avg Return

10.2%

Net Assets

$290 M

Holdings in Top 10

12.8%

52 WEEK LOW AND HIGH

$45.9
$36.99
$46.55

Expenses

OPERATING FEES

Expense Ratio 0.28%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 152.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund


Name

As of 07/12/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$46.29

$290 M

1.25%

$0.58

0.28%

USMF - Profile

Distributions

  • YTD Total Return 10.8%
  • 3 Yr Annualized Total Return 7.2%
  • 5 Yr Annualized Total Return 10.2%
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio 1.58%
DIVIDENDS
  • Dividend Yield 1.3%
  • Dividend Distribution Frequency None

Fund Details

  • Legal Name
    WisdomTree U.S. Multifactor Fund
  • Fund Family Name
    WisdomTree Trust
  • Inception Date
    Jun 29, 2017
  • Shares Outstanding
    5500000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    Marlene Walker-Smith

Fund Description

The Fund employs a “passive management” – or indexing – investment approach designed to track the performance of the Index. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole. Under normal circumstances, at least 80% of the Fund’s total assets (exclusive of collateral held from securities lending) will be invested in component securities of the Index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities.

The Index is generally comprised of 200 U.S. companies with the highest composite scores based on two fundamental factors (value and quality measures) and two technical factors (momentum and correlation). To be eligible for inclusion in the Index, a company must meet the following criteria as of the quarterly Index screening date: (i) listed on a U.S. stock exchange and incorporated and headquartered in the United States; (ii) median daily dollar trading volume of at least $1,000,000 for each of the preceding three months; and (iii) only common stocks, real estate investment trusts (“REITs”), tracking stocks and holding companies are eligible for inclusion in the Index.

The top 800 companies by market capitalization that meet the foregoing criteria (the “Starting Universe”) are assigned a score for each of the following factors:

Value  – determined by fundamental valuation ratios, e.g., price-to-book, price-to-sales, price-to-earnings
Quality  – determined by static observations and trends of these ratios over time, e.g., return on equity, return on assets
Momentum  – determined by a stock’s risk adjusted returns over multiple periods of time
Low Correlation  – incorporates diversification potential of stocks that are less correlated to the market over historical periods

The score for each factor is used to calculate a company’s overall factor score. Companies from the Starting Universe are ranked by their overall factor score, and the top twenty-five percent (25%) (i.e., 200 out of 800 companies) are selected for inclusion in the Index. Companies are weighted in the Index by a combination of their overall factor score and their inverse volatility over the prior 12 months, subject to certain sector weighting considerations set forth below. For the inverse volatility weighting component, the Index methodology determines each company’s volatility (or risk) as measured by standard deviation over the past 12 months, which reflects the average amount a company’s stock price has differed from the mean over that period. Companies with higher overall factor scores and lower volatility (or risk) receive higher weights in the Index and companies with lower overall factor scores and higher volatility (or risk) receive lower weights in the Index.

The Index is reconstituted and rebalanced quarterly. On the Index’s quarterly screening date, the maximum weight of any security in the Index is capped at 4% and the sectors are weighted the same as the sector weights in the Starting Universe (i.e., sector neutral). The Index also may adjust the weight of individual components on the quarterly screening date based on certain quantitative thresholds or limits tied to key metrics of a component security, such as its trading volume. To the extent the Index reduces an individual component’s weight, the excess weight will be reallocated pro rata among the other components. Similarly, if the Index increases a component’s weight, the weight of the other components will be reduced on a pro rata basis to contribute the weight needed for such increase. The weight of a sector in the Index may fluctuate from the sector neutral weighting, and the weight of an individual component in the Index may fluctuate above or below specified caps and thresholds, respectively, between screening dates in response to market conditions.

WisdomTree, Inc. (“WisdomTree”), as Index provider, currently uses the Global Industry Classification Standard (GICS®), a widely recognized industry classification methodology developed by MSCI, Inc. and Standard & Poor’s Financial Services LLC, to define companies within a given sector. The following sectors are included in the Index: communication services, consumer discretionary, consumer staples, energy, financials, health care, industrials, information technology, materials, real estate, and utilities. A sector is comprised of multiple industries. For example, the energy sector is comprised of companies in the energy equipment and services industry as well as the oil, gas and consumable fuels industry. As of June 30, 2023, companies in the information technology sector comprised a significant portion (i.e., in excess of 15% of the Index’s total weighting) of the Index; however, the Index’s sector exposure may change from time to time.

To the extent the Index concentrates (i.e., holds 25% or more of its total assets) in the securities of a particular industry or group of industries, the Fund will concentrate its investments to approximately the same extent as the Index.

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USMF - Performance

Return Ranking - Trailing

Period USMF Return Category Return Low Category Return High Rank in Category (%)
YTD 10.8% -2.0% 24.1% 16.07%
1 Yr 20.1% -12.2% 33.7% 7.48%
3 Yr 7.2%* -17.0% 19.6% 12.36%
5 Yr 10.2%* -1.6% 22.4% 34.66%
10 Yr N/A* 2.1% 12.1% 51.23%

* Annualized

Return Ranking - Calendar

Period USMF Return Category Return Low Category Return High Rank in Category (%)
2023 11.8% -12.9% 28.8% 62.67%
2022 -10.4% -52.6% 20.1% 6.18%
2021 19.4% -43.8% 32.4% 26.07%
2020 10.0% -10.6% 82.1% 39.70%
2019 22.3% -8.5% 37.5% 57.59%

