WTMF vs. JPFP
WTMF (WisdomTree Managed Futures Strategy Fund) and JPFP (JPMorgan Managed Futures Plus ETF) are both Systematic Trend funds. WTMF is passively managed, while JPFP is actively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. WTMF charges 0.65%/yr vs 0.59%/yr for JPFP.
Performance
WTMF vs. JPFP - Performance Comparison
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Returns By Period
WTMF
- 1D
- -0.05%
- 1M
- 0.96%
- 6M
- 8.70%
- YTD
- 8.10%
- 1Y
- 18.77%
- 3Y*
- 9.32%
- 5Y*
- 6.09%
- 10Y*
- 3.47%
- ALL TIME*
- 1.16%
JPFP
- 1D
- 1.58%
- 1M
- 1.74%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.56M | $783.24K | $465.05K | |
| $1.17M | $1.17M | $1.11M |
WTMF vs. JPFP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 0.02% |
JPFP JPMorgan Managed Futures Plus ETF | -1.32% |
Correlation
The correlation between WTMF and JPFP is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.72 |
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Return for Risk
WTMF vs. JPFP — Risk / Return Rank
WTMF
JPFP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WTMF vs. JPFP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and JPMorgan Managed Futures Plus ETF (JPFP). 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 | JPFP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.38 | — | — |
| Martin ratioReturn relative to average drawdown | 16.87 | — | — |
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Drawdowns
WTMF vs. JPFP - Drawdown Comparison
The maximum WTMF drawdown since its inception was -30.79%, which is greater than JPFP's maximum drawdown of -6.60%. Use the drawdown chart below to compare losses from any high point for WTMF and JPFP.
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Drawdown Indicators
| WTMF | JPFP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -6.60% | -24.19% |
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 | -14.83% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -3.12% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -17.53% | -3.48% | -14.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | — | — |
Volatility
WTMF vs. JPFP - Volatility Comparison
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Volatility by Period
| WTMF | JPFP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.17% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.13% | 19.26% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.37% | 19.26% | -9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.12% | 19.26% | -11.14% |
WTMF vs. JPFP - Expense Ratio Comparison
WTMF has a 0.65% expense ratio, which is higher than JPFP's 0.59% expense ratio.
Dividends
WTMF vs. JPFP - Dividend Comparison
WTMF's dividend yield for the trailing twelve months is around 2.82%, while JPFP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
JPFP JPMorgan Managed Futures Plus ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.82% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Frequently Asked Questions
WTMF and JPFP have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JPFP is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPFP is cheaper with a 0.59% expense ratio, compared with 0.65% for WTMF.
WTMF has the higher dividend yield at 2.82%, compared with 0.00% for JPFP.
They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.65% for WTMF and 0.59% for JPFP.
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