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WTMF

GradeANew York Stock Exchange Arca

WisdomTree Managed Futures Strategy Fund

Multi-Asset & Alternatives · WisdomTree · Inception 2011-01-05 · SEC filings

$42.24−0.51 (−1.19%)

As of Sep 23, 2026, 2:17 PM EDT

Intraday session: down, 40 prints from 42.75 to 42.24. Range 42.14 to 42.34. Use the arrow keys to read each point.$42.15$42.20$42.30$42.3510 AM12 PM2 PM4 PM
Expense ratio
0.65%
Fund size
$273M
1Y return
+16.1%
Yield · Last 12 months
2.71%
Holdings
43
Volume · 30D
0M sh
NAV per share
$42.06
52W range
low $36.98high $44.22

The ETF.net WTMF Grade

A

80/ 100

Rank 1 of 16 in Managed Futures⁠

Confidence Medium

Six-pillar profile for WTMF. Scores out of 100: Cost 93, Risk 77, Mission not scored, Tradability 56, Holdings 41, Durability 82. Strongest: Cost (93). Weakest: Holdings (41). Based on 5 of 6 pillars.
F< 25
D≥ 25
C≥ 40
B≥ 55
A≥ 70

Score 80 of 100 sits in the A band. Bands: A ≥ 70, B ≥ 55, C ≥ 40, D ≥ 25, F < 25; the scale skips E.

  • Cost

    What you pay to own it — the expense ratio plus trading frictions, ranked within its category.
    AScore 93
    Category rank2/16 · top 13%

  • Mission

    How faithfully it does the job it claims — tracking its mandate or index with minimal slippage.
    Not scored
    —

  • Risk

    How violently it can move — volatility, drawdown depth, and downside capture versus its category.
    AScore 77
    Category rank3/15 · top 20%

  • Tradability

    How cheaply and easily you can get in and out — liquidity, spread, and premium/discount stability.
    BScore 56
    Category rank6/16 · top 38%

  • Holdings

    What it actually owns — the quality, breadth, and concentration of the underlying portfolio.
    CScore 41
    Category rank2/4 · top 50%

  • Durability

    Whether it will still be here — the fund’s assets, age, flows, and issuer staying power.
    AScore 82
    Category rank2/16 · top 13%

Graded as of Sep 22, 2026 · Based on 5 of 6 pillars

Our read on WTMF

ETF.net Research

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.

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

  1. 01The 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
  2. 02No 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
  3. 03Charges 0.65% a year, under the median for its multi-asset peer group, and it lands in the upper half of that group overall.
  4. 04A registered 1940 Act fund rather than a commodity-pool partnership, which means a 1099 at tax time instead of a K-1.

Worth knowing

  1. 01Trend 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
  2. 02Thinly traded and modest in size, so limit orders and a glance at the spread matter more here than with a mega-cap index fund.
  3. 03Distributions 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

As of Sep 21, 2026, 11:56 PM
Asset class
Other
Holdings
43
Top-10 weight
99%
Largest holding
912797VT164.0%

Sectors

The fund’s holdings, weight-ordered — page 1 of 2.
#TickerCompanyWeight %SharesMarket valueIn ETFs
001912797VT1TREASURY BILL 0 1/14/202764.00%222,000,000$219M13
002WTWTMFCAYWT MANAGED FUTURES PORTFOLIO I15.77%110,525$54M1
003USFRWisdomTree Floating Rate Treasury Fund3.49%236,597$12M12
004USFRWISDOMTREE FLOATING RATE TRE3.49%236,597$12M12
005—CASH-US DOLLAR2.99%10,224,405$10M23
006261908107DREYFUS TR OBL CSH MGMT-INST2.92%10,009,530$10M1
007BTCWWISDOMTREE BITCOIN FUND2.51%100,325$9M3
008—CASH-DREYFUS TRSY CASH2.02%6,916,089$7M29
009X9USDDRETDREYFUS TRSY OBLIG CASH MGMT CL INS2.02%6,916,088$7M1
010XBK7 COMGASOLINE RBOB FUT MAY270.24%40$825K2
011LXU6 COMLME ZINC FUTURE SEP260.15%87$508K1
012QSZ6 COMLOW SU GASOIL G DEC260.15%39$508K2
013CLF7 COMWTI CRUDE FUTURE JAN270.11%57$387K2
014COZ6 COMBRENT CRUDE FUTR DEC260.11%51$382K1
015HOZ6 COMNY HARB ULSD FUT DEC260.11%26$379K2

Showing 1–15 of 29 holdings

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$11,605
SPY tracks large US stocks. It provides market context, rather than representing this fund’s strategy, asset class or investment benchmark.$11,723
Sep 22, 2025 to Sep 22, 2026. WTMF $11,605. SPY $11,723. Use the arrow keys to read each point.$9,338$10,738$12,138Sep 2025Mar 2026Sep 2026

Sep 22, 2025 – Sep 22, 2026

Returns run to the Sep 22, 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+12.4%
1 month+2.0%
3 months+3.1%
1 year+16.1%
3 years+10.7%per year
5 years+6.9%per year
10 years+3.8%per year

As of the close, 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+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

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 Sep 22, 2026.
2.71%Last 12 months
Payout per share
$1.16Last 12 months
Last payment
$0.33 per share
Paid on
Shares bought on or after this date do not qualify for this distribution.
Frequency
Twice a year

Distribution history

2017–2026

One bar per payment. 12 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. Use the arrow keys to read each point.2017201820192020202120222023202420252026YTD
Ex-datePay dateAmount per share
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
Dec 24, 2018Dec 28, 2018$1.39

WTMF Risk

How much the fund’s monthly returns vary, scaled to a year.
6.5%
Annualised · 36 months to Aug 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.
0.89
vs 3-month T-bills · to Aug 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.

WTMF Cost

Expense ratio0.65%
  • The middle half of Managed Futures funds
  • Median 0.85%

1 of the 13 Managed Futures funds charge less.

WTMF costs $65.00 a year on $10,000. The median Managed Futures fund costs $85.00.