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Launched · SEC filings

WisdomTree Managed Futures Strategy Fund

WTMFNYSE ArcaWisdomTreeA

$39.26−0.27 (−0.67%)

As of Nov 4, 2026, 12:50 PM ET

A75/ 100

Rank 2 of 16 in Managed Futures

A75/100Rank 2 of 16inManaged Futures
Intraday session: down, 40 prints from 39.52 to 39.26. Range 39.24 to 39.44. Use the arrow keys to read each point.39.3039.3539.4039.4510 AM12 PM2 PM4 PM
Expense ratio
0.66%*
Fund size
$264M
1Y total return
+12.6%
Yield · Last 12 months
7.95%
Holdings
27
Avg volume · 30D
36.1K sh
52W range
low $36.98high $44.63
Launched
Filings
SEC EDGAR

*After a fee waiver that ends Dec 31, 2026. Without it: 0.67%.

The ETF.net WTMF Grade

Based on 5 of 6 pillars

A

Score 75 out of 100

Category
Managed Futures⁠
Rank
2 of 16
Six-pillar profile for WTMF. Scores out of 100: Cost 90, Risk 71, Mission not scored, Tradability 51, Holdings 38, Durability 80. Strongest: Cost (90). Weakest: Holdings (38). Based on 5 of 6 pillars.

Score 75 of 100 falls in the A band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.

  • Cost

    The fund’s net expense ratio, ranked against its category.
    A90 out of 100
    Rank 2 of 16

  • Mission

    Whether the fund did what it promised, tested against its stated mandate.
    Not scored

  • Risk

    How the fund held up when markets fell: downside volatility, drawdowns and tail loss.
    A71 out of 100
    Rank 3 of 15

  • Tradability

    How easy the fund is to trade: daily volume, and how far its price strays from net asset value.
    C51 out of 100
    Rank 8 of 16

  • Holdings

    How concentrated the fund is, and how complete and current its disclosed holdings are.
    D38 out of 100
    Rank 3 of 6

  • Durability

    Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.
    A80 out of 100
    Rank 3 of 16

Our read on WTMF

ETF.net Research

In short

AA managed futures veteran. Trading since 2011, WTMF takes rules-based long and short positions across commodity, currency, equity and rate futures, aiming for returns with limited direct link to stocks or bonds.

Stated mandate

The Fund seeks positive total returns in rising or falling markets with limited direct correlation to broad equity or fixed-income returns. It uses a quantitative, rules-based approach with long and short futures positions across commodity, currency, equity, and interest-rate markets.

Why people hold it

  • Live since January 5, 2011, making it one of the longest-tenured managed futures ETFs, and it follows a published rules-based strategy rather than a discretionary trader's judgment.wisdomtree.com
  • Charges 0.66% net of a waiver through December 31, 2026 (0.67% gross), below the median fee in the managed futures category.
  • A registered 1940 Act fund, so tax time brings a 1099 instead of the partnership K-1 that trails many futures products.
  • Spreads exposure across roughly 40 positions in commodity, currency, equity and rate futures, and sits among the stronger implementations in its peer group.

Worth knowing

  • Cheaper shelf-mates exist: JPFP at 0.59%, and IMF at 0.65% net of a waiver through August 31, 2027.
  • Thinly traded next to mainstream ETFs, so bid-ask spreads can run wider and order type matters more than with a big index fund.
  • The strategy can place up to 10% of net assets in bitcoin-holding exchange-traded products and bitcoin futures (never bitcoin directly), adding a volatile sleeve.wisdomtree.com

WTMF Performance

Launched Jan 5, 2011

Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.

WTMF$11,262
SPY tracks large US stocks. It provides market context, rather than representing this fund’s strategy, asset class or investment benchmark.$11,158
Nov 3, 2025 to Nov 3, 2026. WTMF $11,262. SPY $11,158. Use the arrow keys to read each point.$10,000$11,000Nov 2025May 2026Nov 2026

Nov 3, 2025 – Nov 3, 2026

Returns run to the Nov 3, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.

