WTMF vs. CTA
Compare and contrast key facts about WisdomTree Managed Futures Strategy Fund (WTMF) and Simplify Managed Futures Strategy ETF (CTA).
WTMF and CTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. CTA is an actively managed fund by Simplify. It was launched on Mar 7, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTMF or CTA.
Correlation
The correlation between WTMF and CTA is 0.40, 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.
Performance
WTMF vs. CTA - Performance Comparison
Loading data...
Key characteristics
WTMF:
-0.30
CTA:
0.36
WTMF:
-0.37
CTA:
0.71
WTMF:
0.95
CTA:
1.08
WTMF:
-0.24
CTA:
0.60
WTMF:
-0.74
CTA:
1.14
WTMF:
4.28%
CTA:
4.84%
WTMF:
10.49%
CTA:
12.64%
WTMF:
-30.78%
CTA:
-18.07%
WTMF:
-9.34%
CTA:
-8.20%
Returns By Period
In the year-to-date period, WTMF achieves a -1.83% return, which is significantly lower than CTA's -0.56% return.
WTMF
-1.83%
2.33%
-1.92%
-3.09%
4.87%
0.87%
CTA
-0.56%
-0.58%
6.53%
4.58%
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WTMF vs. CTA - Expense Ratio Comparison
WTMF has a 0.65% expense ratio, which is lower than CTA's 0.78% expense ratio.
Risk-Adjusted Performance
WTMF vs. CTA — Risk-Adjusted Performance Rank
WTMF
CTA
WTMF vs. CTA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and Simplify Managed Futures Strategy ETF (CTA). 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.
Loading data...
Dividends
WTMF vs. CTA - Dividend Comparison
WTMF's dividend yield for the trailing twelve months is around 3.64%, less than CTA's 4.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 3.64% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
CTA Simplify Managed Futures Strategy ETF | 4.74% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTMF vs. CTA - Drawdown Comparison
The maximum WTMF drawdown since its inception was -30.78%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for WTMF and CTA. For additional features, visit the drawdowns tool.
Loading data...
Volatility
WTMF vs. CTA - Volatility Comparison
The current volatility for WisdomTree Managed Futures Strategy Fund (WTMF) is 2.18%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 3.45%. This indicates that WTMF experiences smaller price fluctuations and is considered to be less risky than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...