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ETFs

WisdomTree Managed Futures Strategy Fund

WTMF
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Jan 5, 2011
Expense Ratio
0.65%
Type
Global Hedge Fund
Fund Owner
Wisdom Tree
Volume (1m avg. daily)
$506,239
AUM
$156,951,537
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

—
US Treasury Bill
22.26%
—
US Treasury Bill
20.26%
—
US Treasury Bill
6.24%
USFR
WisdomTree Trust - WisdomTree Floating Rate Treasury Fund
3.11%
—
US Dollar
1.81%
—
US Treasury Bill
1.78%
—
US Treasury Bill
1.5%
—
Japanese Yen
0.59%
—
Euro Currency
0.36%
—
US Treasury Bill
0.14%
Invest with WTMF
Trade WTMF Options

What is WTMF?

The WisdomTree Managed Futures Strategy Fund is an actively managed exchange-traded fund that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is managed using a quantitative, rules-based strategy designed to capture rising and falling price trends in the commodity, currency, equity, and rates markets through long and short positions in futures contracts. The Fund may also invest up to 5% of its net assets in bitcoin futures contracts. The Fund will not invest in bitcoin directly.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

WTMF
Performance Measures**

for the time period Jan 5, 2011 to Dec 4, 2025

Returns

1M Trailing Return: 2.0%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 6.4%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -30.8%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 7.4%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.12

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.02

The annualized return divided by the max drawdown for the selected time period.

ETFs related toWTMF

ETFs correlated to WTMF include XAUG, GAUG, CVRD

WTMF
WisdomTree Trust - WisdomTree Managed Futures Strategy Fund
XAUG
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Enhance & Moderate Buffer ETF - August
GAUG
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - August
CVRD
Madison ETFs Trust - Madison Covered Call ETF
GJUL
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - July
GJUN
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - June
LGRO
Advisors Series Trust - Level Four Large Cap Growth Active ETF
CONY
Tidal Trust II - YieldMax COIN Option Income Strategy ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toWTMF

FTL's 🌟 Starburst GEN-II v1.c w/ BWC Ultimate FR [Removed BB] Added Walter's Champagne and Cocaine Strats and NOVA | (multiple TQQQ, one crypto) KMLM Switcher MonkeyBusiness WM74 + Wash

Category

Tactical multi-asset, leveraged ETFs, volatility hedging, managed futures, mean reversion, momentum, regime switching, daily rebalancing

OOS Cumulative Return

208.65%

FTL's 🌟 Starburst GEN-II v1.c w/ BWC Ultimate FR [Removed BB] Added Walter's Champagne and Cocaine Strats and NOVA | (multiple TQQQ, one crypto) KMLM Switcher MonkeyBusiness WM74 + Wash

Category

Leveraged ETFs, momentum, mean reversion, volatility hedging, managed futures, tech-heavy, rotation, risk-on/risk-off, daily rebalancing

OOS Cumulative Return

94.27%

Create your own algorithmic trading strategy with WTMF using Composer

FAQ

WTMF is a Global Hedge Fund ETF. The WisdomTree Managed Futures Strategy Fund is an actively managed exchange-traded fund that seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is managed using a quantitative, rules-based strategy designed to capture rising and falling price trends in the commodity, currency, equity, and rates markets through long and short positions in futures contracts. The Fund may also invest up to 5% of its net assets in bitcoin futures contracts. The Fund will not invest in bitcoin directly.

Yes, WTMF is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, WTMF is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on WTMF is 0.0178%. This is the percent change in the value of WTMF over the most recent 1-month period. The 3-month return on WTMF is 0.0226%. This is the percent change in the value of WTMF over the most recent 3-month period.

The standard deviation of WTMF for the past year is 0.0865%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to WTMF include PFF, PGF, and PGX.

ETFs correlated to WTMF include XAUG, GAUG, and CVRD.

ETFs that are inversely correlated to WTMF include WEBS, QID, and SQQQ.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.