USMF vs MIY

Comparison between WISDOMTREE U.S. MULTIFACTOR FUND (USMF, ETF) and BlackRock MuniYield Michigan Quality Fund Inc (MIY, ETF).

5-Year PerformanceUSMF has outperformed MIY, delivering a return of +7.3% compared to -0.0%

USMF vs MIY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	USMF(ETF)	MIY(ETF)
Net Assets	$358M	$358M
Expense Ratio	0.28%	N/A
Max Drawdown	36.24%	50.82%
Sharpe Ratio	0.16	0.81
5Y Beta	0.67	0.14
P/E Ratio	19.43	N/A
Forward P/E	14.36	N/A
PEG Ratio	0.19	N/A
5Y Dividends CAGR	17.06%	1.68%
5Y EPS CAGR	19.65%	N/A
Debt to Equity	75.84%	N/A
P/S Ratio	1.78	N/A
P/B Ratio	3.47	N/A

Net Assets

USMF

$358M

Winner

MIY

$358M

Expense Ratio

USMF

0.28%

MIY

N/A

Max Drawdown

Winner

USMF

36.24%

MIY

50.82%

Sharpe Ratio

USMF

0.16

Winner

MIY

0.81

5Y Beta

USMF

0.67

Winner

MIY

0.14

P/E Ratio

USMF

19.43

MIY

N/A

Forward P/E

USMF

14.36

MIY

N/A

PEG Ratio

USMF

0.19

MIY

N/A

5Y Dividends CAGR

Winner

USMF

17.06%

MIY

1.68%

5Y EPS CAGR

USMF

19.65%

MIY

N/A

Debt to Equity

USMF

75.84%

MIY

N/A

P/S Ratio

USMF

1.78

MIY

N/A

P/B Ratio

USMF

3.47

MIY

N/A

USMF vs MIY - Historical Returns

Returns include dividend reinvestment.

Period	USMF	MIY
1 month	+1.43%	+2.27%
3 months	+2.22%	-3.41%
6 months	+2.59%	+5.97%
1 year	+4.93%	+13.02%
5 years(CAGR)	+7.31%	-0.01%
10 years(CAGR)	+10.34%	+2.48%
Max(CAGR)	+10.34%	+5.55%

USMF

+1.43%

Winner

MIY

+2.27%

Winner

USMF

+2.22%

MIY

-3.41%

USMF

+2.59%

Winner

MIY

+5.97%

USMF

+4.93%

Winner

MIY

+13.02%

5Y(CAGR)

Winner

USMF

+7.31%

MIY

-0.01%

10Y(CAGR)

Winner

USMF

+10.34%

MIY

+2.48%

Max(CAGR)

Winner

USMF

+10.34%

MIY

+5.55%

USMF vs MIY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	USMF	MIY
2026	+3.02%	+6.19%
2025	+4.59%	+9.85%
2024	+19.52%	+2.85%
2023	+13.88%	+4.79%
2022	-8.76%	-23.78%
2021	+22.46%	+9.95%
2020	+11.53%	+7.48%
2019	+24.74%	+17.81%
2018	-4.54%	-6.04%
2017	+11.27%	+8.69%
2016	N/A	+2.26%
2015	N/A	+5.94%
2014	N/A	+17.64%
2013	N/A	-16.80%
2012	N/A	+7.93%
2011	N/A	+25.37%
2010	N/A	+10.33%
2009	N/A	+40.58%
2008	N/A	-24.58%
2007	N/A	-3.81%
2006	N/A	-3.30%
2005	N/A	+7.52%
2004	N/A	+10.85%
2003	N/A	+12.00%
2002	N/A	+12.32%
2001	N/A	+13.29%
2000	N/A	+8.59%
1999	N/A	-4.48%

USMF vs MIY Drawdown Comparison

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

The maximum drawdown for MIY was -42.18%, occurring on Oct 10, 2008. Recovery took 394 trading sessions.

The current USMF drawdown is -2.16%. The current MIY drawdown is -3.79%.

Rank	USMF	MIY
#1	-36.24% Feb 19, 2020 - Sep 2, 2020	-42.18% Feb 12, 2008 - Sep 3, 2009
#2	-19.07% Sep 14, 2018 - Jul 3, 2019	-34.58% Aug 2, 2021 - Mar 4, 2026
#3	-18.11% Jan 4, 2022 - Dec 4, 2023	-25.81% Jan 23, 2013 - Jan 4, 2016
#4	-15.39% Nov 26, 2024 - Sep 11, 2025	-24.40% Mar 4, 2020 - Aug 6, 2020
#5	-8.63% Jan 29, 2018 - Jun 8, 2018	-17.37% Aug 31, 2010 - Sep 29, 2011
#6	-7.91% Sep 2, 2020 - Oct 13, 2020	-13.79% Nov 5, 1999 - Dec 18, 2000
#7	-6.90% Oct 13, 2020 - Nov 16, 2020	-12.75% Jul 11, 2016 - Apr 12, 2019
#8	-6.46% Sep 29, 2025 - May 8, 2026	-11.86% Mar 24, 2004 - Sep 9, 2004
#9	-5.94% Nov 12, 2021 - Dec 27, 2021	-11.14% Jun 11, 2003 - Jan 7, 2004
#10	-5.63% Mar 28, 2024 - Jul 16, 2024	-10.97% Jan 24, 2006 - Feb 12, 2008
#11	-5.51% Jul 31, 2024 - Aug 16, 2024	-10.08% Mar 4, 2026 - Apr 7, 2026
#12	-5.18% Jul 12, 2019 - Oct 28, 2019	-9.04% Feb 10, 2012 - May 24, 2012
#13	-4.99% Feb 12, 2021 - Mar 11, 2021	-8.91% Oct 1, 2002 - Mar 5, 2003
#14	-4.66% Sep 2, 2021 - Oct 22, 2021	-8.41% Nov 28, 2012 - Jan 23, 2013
#15	-4.08% Jun 11, 2021 - Jul 29, 2021	-7.27% Nov 14, 2001 - May 28, 2002

Correlation

Correlation between USMF and MIY is 0.55 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.55

-101

Dividend Comparison (2000 - 2026)

USMF vs MIY dividend yield comparison.

Year	USMF	MIY
2026	0.34%	2.24%
2025	1.37%	5.57%
2024	1.22%	5.21%
2023	1.33%	3.86%
2022	1.74%	5.70%
2021	1.42%	4.38%
2020	1.34%	4.23%
2019	1.38%	4.27%
2018	1.45%	5.27%
2017	0.67%	5.46%
2016	0.00%	5.85%
2015	0.00%	5.66%
2014	0.00%	6.32%
2013	0.00%	7.36%
2012	0.00%	5.87%
2011	0.00%	6.02%
2010	0.00%	6.79%
2009	0.00%	5.87%
2008	0.00%	7.08%
2007	0.00%	5.36%
2006	0.00%	5.54%
2005	0.00%	6.21%
2004	0.00%	6.47%
2003	0.00%	6.54%
2002	0.00%	6.62%
2001	0.00%	5.53%
2000	0.00%	2.55%