WTIP vs. WTMF

Last updated Jun 25, 2026

WTIP (WisdomTree Inflation Plus Fund) and WTMF (WisdomTree Managed Futures Strategy Fund) are both exchange-traded funds - WTIP is a Long-Short fund actively managed by WisdomTree, while WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index. WTIP is actively managed, while WTMF is passively managed. Over the past year, WTIP returned 18.95% vs 18.91% for WTMF. A 0.50 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

WTIP vs. WTMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Inflation Plus Fund (WTIP) and WisdomTree Managed Futures Strategy Fund (WTMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTIP achieves a 4.15% return, which is significantly lower than WTMF's 6.68% return.

WTIP

• 1D: -2.14%
• 1M: -10.71%
• YTD: 4.15%
• 6M: 3.35%
• 1Y: 18.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WTMF

• 1D: -0.62%
• 1M: -1.29%
• YTD: 6.68%
• 6M: 5.97%
• 1Y: 18.91%
• 3Y*: 9.72%
• 5Y*: 5.92%
• 10Y*: 3.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIP vs. WTMF - Yearly Performance Comparison

	2026 (YTD)	2025
WTIP WisdomTree Inflation Plus Fund	4.15%	13.49%
WTMF WisdomTree Managed Futures Strategy Fund	6.68%	12.01%

Correlation

The correlation between WTIP and WTMF is 0.51, 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	0.51
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025	0.50

The correlation between WTIP and WTMF has been stable across timeframes, ranging from 0.50 to 0.51 - a consistent structural relationship.

Return for Risk

WTIP vs. WTMF — Risk / Return Rank

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

WTIP

WTIP Risk / Return Rank: 33
WTIP Sharpe Ratio Rank: 34
WTIP Sortino Ratio Rank: 30
WTIP Omega Ratio Rank: 38
WTIP Calmar Ratio Rank: 26
WTIP Martin Ratio Rank: 38

WTMF

WTMF Risk / Return Rank: 80
WTMF Sharpe Ratio Rank: 74
WTMF Sortino Ratio Rank: 70
WTMF Omega Ratio Rank: 77
WTMF Calmar Ratio Rank: 89
WTMF Martin Ratio Rank: 92

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.

WTIP vs. WTMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inflation Plus Fund (WTIP) 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.

	WTIP	WTMF	Difference
Sharpe ratio: Return per unit of total volatility	1.10	2.10	-1.00
Sortino ratio: Return per unit of downside risk	1.48	2.84	-1.36
Omega ratio: Gain probability vs. loss probability	1.23	1.40	-0.17
Calmar ratio: Return relative to maximum drawdown	1.15	4.71	-3.55
Martin ratio: Return relative to average drawdown	5.29	19.91	-14.62

WTIP vs. WTMF - Sharpe Ratio Comparison

The current WTIP Sharpe Ratio is 1.10, which is lower than the WTMF Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of WTIP 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.

Drawdowns

WTIP vs. WTMF - Drawdown Comparison

The maximum WTIP drawdown since its inception was -16.52%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for WTIP and WTMF.

Drawdown Indicators

	WTIP	WTMF	Difference
Max Drawdown Largest peak-to-trough decline	-16.52%	-30.79%	+14.27%
Max Drawdown (1Y) Largest decline over 1 year	-16.52%	-4.04%	-12.48%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-15.26%	—
Current Drawdown Current decline from peak	-16.52%	-2.17%	-14.35%
Average Drawdown Average peak-to-trough decline	-1.98%	-17.64%	+15.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	0.95%	+2.64%

Volatility

WTIP vs. WTMF - Volatility Comparison

WisdomTree Inflation Plus Fund (WTIP) has a higher volatility of 10.20% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 3.17%. This indicates that WTIP'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.

Volatility by Period

	WTIP	WTMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.20%	3.17%	+7.03%
Volatility (6M) Calculated over the trailing 6-month period	16.06%	7.33%	+8.73%
Volatility (1Y) Calculated over the trailing 1-year period	17.26%	9.06%	+8.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	9.53%	+7.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.18%	8.11%	+9.07%

WTIP vs. WTMF - Expense Ratio Comparison

Both WTIP and WTMF have an expense ratio of 0.65%.

Dividends

WTIP vs. WTMF - Dividend Comparison

WTIP's dividend yield for the trailing twelve months is around 3.08%, more than WTMF's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
WTIP WisdomTree Inflation Plus Fund	3.08%	1.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WTMF WisdomTree Managed Futures Strategy Fund	2.85%	3.04%	3.57%	4.74%	5.29%	14.71%	0.47%	1.63%	3.59%

Frequently Asked Questions

Can I hold both WTIP and WTMF in my portfolio?

WTIP and WTMF have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTIP or WTMF?

WTIP has higher volatility (10.20%) compared to WTMF (3.17%). In terms of maximum drawdown, WTIP dropped -16.52% vs WTMF's -30.79%.

Which ETF is better, WTIP or WTMF?

On 1-year performance, WTIP leads with 18.95% vs 18.91% for WTMF. Both ETFs have the same 0.65% expense ratio. On volatility, WTMF has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTIP or WTMF?

Over the 1-year period, WTIP has performed better with a 18.95% return vs 18.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTIP or WTMF?

WTIP and WTMF have the same expense ratio: 0.65% per year.

Which ETF pays a higher dividend yield, WTIP or WTMF?

WTIP has the higher dividend yield at 3.08%, compared with 2.85% for WTMF.

What is the main difference between WTIP and WTMF?

WTIP is categorized as Long-Short, while WTMF is Hedge Fund.

Which has better risk-adjusted returns?

WTMF currently has the higher Sharpe Ratio (2.10 vs 1.10), 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.