HOLA vs. WTMF
HOLA (JPMorgan International Hedged Equity Laddered Overlay ETF) and WTMF (WisdomTree Managed Futures Strategy Fund) are both exchange-traded funds - HOLA is a Equity Hedged fund actively managed by JPMorgan, while WTMF is a Systematic Trend fund tracking the WisdomTree Managed Futures Index. HOLA is actively managed, while WTMF is passively managed. Over the past year, HOLA returned 17.66% vs 18.77% for WTMF. Their 0.49 correlation means their historical movements had little consistent relationship. HOLA charges 0.50%/yr vs 0.65%/yr for WTMF.
Performance
HOLA vs. WTMF - Performance Comparison
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Returns By Period
In the year-to-date period, HOLA achieves a 7.29% return, which is significantly lower than WTMF's 8.10% return.
HOLA
- 1D
- -0.36%
- 1M
- 1.19%
- 6M
- 3.35%
- YTD
- 7.29%
- 1Y
- 17.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.71%
WTMF
- 1D
- -0.05%
- 1M
- 0.96%
- 6M
- 8.70%
- YTD
- 8.10%
- 1Y
- 18.77%
- 3Y*
- 9.32%
- 5Y*
- 6.09%
- 10Y*
- 3.47%
- ALL TIME*
- 1.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $762.47K | $628.26K | $1.14M | |
| $1.17M | $1.17M | $1.11M |
HOLA vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HOLA JPMorgan International Hedged Equity Laddered Overlay ETF | 7.29% | 7.60% |
WTMF WisdomTree Managed Futures Strategy Fund | 8.10% | 9.40% |
Correlation
The correlation between HOLA and WTMF is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | 0.49 |
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Return for Risk
HOLA vs. WTMF — Risk / Return Rank
HOLA
WTMF
HOLA vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) 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.
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.
| HOLA | WTMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 4.38 | -1.90 |
| Martin ratioReturn relative to average drawdown | 8.40 | 16.87 | -8.47 |
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Drawdowns
HOLA vs. WTMF - Drawdown Comparison
The maximum HOLA drawdown since its inception was -6.99%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for HOLA and WTMF.
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Drawdown Indicators
| HOLA | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.99% | -30.79% | +23.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.99% | -4.04% | -2.95% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.83% | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.87% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -1.40% | -17.53% | +16.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.05% | +1.01% |
Volatility
HOLA vs. WTMF - Volatility Comparison
JPMorgan International Hedged Equity Laddered Overlay ETF (HOLA) has a higher volatility of 3.65% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 2.19%. This indicates that HOLA'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.
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Volatility by Period
| HOLA | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 2.19% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | 7.17% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 9.13% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 9.37% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.15% | 8.12% | +2.03% |
HOLA vs. WTMF - Expense Ratio Comparison
HOLA has a 0.50% expense ratio, which is lower than WTMF's 0.65% expense ratio.
Dividends
HOLA vs. WTMF - Dividend Comparison
HOLA's dividend yield for the trailing twelve months is around 2.82%, which matches WTMF's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
HOLA JPMorgan International Hedged Equity Laddered Overlay ETF | 2.82% | 3.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.82% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Frequently Asked Questions
HOLA and WTMF have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOLA has higher volatility (3.65%) compared to WTMF (2.19%). In terms of maximum drawdown, HOLA dropped -6.99% vs WTMF's -30.79%.
On 1-year performance, WTMF leads with 18.77% vs 17.66% for HOLA. On fees, HOLA is cheaper at 0.50% per year. On volatility, WTMF has been the lower-risk option at 2.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, WTMF has performed better with a 18.77% return vs 17.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HOLA is cheaper with a 0.50% expense ratio, compared with 0.65% for WTMF.
HOLA and WTMF have nearly identical dividend yields, around 2.82%.
HOLA is categorized as Equity Hedged, while WTMF is Systematic Trend. They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.50% for HOLA and 0.65% for WTMF.
WTMF currently has the higher Sharpe Ratio (1.94 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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