IS0M.DE vs. WTMF
IS0M.DE (iShares Italy Government Bond UCITS ETF EUR Dist) and WTMF (WisdomTree Managed Futures Strategy Fund) are both exchange-traded funds - IS0M.DE is a European Government Bonds fund tracking the Bloomberg Italy Treasury Bond, while WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index. Both are passively managed. Over the past 10 years, IS0M.DE returned 0.92%/yr vs 3.03%/yr for WTMF. At a 0.01 correlation, their price movements are largely independent. IS0M.DE charges 0.20%/yr vs 0.65%/yr for WTMF.
Performance
IS0M.DE vs. WTMF - Performance Comparison
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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%
IS0M.DE vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IS0M.DE
WTMF
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.DE | WTMF | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS0M.DE | WTMF | Difference | |
|---|---|---|---|
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.DE | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.33% | -0.24% | -6.09% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -12.62% | +7.09% |
Ulcer IndexDepth 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.DE | WTMF | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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