WTMF vs. WTIP

Last updated Jun 4, 2026

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. At a 0.48 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.

Performance

WTMF vs. WTIP - Performance Comparison

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

Returns By Period

In the year-to-date period, WTMF achieves a 8.50% return, which is significantly lower than WTIP's 14.34% 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%

WTIP

• 1D: -0.67%
• 1M: -3.73%
• YTD: 14.34%
• 6M: 16.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTMF vs. WTIP - Yearly Performance Comparison

	2026 (YTD)	2025
WTMF WisdomTree Managed Futures Strategy Fund	8.50%	12.17%
WTIP WisdomTree Inflation Plus Fund	14.34%	14.00%

Correlation

The correlation between WTMF and WTIP is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025	0.48

Return for Risk

WTMF vs. WTIP — Risk / Return Rank

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

WTMF

WTMF Risk / Return Rank: 85
WTMF Sharpe Ratio Rank: 80
WTMF Sortino Ratio Rank: 79
WTMF Omega Ratio Rank: 83
WTMF Calmar Ratio Rank: 90
WTMF Martin Ratio Rank: 93

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. 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.

	WTMF	WTIP	Difference
Sharpe ratio: Return per unit of total volatility	2.62	—	—
Sortino ratio: Return per unit of downside risk	3.60	—	—
Omega ratio: Gain probability vs. loss probability	1.51	—	—
Calmar ratio: Return relative to maximum drawdown	5.61	—	—
Martin ratio: Return relative to average drawdown	25.08	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WTMF	WTIP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	1.89	-1.73

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 -8.35%. Use the drawdown chart below to compare losses from any high point for WTMF and WTIP.

Drawdown Indicators

	WTMF	WTIP	Difference
Max Drawdown Largest peak-to-trough decline	-30.79%	-8.35%	-22.44%
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	-15.99%	—	—
Current Drawdown Current decline from peak	-0.13%	-8.35%	+8.22%
Average Drawdown Average peak-to-trough decline	-17.71%	-1.39%	-16.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.90%	—	—

Volatility

Volatility by Period

	WTMF	WTIP	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.61%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.63%	17.05%	-8.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.46%	17.05%	-7.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.07%	17.05%	-8.98%

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 2.80%, which matches WTIP's 2.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
WTIP WisdomTree Inflation Plus Fund	2.80%	1.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WTMF WisdomTree Managed Futures Strategy Fund	2.80%	3.04%	3.57%	4.74%	5.29%	14.71%	0.47%	1.63%	3.59%

Frequently Asked Questions

Can I hold both WTMF and WTIP in my portfolio?

WTMF and WTIP have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTMF or WTIP?

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTMF or WTIP?

WTMF and WTIP have the same expense ratio: 0.65% per year.

Which ETF pays a higher dividend yield, WTMF or WTIP?

WTMF and WTIP have nearly identical dividend yields, around 2.80%.

What is the main difference between WTMF and WTIP?

WTMF is categorized as Hedge Fund, while WTIP is Long-Short.