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IS0M.DE vs. WTMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0M.DE vs. WTMF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and WisdomTree Managed Futures Strategy Fund (WTMF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0M.DE is traded in EUR, while WTMF is traded in USD. To make them comparable, the WTMF values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0M.DE achieves a -0.32% return, which is significantly lower than WTMF's 9.63% return. Over the past 10 years, IS0M.DE has underperformed WTMF with an annualized return of 0.92%, while WTMF has yielded a comparatively higher 3.03% annualized return.


IS0M.DE

1D
0.01%
1M
0.82%
YTD
-0.32%
6M
-0.34%
1Y
0.84%
3Y*
4.15%
5Y*
-0.79%
10Y*
0.92%

WTMF

1D
-0.24%
1M
2.29%
YTD
9.63%
6M
8.76%
1Y
19.91%
3Y*
6.96%
5Y*
7.13%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0M.DE vs. WTMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
-0.32%3.07%4.66%9.14%-17.24%-2.99%7.54%10.45%-1.48%0.31%
WTMF
WisdomTree Managed Futures Strategy Fund
9.63%-1.14%10.01%13.22%-0.73%17.67%-7.81%-0.55%4.94%-15.27%

Correlation

The correlation between IS0M.DE and WTMF is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2012

0.01

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Return for Risk

IS0M.DE vs. WTMF — Risk / Return Rank

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

IS0M.DE
IS0M.DE Risk / Return Rank: 1111
Overall Rank
IS0M.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IS0M.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IS0M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IS0M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IS0M.DE Martin Ratio Rank: 1212
Martin Ratio Rank

WTMF
WTMF Risk / Return Rank: 8686
Overall Rank
WTMF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WTMF Sortino Ratio Rank: 8181
Sortino Ratio Rank
WTMF Omega Ratio Rank: 8484
Omega Ratio Rank
WTMF Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTMF Martin Ratio Rank: 9393
Martin Ratio Rank
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.

IS0M.DE vs. WTMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) 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.


IS0M.DEWTMFDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

1.03

1.38

-0.34

Calmar ratioReturn relative to maximum drawdown

0.19

3.40

-3.21

Martin ratioReturn relative to average drawdown

0.58

13.01

-12.43

IS0M.DE vs. WTMF - Sharpe Ratio Comparison

The current IS0M.DE Sharpe Ratio is 0.17, which is lower than the WTMF Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IS0M.DE and WTMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IS0M.DEWTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

2.00

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.59

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.28

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.17

+0.32

Drawdowns

IS0M.DE vs. WTMF - Drawdown Comparison

The maximum IS0M.DE drawdown since its inception was -21.08%, smaller than the maximum WTMF drawdown of -27.33%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and WTMF.


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Drawdown Indicators


IS0M.DEWTMFDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-27.33%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-5.97%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-4.42%

-16.64%

+12.22%

Max Drawdown (5Y)

Largest decline over 5 years

-20.85%

-16.64%

-4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

-22.62%

+1.54%

Current Drawdown

Current decline from peak

-6.33%

-0.24%

-6.09%

Average Drawdown

Average peak-to-trough decline

-5.53%

-12.62%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.56%

-0.13%

Volatility

IS0M.DE vs. WTMF - Volatility Comparison

iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and WisdomTree Managed Futures Strategy Fund (WTMF) have volatilities of 1.99% and 1.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0M.DEWTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.92%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

7.66%

-3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

10.15%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

12.19%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

10.99%

-4.26%

IS0M.DE vs. WTMF - Expense Ratio Comparison

IS0M.DE has a 0.20% expense ratio, which is lower than WTMF's 0.65% expense ratio.


Dividends

IS0M.DE vs. WTMF - Dividend Comparison

IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, which matches WTMF's 2.81% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
2.83%2.82%2.66%2.10%1.05%0.74%0.98%1.45%1.37%1.37%1.47%1.83%
WTMF
WisdomTree Managed Futures Strategy Fund
2.81%3.04%3.57%4.74%5.29%14.71%0.47%1.63%3.59%0.00%0.00%0.00%

Frequently Asked Questions


IS0M.DE and WTMF have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0M.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0M.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for WTMF.

IS0M.DE is categorized as European Government Bonds, while WTMF is Hedge Fund. IS0M.DE tracks Bloomberg Italy Treasury Bond, while WTMF tracks WisdomTree Managed Futures Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for IS0M.DE and 0.65% for WTMF.

Portfolio Optimizer

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