Key stats
About WisdomTree U.S. Multifactor Fund
Expense ratio
0.28%
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Inception date
Jun 29, 2017
USMF aims to provide strategic alpha with reduced risk. The underlying index scores the 800 largest US-listed stocks based on a composite of two fundamental factors (value and quality) and two technical factors (momentum and correlation to the broad market). The top 25% based on the composite score are included in the index. The components are weighted by a combination of the overall factor score and inverse volatility over the past 12 months. Individual holdings are capped at 4%, while sectors weights are set equal to those in the starting universe.
Classification
What's in the fund
Exposure type
Technology Services
Finance
Stock breakdown by region