IDUB vs. WTMF
IDUB (Aptus International Enhanced Yield ETF) and WTMF (WisdomTree Managed Futures Strategy Fund) are both exchange-traded funds - IDUB is a Long-Short fund actively managed by Aptus, while WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index. IDUB is actively managed, while WTMF is passively managed. Over the past 3 years, IDUB returned 17.49%/yr vs 9.95%/yr for WTMF. At a 0.39 correlation, their price movements are largely independent. IDUB charges 0.45%/yr vs 0.65%/yr for WTMF.
Performance
IDUB vs. WTMF - Performance Comparison
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Returns By Period
In the year-to-date period, IDUB achieves a 14.34% return, which is significantly higher than WTMF's 7.35% return.
IDUB
- 1D
- -2.69%
- 1M
- 0.48%
- YTD
- 14.34%
- 6M
- 14.11%
- 1Y
- 31.78%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
WTMF
- 1D
- -1.56%
- 1M
- -0.67%
- YTD
- 7.35%
- 6M
- 6.60%
- 1Y
- 20.66%
- 3Y*
- 9.95%
- 5Y*
- 6.12%
- 10Y*
- 3.17%
IDUB vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IDUB Aptus International Enhanced Yield ETF | 14.34% | 27.53% | 6.12% | 9.07% | -19.79% | -1.16% |
WTMF WisdomTree Managed Futures Strategy Fund | 7.35% | 12.17% | 3.20% | 16.72% | -6.52% | -1.27% |
Correlation
The correlation between IDUB and WTMF is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021 | 0.39 |
The correlation between IDUB and WTMF shifts across timeframes, from 0.39 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IDUB vs. WTMF — Risk / Return Rank
IDUB
WTMF
IDUB vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus International Enhanced Yield ETF (IDUB) 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.
| IDUB | WTMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.44 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 5.14 | -2.36 |
| Martin ratioReturn relative to average drawdown | 10.92 | 21.97 | -11.06 |
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Drawdowns
IDUB vs. WTMF - Drawdown Comparison
The maximum IDUB drawdown since its inception was -29.20%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for IDUB and WTMF.
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Drawdown Indicators
| IDUB | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -30.79% | +1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -4.04% | -7.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -9.93% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.26% | — |
Current DrawdownCurrent decline from peak | -2.69% | -1.56% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -17.65% | +6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 0.94% | +1.98% |
Volatility
IDUB vs. WTMF - Volatility Comparison
Aptus International Enhanced Yield ETF (IDUB) has a higher volatility of 6.55% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.11%. This indicates that IDUB'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
| IDUB | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 3.11% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.22% | 7.30% | +6.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 9.04% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 9.53% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.80% | 8.11% | +6.69% |
IDUB vs. WTMF - Expense Ratio Comparison
IDUB has a 0.45% expense ratio, which is lower than WTMF's 0.65% expense ratio.
Dividends
IDUB vs. WTMF - Dividend Comparison
IDUB's dividend yield for the trailing twelve months is around 5.06%, more than WTMF's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IDUB Aptus International Enhanced Yield ETF | 5.06% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% | 0.00% | 0.00% | 0.00% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.83% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Frequently Asked Questions
IDUB and WTMF have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDUB has higher volatility (6.55%) compared to WTMF (3.11%). In terms of maximum drawdown, IDUB dropped -29.20% vs WTMF's -30.79%.
On 3-year performance, IDUB leads with 17.49% vs 9.95% for WTMF. On fees, IDUB is cheaper at 0.45% per year. On volatility, WTMF has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDUB has performed better with a 17.49% return vs 9.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDUB is cheaper with a 0.45% expense ratio, compared with 0.65% for WTMF.
IDUB has the higher dividend yield at 5.06%, compared with 2.83% for WTMF.
IDUB is categorized as Long-Short, while WTMF is Hedge Fund. They also come from different issuers: Aptus and WisdomTree. Their fees differ too: 0.45% for IDUB and 0.65% for WTMF.
WTMF currently has the higher Sharpe Ratio (2.30 vs 1.94), 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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