RPAR vs. WTMF
Compare and contrast key facts about RPAR Risk Parity ETF (RPAR) and WisdomTree Managed Futures Strategy Fund (WTMF).
RPAR and WTMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RPAR is an actively managed fund by Toroso Investments. It was launched on Dec 13, 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.
Performance
RPAR vs. WTMF - Performance Comparison
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RPAR vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
RPAR RPAR Risk Parity ETF | 3.85% | 17.91% | 0.06% | 6.03% | -22.82% | 7.56% | 19.40% | 0.11% |
WTMF WisdomTree Managed Futures Strategy Fund | 4.38% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | 0.17% |
Returns By Period
In the year-to-date period, RPAR achieves a 3.85% return, which is significantly lower than WTMF's 4.38% return.
RPAR
- 1D
- 1.55%
- 1M
- -5.97%
- YTD
- 3.85%
- 6M
- 6.09%
- 1Y
- 15.70%
- 3Y*
- 7.21%
- 5Y*
- 2.25%
- 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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RPAR vs. WTMF - Expense Ratio Comparison
RPAR has a 0.51% expense ratio, which is lower than WTMF's 0.65% expense ratio.
Return for Risk
RPAR vs. WTMF — Risk / Return Rank
RPAR
WTMF
RPAR vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RPAR Risk Parity ETF (RPAR) 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.
| RPAR | WTMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 2.10 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.87 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 4.66 | -2.61 |
Martin ratioReturn relative to average drawdown | 7.30 | 17.86 | -10.56 |
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
| RPAR | WTMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.10 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.69 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.12 | +0.21 |
Correlation
The correlation between RPAR and WTMF is 0.26, 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
RPAR vs. WTMF - Dividend Comparison
RPAR's dividend yield for the trailing twelve months is around 2.15%, less than WTMF's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RPAR RPAR Risk Parity ETF | 2.15% | 2.55% | 2.51% | 3.16% | 4.01% | 2.02% | 0.76% | 0.23% | 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
RPAR vs. WTMF - Drawdown Comparison
The maximum RPAR drawdown since its inception was -30.16%, roughly equal to the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for RPAR and WTMF.
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Drawdown Indicators
| RPAR | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.16% | -30.79% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -4.11% | -3.99% |
Max Drawdown (5Y)Largest decline over 5 years | -30.16% | -13.21% | -16.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -15.99% | — |
Current DrawdownCurrent decline from peak | -5.97% | -1.25% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -17.91% | +6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.07% | +1.20% |
Volatility
RPAR vs. WTMF - Volatility Comparison
RPAR Risk Parity ETF (RPAR) has a higher volatility of 4.81% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.38%. This indicates that RPAR'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
| RPAR | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.38% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 7.51% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 9.49% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.36% | 9.59% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.74% | 8.10% | +4.64% |