WisdomTree Managed Futures Strategy Fund
$42.74+0.02 (+0.05%)
- 0.65%
- $284M
- +15.8%
- 2.71%
- 0M sh
- $42.64
- low $36.98high $44.22
The ETF.net WTMF Grade
A
Score 74 out of 100
- 1 of 16
Score 74 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.A93 out of 100Rank 2 of 16Mission
Whether the fund did what it promised, tested against its stated mandate.Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.B59 out of 100Rank 7 of 15Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.C51 out of 100Rank 8 of 16Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.C40 out of 100Rank 2 of 5Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.A80 out of 100Rank 3 of 16
Our read on WTMF
AThe original managed futures ETF. WisdomTree launched it in January 2011 and still runs the same engine: rules-based long and short futures in commodities, currencies, stocks and rates, aimed at returns detached from both.
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
- The industry's first managed futures ETF when WisdomTree launched it in January 2011, so its history spans real commodity, rate and currency cycles rather than a backtest.wisdomtree.com
- No leverage bolted on. WisdomTree runs the strategy diversified across asset classes and without leverage, a quieter build than managed futures programs that lean on borrowed exposure.wisdomtree.com
- Charges 0.65% a year, under the median for its multi-asset peer group, and it lands in the upper half of that group overall.
- A registered 1940 Act fund rather than a commodity-pool partnership, which means a 1099 at tax time instead of a K-1.
Worth knowing
- Trend following needs trends. WisdomTree flags that whipsawing markets can hurt, and the fund generally makes no intra-month adjustments, so positions ride until the next reset.wisdomtree.com
- Thinly traded and modest in size, so limit orders and a glance at the spread matter more here than with a mega-cap index fund.
- Distributions come only once or twice a year, and WisdomTree notes the strategy may make higher capital gain distributions than other ETFs.wisdomtree.com
WTMF Holdings
- Other
- 34
- 99%
- 912797VT1
Sectors
- Financials100.0%
WTMF Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
WTMF$11,585
Returns run to the Oct 12, 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.
| Period | WTMF |
|---|---|
| Year to date | +12.4% |
| 1 month | +1.4% |
| 3 months | +4.1% |
| 1 year | +15.8% |
| 3 years | +11.2% |
| 5 years | +7.1% |
| 10 years | +3.7% |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | WTMF |
|---|---|---|
| 2026 YTD | +12.4% | |
| 2025 | +12.2% | |
| 2024 | +3.2% | |
| 2023 | +16.7% | |
| 2022 | −6.5% | |
| 2021 | +9.5% | |
| 2020 | +0.5% |
WTMF in the news
WTMF Dividends
- 2.71%
- $1.16
- $0.33 per share
- Twice a year
Distribution history
WTMF Risk
- 6.5%
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.
- 0.85
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.
- −13.2%
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.
- 0.29
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
WTMF Cost
0.65%
WTMF0.65%
- The middle half of Managed Futures funds
- Median 0.82%
1 of the 15 Managed Futures funds charge less.
Other funds in Managed Futures
- BJPFPJPMorgan Managed Futures Plus ETFExpense ratio 0.59%1 year return —
- BIMFInvesco Actively Managed Exchange-Traded Fund Trust - Invesco Managed Futures Strategy ETFExpense ratio 0.80%1 year return +21.9%
- BISMFBlackrock ETF Trust - Ishares Managed Futures Active ETFExpense ratio 0.82%1 year return +18.2%
- BCTASimplify Managed Futures Strategy ETFExpense ratio 0.75%1 year return +10.6%
- BDBMFiMGP DBi Managed Futures Strategy ETFExpense ratio 0.85%1 year return +29.4%