Total Return Ranking - Trailing

Period USMF Return Category Return Low Category Return High Rank in Category (%)
YTD 10.8% -2.0% 24.1% 16.07%
1 Yr 20.1% -12.2% 33.7% 7.48%
3 Yr 7.2%* -17.0% 19.6% 12.36%
5 Yr 10.2%* -1.6% 22.4% 34.66%
10 Yr N/A* 2.1% 12.1% N/A

* Annualized

Total Return Ranking - Calendar

Period USMF Return Category Return Low Category Return High Rank in Category (%)
2023 13.5% 1.2% 31.3% 68.52%
2022 -8.8% -45.7% 21.1% 10.11%
2021 21.2% -30.2% 52.8% 75.36%
2020 11.9% -8.4% 84.3% 56.72%
2019 24.1% 1.0% 43.4% 81.65%

USMF - Holdings

Concentration Analysis

USMF Category Low Category High USMF % Rank
Net Assets 290 M 728 K 160 B 60.66%
Number of Holdings 199 1 2667 33.52%
Net Assets in Top 10 37.4 M 224 K 12.8 B 69.25%
Weighting of Top 10 12.81% 4.3% 100.0% 71.67%

Top 10 Holdings

  1. International Business Machines Corp 1.40%
  2. VeriSign Inc 1.36%
  3. Roper Technologies Inc 1.35%
  4. Motorola Solutions Inc 1.34%
  5. Cisco Systems Inc 1.30%
  6. F5 Inc 1.30%
  7. GoDaddy Inc 1.28%
  8. TD SYNNEX Corp 1.22%
  9. Akamai Technologies Inc 1.17%
  10. Cognizant Technology Solutions Corp 1.10%

Asset Allocation

Weighting Return Low Return High USMF % Rank
Stocks
99.86% 9.93% 108.70% 5.26%
Cash
0.14% 0.00% 27.80% 92.52%
Preferred Stocks
0.00% 0.00% 13.94% 44.04%
Other
0.00% -0.12% 46.11% 55.96%
Convertible Bonds
0.00% 0.00% 1.78% 44.88%
Bonds
0.00% 0.00% 67.75% 48.75%

Stock Sector Breakdown

Weighting Return Low Return High USMF % Rank
Technology
27.09% 0.00% 40.65% 1.67%
Healthcare
13.56% 0.00% 24.06% 15.56%
Financial Services
12.35% 0.00% 46.10% 69.44%
Consumer Cyclical
10.45% 2.49% 46.48% 68.61%
Communication Services
9.29% 0.00% 30.98% 5.28%
Industrials
7.92% 0.00% 45.89% 92.78%
Consumer Defense
7.03% 0.00% 32.18% 15.00%
Energy
4.29% 0.00% 58.13% 63.06%
Utilities
2.73% 0.00% 18.97% 65.56%
Real Estate
2.65% 0.00% 25.82% 80.83%
Basic Materials
2.65% 0.00% 16.35% 86.39%

Stock Geographic Breakdown

Weighting Return Low Return High USMF % Rank
US
99.86% 9.93% 108.70% 4.99%
Non US
0.00% 0.00% 10.11% 49.03%

USMF - Expenses

Operational Fees

USMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.28% 0.03% 19.40% 88.30%
Management Fee 0.28% 0.00% 1.50% 18.94%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.01% 0.30% N/A

Sales Fees

USMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.50% 5.75% N/A
Deferred Load N/A 1.00% 4.00% N/A

Trading Fees

USMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

USMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 152.00% 0.00% 304.00% 97.83%

USMF - Distributions

Dividend Yield Analysis

USMF Category Low Category High USMF % Rank
Dividend Yield 1.25% 0.00% 29.78% 40.72%

Dividend Distribution Analysis

USMF Category Low Category High Category Mod
Dividend Distribution Frequency None Annual SemiAnnual SemiAnnual

Net Income Ratio Analysis

USMF Category Low Category High USMF % Rank
Net Income Ratio 1.58% -2.06% 3.38% 2.23%

Capital Gain Distribution Analysis

USMF Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Semi-Monthly Annually

Distributions History

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USMF - Fund Manager Analysis

Managers

Marlene Walker-Smith


Start Date

Tenure

Tenure Rank

Oct 26, 2020

1.59

1.6%

Marlene is head of equity index portfolio management. She leads the team of equity index portfolio managers managing US and non-US equity index portfolios and is responsible for the refinement and implementation of the entire equity index portfolio management process. Previously, Marlene served as a senior portfolio manager within the equity index team and prior to joining the equity index team was an equity trader for the firm. Prior to joining the firm in 1995, Marlene was a trader for Banc One Investment Advisors Corporation and a brokerage services manager for Mid Atlantic Capital Corporation. Marlene has been in the investment industry since 1990. Marlene earned an MBA in finance from the University of Pittsburgh and a BA in history and Russian from Washington & Jefferson College.

Michael Stoll


Start Date

Tenure

Tenure Rank

Jun 30, 2021

0.92

0.9%

Mr. Stoll is a vice president and senior portfolio manager at Mellon. He has been employed by Mellon or a predecessor company since 2005.

David France


Start Date

Tenure

Tenure Rank

Jun 30, 2021

0.92

0.9%

Mr. France is a vice president and senior portfolio manager at Mellon. He has been employed by Mellon or a predecessor company since 2009.

Todd Frysinger


Start Date

Tenure

Tenure Rank

Jun 30, 2021

0.92

0.9%

Mr. Frysinger is a vice president and senior portfolio manager at Mellon. He has been employed by Mellon or a predecessor company since 2007.

Vlasta Sheremeta


Start Date

Tenure

Tenure Rank

Jun 30, 2021

0.92

0.9%

Ms. Sheremeta is a vice president and senior portfolio manager at Mellon. She has been employed by Mellon or a predecessor company since 2011.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.25 38.44 7.26 5.78