WisdomTree U.S. Multifactor Fund (USMF) Historical Volatility

Tracking USMF historical volatility helps you see how much WisdomTree U.S. Multifactor Fund's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, WisdomTree U.S. Multifactor Fund's HV tells you what really happened. Use our scanner to monitor USMF 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The USMF 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing WisdomTree U.S. Multifactor Fund's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Under normal circumstances, at least 80% of the fund's total assets will be invested in component securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. The index is generally comprised of 200 U.S. companies with the highest composite scores based on two fundamental factors (value and quality measures) and two technical factors (momentum and correlation). The fund is non-diversified.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts WisdomTree U.S. Multifactor Fund's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where USMF HV is running hot, cold, or in line. Make the USMF 30 day historical volatility — and every other window — work for your edge instead of against it.