- ISIN
- US97717W1255
- CUSIP
- 97717W125
- Issuer
- WisdomTree
- Inception Date
- Jan 5, 2011
- Region
- North America (U.S.)
- Category
- Hedge Fund
- Leveraged
- 1x (No leverage)
- Index Tracked
- WisdomTree Managed Futures Index
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Assets Under Management
- $237M
Share Price Chart
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Performance
WTMF Performance Chart
WisdomTree Managed Futures Strategy Fund (WTMF) is up 8.8% since the beginning of the year. WTMF is currently trading at $41 per share. Investors who bought $1,000 worth of WTMF shares 5 years ago would now be looking at an investment worth $1,373.
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Returns By Period
WisdomTree Managed Futures Strategy Fund (WTMF) has returned 8.77% so far this year and 22.09% over the past 12 months. Over the last ten years, WTMF has returned 3.23% per year, falling short of the S&P 500 Index benchmark, which averaged 13.54% annually.
WisdomTree Managed Futures Strategy Fund
- 1D
- 0.11%
- 1M
- 0.62%
- YTD
- 8.77%
- 6M
- 8.38%
- 1Y
- 22.09%
- 3Y*
- 10.25%
- 5Y*
- 6.55%
- 10Y*
- 3.23%
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.34%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
WTMF Monthly Returns History
Based on dividend-adjusted daily data since Jan 5, 2011, WTMF's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.
Historically, 54% of months were positive and 46% were negative. The best month was Feb 2026 with a return of +4.8%, while the worst month was Sep 2011 at -4.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.
On a daily basis, WTMF closed higher 51% of trading days. The best single day was Nov 21, 2024 with a return of +4.6%, while the worst single day was Mar 9, 2022 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.55% | 4.81% | 0.14% | 2.54% | 1.20% | 0.43% | 8.77% | ||||||
| 2025 | 1.23% | -1.78% | -1.73% | 0.32% | 1.69% | 1.40% | 2.01% | 1.68% | 3.45% | 2.48% | 0.87% | 0.05% | 12.17% |
| 2024 | -0.60% | 4.42% | 3.02% | -2.48% | 0.79% | -1.60% | -0.03% | -1.32% | -0.73% | 1.08% | 2.74% | -1.88% | 3.20% |
| 2023 | 3.06% | 0.09% | 3.16% | 1.02% | 2.06% | 1.12% | 0.98% | -0.72% | 0.39% | -0.90% | 2.80% | 2.61% | 16.72% |
| 2022 | -1.52% | 0.23% | 2.79% | -1.13% | 0.31% | -1.54% | -1.71% | 0.23% | -0.47% | 1.72% | -2.85% | -2.62% | -6.52% |
| 2021 | 1.86% | 4.24% | -1.04% | 4.44% | 0.12% | 1.65% | -0.41% | 0.87% | -1.49% | 1.41% | -3.61% | 1.34% | 9.48% |
Benchmark Metrics
WisdomTree Managed Futures Strategy Fund has an annualized alpha of 0.77%, beta of 0.06, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 05, 2011.
- This ETF participated in 16.40% of S&P 500 Index downside but only 10.35% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.06 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.77%
- Beta
- 0.06
- R²
- 0.02
- Upside Capture
- 10.35%
- Downside Capture
- 16.40%
Expense Ratio
WTMF has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
WTMF ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTMF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.35 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.48 | 2.66 | +2.82 |
| Martin ratioReturn relative to average drawdown | 23.54 | 11.86 | +11.68 |
Dividends
Dividend History
WisdomTree Managed Futures Strategy Fund provided a 2.80% dividend yield over the last twelve months, with an annual payout of $1.16 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.16 | $1.16 | $1.25 | $1.66 | $1.67 | $5.21 | $0.17 | $0.60 | $1.39 |
Dividend yield | 2.80% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Monthly Dividends
The table displays the monthly dividend distributions for WisdomTree Managed Futures Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.33 | $1.16 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.82 | $0.00 | $0.43 | $1.25 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.32 | $0.00 | $0.34 | $1.66 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.44 | $0.00 | $0.22 | $1.67 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.21 | $0.00 | $0.00 | $5.21 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the WisdomTree Managed Futures Strategy Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the WisdomTree Managed Futures Strategy Fund was 30.79%, occurring on Jun 8, 2020. Recovery took 1329 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2020 bear market2020 | -30.79%Jun 2020 | 9y 1mo | 5y 3mo | 14y 4moMay 2011 - Sep 2025 |
2026 pullback2026 | -4.04%Jan 2026 | 14d | 26d | 1mo 10dJan 2026 - Feb 2026 |
2011 pullback2011 | -3.66%Mar 2011 | 8d | 17d | 25dMar 2011 - Apr 2011 |
2026 pullback2026 | -3.01%Mar 2026 | 2d | 24d | 26dMar 2026 - Apr 2026 |
2026 pullback2026 | -2.51%Jun 2026 | 26d | 7d | 1mo 3dMay 2026 - Jun 2026 |
Drawdown Indicators
| WTMF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -56.78% | +25.99% |
Max Drawdown (1Y)Largest decline over 1 year | -4.04% | -9.10% | +5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -9.93% | -18.90% | +8.97% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -25.43% | +12.22% |
Max Drawdown (10Y)Largest decline over 10 years | -15.26% | -33.92% | +18.66% |
Current DrawdownCurrent decline from peak | 0.00% | -2.49% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -10.72% | -6.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 2.03% | -1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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