ERTH vs. WTMF

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco MSCI Sustainable Future ETF (ERTH) and WisdomTree Managed Futures Strategy Fund (WTMF).

ERTH and WTMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ERTH is a passively managed fund by Invesco that tracks the performance of the MSCI Global Environment Select Index. It was launched on Oct 24, 2006. WTMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Managed Futures Index. It was launched on Jan 5, 2011. Both ERTH and WTMF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ERTH vs. WTMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Sustainable Future ETF (ERTH) and WisdomTree Managed Futures Strategy Fund (WTMF). The values are adjusted to include any dividend payments, if applicable.

ERTH vs. WTMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ERTH Invesco MSCI Sustainable Future ETF	0.63%	18.47%	-13.56%	0.12%	-27.59%	2.64%	51.02%	36.78%	-12.49%	30.53%
WTMF WisdomTree Managed Futures Strategy Fund	4.38%	12.17%	3.20%	16.72%	-6.52%	9.48%	0.48%	-2.75%	0.24%	-3.40%

Returns By Period

In the year-to-date period, ERTH achieves a 0.63% return, which is significantly lower than WTMF's 4.38% return. Over the past 10 years, ERTH has outperformed WTMF with an annualized return of 7.19%, while WTMF has yielded a comparatively lower 3.04% annualized return.

ERTH

• 1D: 3.12%
• 1M: -1.76%
• YTD: 0.63%
• 6M: 0.08%
• 1Y: 23.97%
• 3Y*: 0.09%
• 5Y*: -5.43%
• 10Y*: 7.19%

WTMF

• 1D: 0.93%
• 1M: 0.14%
• YTD: 4.38%
• 6M: 7.96%
• 1Y: 19.83%
• 3Y*: 9.85%
• 5Y*: 6.55%
• 10Y*: 3.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ERTH vs. WTMF - Expense Ratio Comparison

ERTH has a 0.55% expense ratio, which is lower than WTMF's 0.65% expense ratio.

WTMF

WisdomTree Managed Futures Strategy Fund

ERTH

Invesco MSCI Sustainable Future ETF

Return for Risk

ERTH vs. WTMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ERTH

ERTH Risk / Return Rank: 69
ERTH Sharpe Ratio Rank: 68
ERTH Sortino Ratio Rank: 71
ERTH Omega Ratio Rank: 63
ERTH Calmar Ratio Rank: 71
ERTH Martin Ratio Rank: 72

WTMF

WTMF Risk / Return Rank: 94
WTMF Sharpe Ratio Rank: 92
WTMF Sortino Ratio Rank: 94
WTMF Omega Ratio Rank: 92
WTMF Calmar Ratio Rank: 97
WTMF Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ERTH vs. WTMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Sustainable Future ETF (ERTH) and WisdomTree Managed Futures Strategy Fund (WTMF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ERTH	WTMF	Difference
Sharpe ratio Return per unit of total volatility	1.18	2.10	-0.93
Sortino ratio Return per unit of downside risk	1.79	2.87	-1.09
Omega ratio Gain probability vs. loss probability	1.23	1.39	-0.16
Calmar ratio Return relative to maximum drawdown	1.81	4.66	-2.85
Martin ratio Return relative to average drawdown	7.31	17.86	-10.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ERTH vs. WTMF - Sharpe Ratio Comparison

The current ERTH Sharpe Ratio is 1.18, which is lower than the WTMF Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of ERTH and WTMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ERTH	WTMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	2.10	-0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.24	0.69	-0.92
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.38	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.12	+0.07

Correlation

The correlation between ERTH and WTMF is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ERTH vs. WTMF - Dividend Comparison

ERTH's dividend yield for the trailing twelve months is around 1.48%, less than WTMF's 2.92% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ERTH Invesco MSCI Sustainable Future ETF	1.48%	1.46%	1.00%	1.28%	1.22%	15.33%	0.21%	0.71%	0.61%	0.87%	1.06%	0.79%
WTMF WisdomTree Managed Futures Strategy Fund	2.92%	3.04%	3.57%	4.74%	5.29%	14.71%	0.47%	1.63%	3.59%	0.00%	0.00%	0.00%

Drawdowns

ERTH vs. WTMF - Drawdown Comparison

The maximum ERTH drawdown since its inception was -64.45%, which is greater than WTMF's maximum drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for ERTH and WTMF.

Drawdown Indicators

	ERTH	WTMF	Difference
Max Drawdown Largest peak-to-trough decline	-64.45%	-30.79%	-33.66%
Max Drawdown (1Y) Largest decline over 1 year	-12.78%	-4.11%	-8.67%
Max Drawdown (5Y) Largest decline over 5 years	-51.72%	-13.21%	-38.51%
Max Drawdown (10Y) Largest decline over 10 years	-51.72%	-15.99%	-35.73%
Current Drawdown Current decline from peak	-32.20%	-1.25%	-30.95%
Average Drawdown Average peak-to-trough decline	-21.40%	-17.91%	-3.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	1.07%	+2.10%

Volatility

ERTH vs. WTMF - Volatility Comparison

Invesco MSCI Sustainable Future ETF (ERTH) has a higher volatility of 7.21% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.38%. This indicates that ERTH's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ERTH	WTMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.21%	3.38%	+3.83%
Volatility (6M) Calculated over the trailing 6-month period	12.59%	7.51%	+5.08%
Volatility (1Y) Calculated over the trailing 1-year period	20.47%	9.49%	+10.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.91%	9.59%	+13.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.63%	8.10%	+14.53%