WTMF vs. WTIP
WTMF (WisdomTree Managed Futures Strategy Fund) and WTIP (WisdomTree Inflation Plus Fund) are both exchange-traded funds - WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index, while WTIP is a Long-Short fund actively managed by WisdomTree. WTMF is passively managed, while WTIP is actively managed. Over the past year, WTMF returned 20.66% vs 21.41% for WTIP. At a 0.50 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.
Performance
WTMF vs. WTIP - 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 WTIP's 6.43% 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%
WTIP
- 1D
- -2.55%
- 1M
- -8.75%
- YTD
- 6.43%
- 6M
- 5.21%
- 1Y
- 21.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTMF vs. WTIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTMF WisdomTree Managed Futures Strategy Fund | 7.35% | 12.01% |
WTIP WisdomTree Inflation Plus Fund | 6.43% | 13.49% |
Correlation
The correlation between WTMF and WTIP is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.50 |
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Return for Risk
WTMF vs. WTIP — Risk / Return Rank
WTMF
WTIP
WTMF vs. WTIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Managed Futures Strategy Fund (WTMF) and WisdomTree Inflation Plus Fund (WTIP). 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 | WTIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.26 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.14 | 1.46 | +3.68 |
| Martin ratioReturn relative to average drawdown | 21.97 | 6.25 | +15.73 |
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Drawdowns
WTMF vs. WTIP - Drawdown Comparison
The maximum WTMF drawdown since its inception was -30.79%, which is greater than WTIP's maximum drawdown of -14.69%. Use the drawdown chart below to compare losses from any high point for WTMF and WTIP.
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Drawdown Indicators
| WTMF | WTIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -14.69% | -16.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.04% | -14.69% | +10.65% |
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 | -15.26% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -14.69% | +13.13% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -1.92% | -15.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.44% | -2.50% |
Volatility
WTMF vs. WTIP - Volatility Comparison
The current volatility for WisdomTree Managed Futures Strategy Fund (WTMF) is 3.11%, while WisdomTree Inflation Plus Fund (WTIP) has a volatility of 10.06%. This indicates that WTMF experiences smaller price fluctuations and is considered to be less risky than WTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTMF | WTIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 10.06% | -6.95% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 15.91% | -8.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.04% | 17.12% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.53% | 17.07% | -7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.11% | 17.07% | -8.96% |
WTMF vs. WTIP - Expense Ratio Comparison
Both WTMF and WTIP have an expense ratio of 0.65%.
Dividends
WTMF vs. WTIP - Dividend Comparison
WTMF's dividend yield for the trailing twelve months is around 2.83%, less than WTIP's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
WTIP WisdomTree Inflation Plus Fund | 3.01% | 1.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.83% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Frequently Asked Questions
WTMF and WTIP have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIP has higher volatility (10.06%) compared to WTMF (3.11%). In terms of maximum drawdown, WTMF dropped -30.79% vs WTIP's -14.69%.
On 1-year performance, WTIP leads with 21.41% vs 20.66% for WTMF. Both ETFs have the same 0.65% expense ratio. 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 1-year period, WTIP has performed better with a 21.41% return vs 20.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTMF and WTIP have the same expense ratio: 0.65% per year.
WTIP has the higher dividend yield at 3.01%, compared with 2.83% for WTMF.
WTMF is categorized as Hedge Fund, while WTIP is Long-Short.
WTMF currently has the higher Sharpe Ratio (2.30 vs 1.26), 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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