WTMF vs. DGRW
WTMF (WisdomTree Managed Futures Strategy Fund) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index, while DGRW is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, WTMF returned 3.17%/yr vs 14.14%/yr for DGRW. At a 0.14 correlation, their price movements are largely independent. WTMF charges 0.65%/yr vs 0.28%/yr for DGRW.
Performance
WTMF vs. DGRW - Performance Comparison
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Returns By Period
In the year-to-date period, WTMF achieves a 7.35% return, which is significantly higher than DGRW's 6.36% return. Over the past 10 years, WTMF has underperformed DGRW with an annualized return of 3.17%, while DGRW has yielded a comparatively higher 14.14% annualized return.
WTMF
- 1D
- -1.56%
- 1M
- -0.67%
- YTD
- 7.35%
- 6M
- 6.60%
- 1Y
- 20.66%
- 3Y*
- 9.95%
- 5Y*
- 6.12%
- 10Y*
- 3.17%
DGRW
- 1D
- -0.92%
- 1M
- -1.62%
- YTD
- 6.36%
- 6M
- 5.72%
- 1Y
- 16.86%
- 3Y*
- 15.10%
- 5Y*
- 11.78%
- 10Y*
- 14.14%
WTMF vs. DGRW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 7.35% | 12.17% | 3.20% | 16.72% | -6.52% | 9.48% | 0.48% | -2.75% | 0.24% | -3.40% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 6.36% | 12.17% | 16.98% | 18.66% | -6.33% | 24.46% | 13.87% | 29.54% | -5.38% | 26.90% |
Correlation
The correlation between WTMF and DGRW is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.14 |
Over the past year, WTMF and DGRW have become more correlated (0.52) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
WTMF vs. DGRW — Risk / Return Rank
WTMF
DGRW
WTMF vs. DGRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.
| WTMF | DGRW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.30 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.14 | 2.04 | +3.10 |
| Martin ratioReturn relative to average drawdown | 21.97 | 8.67 | +13.30 |
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Drawdowns
WTMF vs. DGRW - Drawdown Comparison
The maximum WTMF drawdown since its inception was -30.79%, roughly equal to the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for WTMF and DGRW.
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Drawdown Indicators
| WTMF | DGRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -32.04% | +1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -4.04% | -8.30% | +4.26% |
Max Drawdown (3Y)Largest decline over 3 years | -9.93% | -16.21% | +6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -13.21% | -17.27% | +4.06% |
Max Drawdown (10Y)Largest decline over 10 years | -15.26% | -32.04% | +16.78% |
Current DrawdownCurrent decline from peak | -1.56% | -3.32% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -3.01% | -14.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.95% | -1.01% |
Volatility
WTMF vs. DGRW - Volatility Comparison
The current volatility for WisdomTree Managed Futures Strategy Fund (WTMF) is 3.11%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 3.75%. This indicates that WTMF experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTMF | DGRW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 3.75% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 8.26% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.04% | 10.30% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.53% | 14.01% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.11% | 16.21% | -8.10% |
WTMF vs. DGRW - Expense Ratio Comparison
WTMF has a 0.65% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Dividends
WTMF vs. DGRW - Dividend Comparison
WTMF's dividend yield for the trailing twelve months is around 2.83%, more than DGRW's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.30% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.83% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTMF and DGRW have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGRW has higher volatility (3.75%) compared to WTMF (3.11%). In terms of maximum drawdown, WTMF dropped -30.79% vs DGRW's -32.04%.
On 10-year performance, DGRW leads with 14.14% vs 3.17% for WTMF. On fees, DGRW is cheaper at 0.28% per year. On volatility, WTMF has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRW has performed better with a 14.14% return vs 3.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRW is cheaper with a 0.28% expense ratio, compared with 0.65% for WTMF.
WTMF has the higher dividend yield at 2.83%, compared with 1.30% for DGRW.
WTMF is categorized as Hedge Fund, while DGRW is Dividend. WTMF tracks WisdomTree Managed Futures Index, while DGRW tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.65% for WTMF and 0.28% for DGRW.
WTMF currently has the higher Sharpe Ratio (2.30 vs 1.65), 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.
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