SCIO vs USMF

Comparison between FIRST TRUST STRUCTURED CREDIT INCOME OPPORTUNITIES ETF (SCIO, ETF) and WISDOMTREE U.S. MULTIFACTOR FUND (USMF, ETF).

SCIO vs USMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SCIO(ETF)	USMF(ETF)
Net Assets	$357M	$358M
Expense Ratio	0.70%	0.28%
Max Drawdown	3.10%	36.24%
Sharpe Ratio	0.82	0.16
5Y Beta	0.01	0.67
P/E Ratio	N/A	19.43
Forward P/E	N/A	14.36
PEG Ratio	N/A	0.19
5Y Dividends CAGR	N/A	17.06%
5Y EPS CAGR	N/A	19.65%
Debt to Equity	N/A	75.84%
P/S Ratio	N/A	1.78
P/B Ratio	N/A	3.47

Net Assets

SCIO

$357M

Winner

USMF

$358M

Expense Ratio

SCIO

0.70%

Winner

USMF

0.28%

Max Drawdown

Winner

SCIO

3.10%

USMF

36.24%

Sharpe Ratio

Winner

SCIO

0.82

USMF

0.16

5Y Beta

Winner

SCIO

0.01

USMF

0.67

P/E Ratio

SCIO

N/A

USMF

19.43

Forward P/E

SCIO

N/A

USMF

14.36

PEG Ratio

SCIO

N/A

USMF

0.19

5Y Dividends CAGR

SCIO

N/A

USMF

17.06%

5Y EPS CAGR

SCIO

N/A

USMF

19.65%

Debt to Equity

SCIO

N/A

USMF

75.84%

P/S Ratio

SCIO

N/A

USMF

1.78

P/B Ratio

SCIO

N/A

USMF

3.47

SCIO vs USMF - Historical Returns

Returns include dividend reinvestment.

Period	SCIO	USMF
1 month	+0.46%	+1.43%
3 months	+0.23%	+2.22%
6 months	+1.86%	+2.59%
1 year	+6.71%	+4.93%
5 years(CAGR)	N/A	+7.31%
10 years(CAGR)	N/A	+10.34%
Max(CAGR)	+7.90%	+10.34%

SCIO

+0.46%

Winner

USMF

+1.43%

SCIO

+0.23%

Winner

USMF

+2.22%

SCIO

+1.86%

Winner

USMF

+2.59%

Winner

SCIO

+6.71%

USMF

+4.93%

5Y(CAGR)

SCIO

N/A

USMF

+7.31%

10Y(CAGR)

SCIO

N/A

USMF

+10.34%

Max(CAGR)

SCIO

+7.90%

Winner

USMF

+10.34%

SCIO vs USMF - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	SCIO	USMF
2026	+1.43%	+3.02%
2025	+10.19%	+4.59%
2024	+6.43%	+19.52%
2023	N/A	+13.88%
2022	N/A	-8.76%
2021	N/A	+22.46%
2020	N/A	+11.53%
2019	N/A	+24.74%
2018	N/A	-4.54%
2017	N/A	+11.27%

SCIO vs USMF Drawdown Comparison

The maximum drawdown for SCIO was -1.72%, occurring on Mar 26, 2026. This drawdown has not yet recovered.

The maximum drawdown for USMF was -36.24%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The current SCIO drawdown is -0.35%. The current USMF drawdown is -2.16%.

Rank	SCIO	USMF
#1	-1.72% Feb 27, 2026 - Mar 26, 2026	-36.24% Feb 19, 2020 - Sep 2, 2020
#2	-1.41% Apr 3, 2025 - May 7, 2025	-19.07% Sep 14, 2018 - Jul 3, 2019
#3	-0.97% Sep 3, 2025 - Oct 22, 2025	-18.11% Jan 4, 2022 - Dec 4, 2023
#4	-0.96% Jun 23, 2025 - Jul 14, 2025	-15.39% Nov 26, 2024 - Sep 11, 2025
#5	-0.89% Jul 14, 2025 - Aug 1, 2025	-8.63% Jan 29, 2018 - Jun 8, 2018
#6	-0.86% Oct 2, 2024 - Nov 26, 2024	-7.91% Sep 2, 2020 - Oct 13, 2020
#7	-0.74% Dec 9, 2024 - Jan 16, 2025	-6.90% Oct 13, 2020 - Nov 16, 2020
#8	-0.74% Nov 7, 2025 - Nov 25, 2025	-6.46% Sep 29, 2025 - May 8, 2026
#9	-0.67% Mar 8, 2024 - Mar 26, 2024	-5.94% Nov 12, 2021 - Dec 27, 2021
#10	-0.66% Mar 27, 2024 - May 7, 2024	-5.63% Mar 28, 2024 - Jul 16, 2024
#11	-0.64% May 16, 2024 - Jun 4, 2024	-5.51% Jul 31, 2024 - Aug 16, 2024
#12	-0.59% Aug 5, 2024 - Aug 20, 2024	-5.18% Jul 12, 2019 - Oct 28, 2019
#13	-0.59% Jun 5, 2025 - Jun 11, 2025	-4.99% Feb 12, 2021 - Mar 11, 2021
#14	-0.57% Feb 6, 2025 - Feb 19, 2025	-4.66% Sep 2, 2021 - Oct 22, 2021
#15	-0.54% May 7, 2025 - May 27, 2025	-4.08% Jun 11, 2021 - Jul 29, 2021