USMF vs PICB

Comparison between WISDOMTREE U.S. MULTIFACTOR FUND (USMF, ETF) and INVESCO INTERNATIONAL CORPORATE BOND ETF (PICB, ETF).

5-Year PerformanceUSMF has outperformed PICB, delivering a return of +8.1% compared to -1.8%

USMF vs PICB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	USMF(ETF)	PICB(ETF)
Net Assets	$356M	$356M
Expense Ratio	0.28%	0.50%
Max Drawdown	36.24%	39.48%
Sharpe Ratio	0.37	-0.18
5Y Beta	0.67	0.09
P/E Ratio	18.94	N/A
Forward P/E	14.05	N/A
PEG Ratio	0.04	N/A
5Y Dividends CAGR	17.06%	19.03%
5Y EPS CAGR	18.66%	N/A
Debt to Equity	77.35%	N/A
P/S Ratio	1.77	N/A
P/B Ratio	3.43	N/A

Net Assets

USMF

$356M

Winner

PICB

$356M

Expense Ratio

Winner

USMF

0.28%

PICB

0.50%

Max Drawdown

Winner

USMF

36.24%

PICB

39.48%

Sharpe Ratio

Winner

USMF

0.37

PICB

-0.18

5Y Beta

USMF

0.67

Winner

PICB

0.09

P/E Ratio

USMF

18.94

PICB

N/A

Forward P/E

USMF

14.05

PICB

N/A

PEG Ratio

USMF

0.04

PICB

N/A

5Y Dividends CAGR

USMF

17.06%

Winner

PICB

19.03%

5Y EPS CAGR

USMF

18.66%

PICB

N/A

Debt to Equity

USMF

77.35%

PICB

N/A

P/S Ratio

USMF

1.77

PICB

N/A

P/B Ratio

USMF

3.43

PICB

N/A

USMF vs PICB - Historical Returns

Returns include dividend reinvestment.

Period	USMF	PICB
1 month	+4.08%	+1.93%
3 months	+7.51%	+1.65%
6 months	+5.78%	+0.26%
1 year	+7.67%	+1.96%
5 years(CAGR)	+8.05%	-1.76%
10 years(CAGR)	+10.64%	+0.83%
Max(CAGR)	+10.64%	+1.98%

Winner

USMF

+4.08%

PICB

+1.93%

Winner

USMF

+7.51%

PICB

+1.65%

Winner

USMF

+5.78%

PICB

+0.26%

Winner

USMF

+7.67%

PICB

+1.96%

5Y(CAGR)

Winner

USMF

+8.05%

PICB

-1.76%

10Y(CAGR)

Winner

USMF

+10.64%

PICB

+0.83%

Max(CAGR)

Winner

USMF

+10.64%

PICB

+1.98%

USMF vs PICB - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	USMF	PICB
2026	+5.77%	+0.34%
2025	+4.59%	+14.99%
2024	+19.52%	-1.75%
2023	+13.88%	+12.57%
2022	-8.76%	-21.87%
2021	+22.46%	-6.81%
2020	+11.53%	+12.70%
2019	+24.74%	+10.21%
2018	-4.54%	-7.30%
2017	+11.27%	+15.90%
2016	N/A	-0.48%
2015	N/A	-8.41%
2014	N/A	-0.35%
2013	N/A	+3.11%
2012	N/A	+14.81%
2011	N/A	+1.03%
2010	N/A	+10.61%

USMF vs PICB Drawdown Comparison

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

The maximum drawdown for PICB was -37.10%, occurring on Sep 27, 2022. This drawdown has not yet recovered.

The current USMF drawdown is -1.16%. The current PICB drawdown is -11.38%.

Rank	USMF	PICB
#1	-36.24% Feb 19, 2020 - Sep 2, 2020	-37.10% Dec 31, 2020 - Sep 27, 2022
#2	-19.07% Sep 14, 2018 - Jul 3, 2019	-23.37% Feb 1, 2018 - Jul 21, 2020
#3	-18.11% Jan 4, 2022 - Dec 4, 2023	-17.26% Jun 30, 2014 - Feb 1, 2018
#4	-15.39% Nov 26, 2024 - Sep 11, 2025	-11.36% Aug 5, 2011 - Aug 28, 2012
#5	-8.63% Jan 29, 2018 - Jun 8, 2018	-9.99% Nov 4, 2010 - Apr 21, 2011
#6	-7.91% Sep 2, 2020 - Oct 13, 2020	-8.39% May 1, 2013 - Oct 18, 2013
#7	-6.90% Oct 13, 2020 - Nov 16, 2020	-4.44% Jan 14, 2013 - Apr 29, 2013
#8	-6.46% Sep 29, 2025 - May 8, 2026	-3.31% Oct 14, 2010 - Nov 4, 2010
#9	-5.94% Nov 12, 2021 - Dec 27, 2021	-3.19% May 2, 2011 - Jul 26, 2011
#10	-5.63% Mar 28, 2024 - Jul 16, 2024	-3.17% Sep 1, 2020 - Nov 6, 2020
#11	-5.51% Jul 31, 2024 - Aug 16, 2024	-2.75% Aug 6, 2010 - Sep 22, 2010
#12	-5.18% Jul 12, 2019 - Oct 28, 2019	-2.18% Oct 24, 2013 - Feb 13, 2014
#13	-4.99% Feb 12, 2021 - Mar 11, 2021	-1.76% Jun 3, 2010 - Jun 14, 2010
#14	-4.66% Sep 2, 2021 - Oct 22, 2021	-1.52% May 6, 2014 - Jun 26, 2014
#15	-4.08% Jun 11, 2021 - Jul 29, 2021	-1.33% Mar 14, 2014 - Apr 8, 2014

Correlation

Correlation between USMF and PICB is -0.08 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.08

-101

Dividend Comparison (2010 - 2026)

USMF vs PICB dividend yield comparison.

Year	USMF	PICB
2026	0.33%	1.33%
2025	1.37%	3.17%
2024	1.22%	3.19%
2023	1.33%	2.24%
2022	1.74%	1.64%
2021	1.42%	1.34%
2020	1.34%	1.22%
2019	1.38%	1.42%
2018	1.45%	1.70%
2017	0.67%	1.47%
2016	0.00%	2.20%
2015	0.00%	2.39%
2014	0.00%	2.64%
2013	0.00%	2.73%
2012	0.00%	3.09%
2011	0.00%	3.96%
2010	0.00%	1.94%