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.
Performance
WTMF vs. DBMF - Performance Comparison
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WTMF vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 4.38% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | -4.50% |
DBMF iM DBi Managed Futures Strategy ETF | 7.87% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.67% |
Returns By Period
In the year-to-date period, WTMF achieves a 4.38% return, which is significantly lower than DBMF's 7.87% return.
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%
DBMF
- 1D
- -0.20%
- 1M
- -3.82%
- YTD
- 7.87%
- 6M
- 15.44%
- 1Y
- 26.29%
- 3Y*
- 9.90%
- 5Y*
- 8.63%
- 10Y*
- —
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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.
Return for Risk
WTMF vs. DBMF — Risk / Return Rank
WTMF
DBMF
WTMF vs. DBMF - Risk-Adjusted Trends 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.
| WTMF | DBMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.10 | 2.19 | -0.08 |
Sortino ratioReturn per unit of downside risk | 2.87 | 2.98 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.46 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 4.66 | 4.25 | +0.41 |
Martin ratioReturn relative to average drawdown | 17.86 | 18.51 | -0.64 |
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
| WTMF | DBMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.19 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.68 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.74 | -0.62 |
Correlation
The correlation between WTMF and DBMF is 0.30, 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
WTMF vs. DBMF - Dividend Comparison
WTMF's dividend yield for the trailing twelve months is around 2.92%, less than DBMF's 5.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 2.92% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
DBMF iM DBi Managed Futures Strategy ETF | 5.30% | 5.91% | 5.75% | 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 -30.79%, 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.
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Drawdown Indicators
| WTMF | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -20.39% | -10.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -6.10% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -20.39% | +7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -15.99% | — | — |
Current DrawdownCurrent decline from peak | -1.25% | -3.82% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -6.70% | -11.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 1.40% | -0.33% |
Volatility
WTMF vs. DBMF - Volatility Comparison
The current volatility for WisdomTree Managed Futures Strategy Fund (WTMF) is 3.38%, while iM DBi Managed Futures Strategy ETF (DBMF) has a volatility of 5.24%. This indicates that WTMF experiences smaller price fluctuations and is considered to be less risky than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTMF | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 5.24% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 11.10% | -3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.49% | 12.09% | -2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 12.66% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.10% | 12.48% | -4.38% |