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WTMF vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTMF vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Managed Futures Strategy Fund (WTMF) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTMF achieves a 8.50% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, WTMF has outperformed USFR with an annualized return of 3.26%, while USFR has yielded a comparatively lower 2.47% annualized return.


WTMF

1D
-0.02%
1M
1.05%
YTD
8.50%
6M
8.44%
1Y
22.55%
3Y*
9.77%
5Y*
6.17%
10Y*
3.26%

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTMF vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTMF
WisdomTree Managed Futures Strategy Fund
8.50%12.17%3.20%16.72%-6.52%9.48%0.48%-2.75%0.24%-3.40%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between WTMF and USFR is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

-0.01

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Return for Risk

WTMF vs. USFR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTMF
WTMF Risk / Return Rank: 8585
Overall Rank
WTMF Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WTMF Sortino Ratio Rank: 7979
Sortino Ratio Rank
WTMF Omega Ratio Rank: 8383
Omega Ratio Rank
WTMF Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTMF Martin Ratio Rank: 9393
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTMF vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


WTMFUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.49

Sortino ratioReturn per unit of downside risk

-47.04

Omega ratioGain probability vs. loss probability

1.51

13.43

-11.92

Calmar ratioReturn relative to maximum drawdown

5.61

203.42

-197.81

Martin ratioReturn relative to average drawdown

25.08

787.84

-762.76

WTMF vs. USFR - Sharpe Ratio Comparison

The current WTMF Sharpe Ratio is 2.62, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of WTMF and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTMFUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

15.11

-12.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

9.26

-8.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

3.07

-2.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

1.60

-1.45

Drawdowns

WTMF vs. USFR - Drawdown Comparison

The maximum WTMF drawdown since its inception was -30.79%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for WTMF and USFR.


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Drawdown Indicators


WTMFUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-30.79%

-1.36%

-29.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.04%

-0.02%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-9.93%

-0.06%

-9.87%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

-0.18%

-13.03%

Max Drawdown (10Y)

Largest decline over 10 years

-15.99%

-0.80%

-15.19%

Current Drawdown

Current decline from peak

-0.13%

0.00%

-0.13%

Average Drawdown

Average peak-to-trough decline

-17.71%

-0.16%

-17.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.01%

+0.89%

Volatility

WTMF vs. USFR - Volatility Comparison

WisdomTree Managed Futures Strategy Fund (WTMF) has a higher volatility of 1.61% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that WTMF's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTMFUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.06%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

6.84%

0.18%

+6.66%

Volatility (1Y)

Calculated over the trailing 1-year period

8.63%

0.27%

+8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.46%

0.40%

+9.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.07%

0.81%

+7.26%

WTMF vs. USFR - Expense Ratio Comparison

WTMF has a 0.65% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

WTMF vs. USFR - Dividend Comparison

WTMF's dividend yield for the trailing twelve months is around 2.80%, less than USFR's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%
WTMF
WisdomTree Managed Futures Strategy Fund
2.80%3.04%3.57%4.74%5.29%14.71%0.47%1.63%3.59%0.00%0.00%

Frequently Asked Questions


WTMF and USFR have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTMF has higher volatility (1.61%) compared to USFR (0.06%). In terms of maximum drawdown, WTMF dropped -30.79% vs USFR's -1.36%.

On 10-year performance, WTMF leads with 3.26% vs 2.47% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, WTMF has performed better with a 3.26% return vs 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.65% for WTMF.

USFR has the higher dividend yield at 3.91%, compared with 2.80% for WTMF.

WTMF is categorized as Hedge Fund, while USFR is Government Bonds. WTMF tracks WisdomTree Managed Futures Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. Their fees differ too: 0.65% for WTMF and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (15.11 vs 2.62), 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.

Portfolio Optimizer

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