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WTIP vs. WTMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, WTIP achieves a 13.91% return, which is significantly higher than WTMF's 8.39% return.


WTIP

1D
-0.38%
1M
-4.00%
YTD
13.91%
6M
16.30%
1Y
3Y*
5Y*
10Y*

WTMF

1D
-0.10%
1M
0.98%
YTD
8.39%
6M
8.49%
1Y
22.29%
3Y*
9.88%
5Y*
6.15%
10Y*
3.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIP vs. WTMF - Yearly Performance Comparison


Correlation

The correlation between WTIP and WTMF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.48

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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

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.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WTIP vs. WTMF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WTIPWTMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.85

0.15

+1.70

Drawdowns

WTIP vs. WTMF - Drawdown Comparison

The maximum WTIP drawdown since its inception was -8.70%, 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.


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Drawdown Indicators


WTIPWTMFDifference

Max Drawdown

Largest peak-to-trough decline

-8.70%

-30.79%

+22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.04%

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

-15.99%

Current Drawdown

Current decline from peak

-8.70%

-0.23%

-8.47%

Average Drawdown

Average peak-to-trough decline

-1.42%

-17.70%

+16.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

WTIP vs. WTMF - Volatility Comparison


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Volatility by Period


WTIPWTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

8.63%

+8.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

9.46%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

8.07%

+8.95%

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 2.81%, which matches WTMF's 2.81% yield.


PositionTTM20252024202320222021202020192018
WTIP
WisdomTree Inflation Plus Fund
2.81%1.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTMF
WisdomTree Managed Futures Strategy Fund
2.81%3.04%3.57%4.74%5.29%14.71%0.47%1.63%3.59%

Frequently Asked Questions


WTIP and WTMF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

WTIP and WTMF have nearly identical dividend yields, around 2.81%.

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

Portfolio Optimizer

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