Trailing total return for WTMF. Periods over one year show the average yearly return.
PeriodWTMF
Year to date+11.3%
1 month−0.8%
3 months+2.8%
1 year+12.6%
3 yearsper year+10.4%
5 yearsper year+6.4%
10 yearsper year+3.8%

With distributions reinvested.

Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.

Annual total returns for WTMF
YearReturn barWTMF
2026 YTD+11.3%
2025+12.2%
2024+3.2%
2023+16.7%
2022−6.5%
2021+9.5%
2020+0.5%

WTMF in the news

WTMF Dividends

Adds up every distribution paid per share over the last 12 months, divided by the last completed close. Distributions are counted by ex-date. Data through Nov 3, 2026.
7.95%Last 12 months
Payout per share
$3.14Last 12 months
Last payment
$2.81 per share
Paid on
Shares bought on or after this date do not qualify for this distribution.
Frequency
Annual

Distribution history

2017–2026

One bar per payment. 13 payments from 2017 to 2026 YTD. Dec 24, 2018 $1.39; Dec 23, 2019 $0.60; Dec 21, 2020 $0.17; Oct 8, 2021 $5.21; Oct 25, 2022 $1.44; Dec 23, 2022 $0.22; Oct 25, 2023 $1.32; Dec 22, 2023 $0.34; Oct 28, 2024 $0.82; Dec 26, 2024 $0.43; Oct 28, 2025 $0.83; Dec 26, 2025 $0.33; Oct 27, 2026 $2.81. Use the arrow keys to read each point.2017201820192020202120222023202420252026YTD
Ex-datePay dateAmount per share
Oct 27, 2026Oct 29, 2026$2.81
Dec 26, 2025Dec 30, 2025$0.33
Oct 28, 2025Oct 30, 2025$0.83
Dec 26, 2024Dec 30, 2024$0.43
Oct 28, 2024Oct 30, 2024$0.82
Dec 22, 2023Dec 28, 2023$0.34
Oct 25, 2023Oct 30, 2023$1.32
Dec 23, 2022Dec 29, 2022$0.22
Oct 25, 2022Oct 28, 2022$1.44
Oct 8, 2021Oct 14, 2021$5.21
Dec 21, 2020Dec 24, 2020$0.17
Dec 23, 2019Dec 27, 2019$0.60

See all 14 payments⁠

$10,000 in WTMF 10 years ago paid $3,838 in dividends.⁠

WTMF Risk

Risk pillarA71 out of 100Rank 3 of 15 in Managed Futures
How much the fund’s monthly returns vary, scaled to a year.
6.4%
Annualised · 36 months to Oct 2026
How it’s calculated: standard deviation

The sample standard deviation of monthly total returns, multiplied by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.

Return above 3-month US Treasury bills per unit of volatility.
0.98
vs 3-month T-bills · to Oct 2026
How it’s calculated: Sharpe ratio

Subtract each month’s Treasury-bill return from the fund’s monthly total return.

Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.

The largest fall from a peak to the low that followed.
−13.2%
Trough Dec 2022
How it’s calculated: maximum drawdown

The largest percentage decline from an earlier peak, using total returns with reinvested distributions.

Uses up to five years through the last close, with at least 12 months required.

How strongly the fund’s returns move with its asset-class index.
0.29
vs its asset-class index
How it’s calculated: beta

The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.

FMP measures it over up to five years of monthly returns.

WTMF Cost

Compare WTMF and JPFP

Overpaying vs JPFP, cheapest in Managed Futures

$1,261

On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.

  • WTMF 0.66%

    $12,896

  • JPFP 0.59% Cheapest

    $11,635

$10,000
30 years

Cost over time

  • WTMF 0.66%
  • JPFP 0.59%
  • Overpaying
One line per fund, from year 0 to year 30. Use the arrow keys to read each point.$0$5K$10K$15K051015202530WTMF $12,896JPFP $11,635

Year by year

YearWTMFJPFPOverpaying
10$1,180$1,058$122
20$4,504$4,051$453
30$12,896$11,635$1,261
How the 0.66% is worked out

Full fee 0.67%− waiver 0.01%= you pay 0.66%

The waiver ends Dec 31, 2026. After that the fee is 0.67% unless WisdomTree renews it. Source: prospectus, Dec 2025.

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