ROMO vs. WTMF
Compare and contrast key facts about Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) and WisdomTree Managed Futures Strategy Fund (WTMF).
ROMO and WTMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROMO is a passively managed fund by Rational Capital LLC that tracks the performance of the Newfound/ReSolve Robust Equity Momentum Index. It was launched on Nov 1, 2019. 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 ROMO 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
ROMO vs. WTMF - Performance Comparison
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ROMO vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF | -0.85% | 9.29% | 20.68% | 11.05% | -18.88% | 21.41% | -3.48% | 4.41% |
WTMF WisdomTree Managed Futures Strategy Fund | 4.38% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | 0.28% |
Returns By Period
In the year-to-date period, ROMO achieves a -0.85% return, which is significantly lower than WTMF's 4.38% return.
ROMO
- 1D
- 2.82%
- 1M
- -8.01%
- YTD
- -0.85%
- 6M
- 1.90%
- 1Y
- 12.49%
- 3Y*
- 12.01%
- 5Y*
- 6.20%
- 10Y*
- —
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%
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ROMO vs. WTMF - Expense Ratio Comparison
ROMO has a 0.82% expense ratio, which is higher than WTMF's 0.65% expense ratio.
Return for Risk
ROMO vs. WTMF — Risk / Return Rank
ROMO
WTMF
ROMO vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) 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.
| ROMO | WTMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 2.10 | -1.22 |
Sortino ratioReturn per unit of downside risk | 1.27 | 2.87 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.39 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.66 | -3.56 |
Martin ratioReturn relative to average drawdown | 4.49 | 17.86 | -13.37 |
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
| ROMO | WTMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 2.10 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.69 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.12 | +0.29 |
Correlation
The correlation between ROMO and WTMF is 0.37, 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
ROMO vs. WTMF - Dividend Comparison
ROMO's dividend yield for the trailing twelve months is around 8.95%, more than WTMF's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROMO Strategy Shares Newfound/ReSolve Robust Momentum ETF | 8.95% | 8.87% | 0.76% | 2.42% | 0.77% | 0.56% | 0.97% | 0.58% | 0.00% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.92% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Drawdowns
ROMO vs. WTMF - Drawdown Comparison
The maximum ROMO drawdown since its inception was -28.66%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for ROMO and WTMF.
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Drawdown Indicators
| ROMO | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.66% | -30.79% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -4.11% | -7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.26% | -13.21% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.99% | — |
Current DrawdownCurrent decline from peak | -8.26% | -1.25% | -7.01% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -17.91% | +9.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 1.07% | +1.66% |
Volatility
ROMO vs. WTMF - Volatility Comparison
Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO) has a higher volatility of 7.34% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.38%. This indicates that ROMO'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
| ROMO | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 3.38% | +3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.61% | 7.51% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.16% | 9.49% | +4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.90% | 9.59% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.43% | 8.10% | +6.33% |