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ETFs

WisdomTree Managed Futures Strategy Fund

WTMF
$--
Today’s Change
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Snapshot
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Inception Date
Jan 05 2011
Expense Ratio
0.65%
Type
Global Hedge Fund
Fund Owner
Wisdom Tree
Volume (1m avg. daily)
$647,705
AUM
$127,224,554
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

B 0 05/18/23
TREASURY BILL
25.84%
B 0 05/18/23
TREASURY BILL
22.79%
USFR
WisdomTree Trust - WisdomTree Floating Rate Treasury Fund
3.13%
B 0 06/15/23
TREASURY BILL
2.06%
n/a
US Dollar
1.72%
n/a
Euro Currency
0.53%
B 0 06/15/23
TREASURY BILL
0.01%
B 0 06/15/23
TREASURY BILL
0.01%
B 0 06/15/23
TREASURY BILL
0.00%
n/a
Malaysian Ringgit
-0.00%
Invest with WTMF

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.

ETFs related toWTMF

ETFs correlated to WTMF include GJAN, CVLC, GFEB

WTMF
WisdomTree Trust - WisdomTree Managed Futures Strategy Fund
GJAN
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - January
CVLC
Morgan Stanley ETF Trust - Calvert US Large-Cap Core Responsible Index ETF
GFEB
First Trust Exchange-Traded Fund VIII - FT Cboe Vest U.S. Equity Moderate Buffer ETF - February
DECW
AIM ETF Products Trust - AllianzIM U.S. Large Cap Buffer20 Dec ETF
DFLV
Dimensional ETF Trust - Dimensional US Large Cap Value ETF
IGTR
Innovator ETFs Trust - Innovator Gradient Tactical Rotation 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.

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 0.0319%. This is the percent change in the value of WTMF over the most recent 1-month period. The 3-month return on WTMF is 0.0533%. 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 0.1009%. 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 AMJ, FPE, and PFF.

ETFs correlated to WTMF include GJAN, CVLC, and GFEB.

ETFs that are inversely correlated to WTMF include UVXY, VIXY, and UVIX.

Disclaimers

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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.