Many investors familiar with the exchange-traded fund (ETF) landscape will agree that multifactor strategies have become a central part of the investment conversation. WisdomTree pioneered this effort over a decade ago with a fundamental approach to indexing, but only recently did we launch the WisdomTree u.s. Multifactor Index, which directly seeks exposure to value, quality, momentum and low correlation, and indirectly provides size and low volatility exposure in a sector-neutral fashion. While investors still try to wrap their heads around these different multifactor strategies, we wanted to take advantage of the recent break from the bull market to compare and contrast real-time performance—in both up and down markets.

Please see our glossary for definitions of indexes contained in the chart.

 A Closer Look at Multifactor Index Performance