WTMF vs. TFFI
WTMF (WisdomTree Managed Futures Strategy Fund) and TFFI (Chesapeake Trend-Following Fixed Income ETF) are both exchange-traded funds - WTMF is a Systematic Trend fund tracking the WisdomTree Managed Futures Index, while TFFI is a Actively Managed fund actively managed by Chesapeake. WTMF is passively managed, while TFFI is actively managed. Their 0.04 correlation means their historical movements had little consistent relationship. WTMF charges 0.65%/yr vs 1.01%/yr for TFFI.
Performance
WTMF vs. TFFI - 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%
TFFI
- 1D
- 0.85%
- 1M
- 2.92%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $125.11K | $114.17K | $131.97K | |
| $1.17M | $1.17M | $1.11M |
WTMF vs. TFFI - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 5.80% |
TFFI Chesapeake Trend-Following Fixed Income ETF | 1.50% |
Correlation
The correlation between WTMF and TFFI is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 24, 2026 | 0.04 |
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Return for Risk
WTMF vs. TFFI — Risk / Return Rank
WTMF
TFFI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
WTMF vs. TFFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and Chesapeake Trend-Following Fixed Income ETF (TFFI). 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 | TFFI | 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. TFFI - Drawdown Comparison
The maximum WTMF drawdown since its inception was -30.79%, which is greater than TFFI's maximum drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for WTMF and TFFI.
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Drawdown Indicators
| WTMF | TFFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -4.23% | -26.56% |
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% | -0.64% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -17.53% | -1.61% | -15.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | — | — |
Volatility
WTMF vs. TFFI - Volatility Comparison
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Volatility by Period
| WTMF | TFFI | 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% | 7.78% | +1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.37% | 7.78% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.12% | 7.78% | +0.34% |
WTMF vs. TFFI - Expense Ratio Comparison
WTMF has a 0.65% expense ratio, which is lower than TFFI's 1.01% expense ratio.
Dividends
WTMF vs. TFFI - Dividend Comparison
WTMF's dividend yield for the trailing twelve months is around 2.82%, while TFFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
TFFI Chesapeake Trend-Following Fixed Income 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 TFFI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTMF is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTMF is cheaper with a 0.65% expense ratio, compared with 1.01% for TFFI.
WTMF has the higher dividend yield at 2.82%, compared with 0.00% for TFFI.
WTMF is categorized as Systematic Trend, while TFFI is Actively Managed. They also come from different issuers: WisdomTree and Chesapeake. Their fees differ too: 0.65% for WTMF and 1.01% for TFFI.
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