WTMF vs. DBMF
Compare and contrast key facts about WisdomTree Managed Futures Strategy Fund (WTMF) and iM DBi Managed Futures Strategy ETF (DBMF).
WTMF and DBMF 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. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTMF or DBMF.
Correlation
The correlation between WTMF and DBMF is 0.25, 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. DBMF - Performance Comparison
Key characteristics
WTMF:
0.54
DBMF:
0.59
WTMF:
0.88
DBMF:
0.86
WTMF:
1.11
DBMF:
1.12
WTMF:
0.46
DBMF:
0.36
WTMF:
1.59
DBMF:
1.06
WTMF:
3.35%
DBMF:
6.09%
WTMF:
9.78%
DBMF:
10.81%
WTMF:
-30.78%
DBMF:
-20.39%
WTMF:
-6.74%
DBMF:
-12.24%
Returns By Period
In the year-to-date period, WTMF achieves a 4.22% return, which is significantly lower than DBMF's 6.88% return.
WTMF
4.22%
1.10%
1.75%
5.42%
4.63%
1.07%
DBMF
6.88%
-0.19%
-7.75%
6.43%
6.17%
N/A
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WTMF vs. DBMF - Expense Ratio Comparison
WTMF has a 0.65% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
WTMF vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and iM DBi Managed Futures Strategy ETF (DBMF). 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.
Dividends
WTMF vs. DBMF - Dividend Comparison
WTMF's dividend yield for the trailing twelve months is around 3.23%, less than DBMF's 5.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 3.23% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
DBMF iM DBi Managed Futures Strategy ETF | 5.25% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% |
Drawdowns
WTMF vs. DBMF - Drawdown Comparison
The maximum WTMF drawdown since its inception was -30.78%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for WTMF and DBMF. For additional features, visit the drawdowns tool.
Volatility
WTMF vs. DBMF - Volatility Comparison
WisdomTree Managed Futures Strategy Fund (WTMF) has a higher volatility of 6.11% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.17%. This indicates that WTMF's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.