ETF Evaluator: WisdomTree Managed Futures Strategy ETF () Follow This ETF

WisdomTree Managed Futures Strategy ETF Overview

WisdomTree Managed Futures Strategy ETF (WTMF) is an actively managed Alternative Systematic Trend exchange-traded fund (ETF). WisdomTree launched the ETF in 2011.

The investment seeks to provide investors with positive total returns in rising or falling markets. The fund normally invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in "managed futures". It is an actively managed exchange traded fund ("ETF") 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. It is non-diversified.

About WisdomTree Managed Futures Strategy ETF (WTMF)

There are 2 members of the management team with an average tenure of 10.21 years: Torrey Zaches (2021) and James Stavena (2011). Management tenure is more important for actively managed ETFs than passive index ETFs.

The ETF has 3 primary benchmarks: Bloomberg US Agg Bond TR USD index with a weighting of 40%, S&P 500 (TR) (1970) index with a weighting of 60% and S&P GSCI TR USD index with a weighting of 100%. WisdomTree Managed Futures Strategy ETF has 15 securities in its portfolio. The top 10 holdings constitute 97.4% of the ETF’s assets. The ETF meets the SEC requirement of being classified as a nondiversified fund. The ETF is not considered to have an ESG focus with its investment selection and management.

WisdomTree Managed Futures Strategy ETF is part of the Alternative Strategies global asset class and is within the Alternative ETF group. WisdomTree Managed Futures Strategy ETF has 1.4% of its portfolio invested in foreign issues. The overall assets allocated to domestic stock is 2.1% There is 1.4% allocated to foreign stock, and 0.0% is allocated to preferred stocks. The bond allocation as a percentage of total assets is 6.1% (6.1% domestic bond, 0.0% foreign bond and 0.0% convertible bond). WisdomTree Managed Futures Strategy ETF has 70.5% of the portfolio in cash.

Assets Under Management

The fund has $245 million in total assets, which is below the $487 million average for the Systematic Trend category. Normally, lower assets under management translates to higher average expense ratios, and greater total assets are desired. However, for some investment categories, such as small-cap investing, it may be difficult for the manager to fully employ the desired active strategy if assets grow too large or too quickly.

WTMF Performance and Fees

The expense ratio measures how much of a fund’s assets are used for administrative expenses and operating expenses, including adviser fees and fees for the transfer agent and custodial services. The WisdomTree Managed Futures Strategy ETF expense ratio is above average compared to funds in the Systematic Trend category. WisdomTree Managed Futures Strategy ETF has an expense ratio of 0.66%, which is 20% lower than its category average, making the fund expense ratio grade a A. While it is difficult to predict returns, it is known that high annual expense ratios reduce your rate of return, and excessive fees are difficult to overcome. Active management normally comes with higher expense ratios than passive index management. Certain investment categories such as small company and foreign also normally have higher expense ratios. It is best to compare fund expense ratios against the category averages for meaningful assessments.

High portfolio turnover can translate to higher expenses and lower aftertax returns. WisdomTree Managed Futures Strategy ETF has a portfolio turnover rate of 96%, which indicates that it holds its assets around / 0.0 years. By way of comparison, the average portfolio turnover is 57% for the Systematic Trend category.

Recently, in the month of July 2026, WisdomTree Managed Futures Strategy ETF returned 0.5%, which earned it a grade of D, as the Systematic Trend category had an average return of 1.4%. The letter grades of A, B, C, D and F are based upon relative rankings within the investment category. A grade of A, for example, would indicate that the return is in the highest 20% for that time period compared to all ETFs in that category.

WisdomTree Managed Futures Strategy ETF has a trailing yield of 2.83%, which is above the 2.42% category average.

It’s natural to seek the best-performing investments, but you must consider the relationship between risk and return and the impact of costs and taxes on your realized returns.

WisdomTree Managed Futures Strategy ETF Grades

Year to date, the ETF has returned 7.2%, 2.3 percentage points worse than the category, which translates into a grade of D. The fund has returned 17.3% over the past year (grade of D), 9.0% over the past three years (grade of B) and 6.0% per year over the past five years (grade of B) and 3.4% per year over the past 10 years (grade of A).

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