Fund Evaluator:
WisdomTree Managed Futures Strategy ETF (WTMF)
Follow This Fund
Alternative Strategies
Global Asset Class
Alternative
Fund Group
Systematic Trend
Category
$38.279
NAV (as of Oct 07)
$0.00
Minimum Initial
0.66% A
Expense Ratio
$260 Mil
Assets
Open
Status
na
12b-1 Fee
2.75%
TTM Yield
0.00%
Max Load
96%
Portfolio Turnover
Best Performing in Systematic Trend Over the Last Year
| 29.7% | AQR Managed Futures Strategy HV N (QMHNX) |
| 26.8% | American Beacon AHL Mgd Futs Strat Inv (AHLPX) |
| 22.6% | AQR Managed Futures Strategy N (AQMNX) |
| 20.5% | AMG Systematica Managed Futs Strat N (SMFNX) |
| 16.7% | Goldman Sachs Managed Futs Strat Inv (GFIRX) |
Data as of 8/31/2026
2.8% A
1-Mo Return
1.9% B
3-Mo Return
10.2% C
YTD Return
18.2% C
1-Yr Return
10.4% A
3-Yr Return
6.5% B
5-Yr Return
0.58 A
Category Risk Index
0.52
Total Risk Index
Fund Details
Fund Family
WisdomTree
Inception Date
1/5/2011
Share Class Type
Equity Investment Style
Large-Cap
Blend
Bond Investment Style
na
Socially Responsible Fund
No
Index Fund
No
Benchmark Index
Bloomberg US Agg Bond TR USD; S&P 500 (TR) (1970): 100%
Additional Fund Details
WisdomTree Managed Futures Strategy ETF Overview
WTMF Trailing NAV Total Returns Data as of 8/31/26
| Last Month |
Last Quarter |
Ann'l. 1Yr |
Ann'l. 3Yr |
Ann'l. 5Yr |
Ann'l. 10Yr |
|
| WTMF Return (NAV) | 2.8% | 1.9% | 18.2% | 10.4% | 6.5% | 3.8% |
| WTMF Grade | A | B | C | A | B | A |
| +/- Category | 0.0% | 0.5% | -1.3% | 5.9% | 0.2% | -0.0% |
| Systematic Trend Avg | 2.8% | 1.4% | 19.5% | 4.5% | 6.2% | 3.9% |
| WTMF Tax Cost Ratio | na | na | 1.2% | 1.5% | 2.4% | 1.4% |
WTMF Annual NAV Total ReturnsData as of 8/31/26
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
| WTMF Return (NAV) | 10.2% | 12.6% | 3.3% | 16.2% | -5.8% | 9.0% | 0.4% | -2.7% | 0.3% | -3.2% | -1.0% |
| WTMF Grade | C | B | C | A | F | B | F | A | A | F | C |
| +/- Category | -0.2% | 9.1% | 2.5% | 19.8% | -27.4% | 4.2% | -4.9% | -8.6% | 5.7% | -8.0% | 2.8% |
| Systematic Trend Avg | 10.4% | 3.6% | 0.8% | -3.6% | 21.6% | 4.7% | 5.3% | 5.9% | -5.4% | 4.8% | -3.8% |
| Risk Measures | |
| Standard Deviation: | 6.3% |
| Total Risk Index: | 0.52 - Low |
| Category Risk Index: | 0.58 - Low |
| Category Risk Grade: | A (13% Rank) |
| Beta: | 0.29 |
| R-Squared: | 32% |
| Leveraged Fund: | No |
| Inverse Fund: | No |
| Portfolio Characteristics | |
| Equity Investment Style: | Large-Cap Blend |
| Bond Investment Style: | na |
| Yield: | 2.8% |
| Dividend Distribution: | |
| Cap Gains Distribution: | |
| Total Assets: | $260 Mil |
| Fund Total Assets: | $ 261 Mil |
| Share Class Type: | |
| Portfolio Turnover: | 96% |
Management Team
| Number of Managers: 2 | |||
| Longest Tenure: 15.7 years | |||
| Average Tenure: 10.3 years | |||
| Managers (Year): Stavena James (2011), Zaches Torrey (2021) | |||
Portfolio Composition (as of 8/31/26)
| # of Holdings: | 14 |
| % in Top 10 Holdings: | 97.9% |
| Fund is Non-Diversified: | Yes |
| % in Foreign Issues: | 1.3% |
Portfolio Allocation |
|
| Domestic Stock: | 0.9% |
| Foreign Stock: | 1.3% |
| Preferred Stock: | 0.0% |
| Domestic Bond: | 74.0% |
| Foreign Bond: | 0.0% |
| Convertible Bond: | 0.0% |
| Other: | 21.6% |
| Cash: | 2.3% |
Purchase Information
| Fund Family: | WisdomTree |
| Phone Number: | 866-909-9473 |
| Website: | www.wisdomtree.com |
| Status: | Open |
| Inception Date: | January 5, 2011 |
| Min. Initial Purchase: | $ 0 |
| Min. Initial IRA Purchase: | $ 0 |
| True No-Load: | Yes |
| Front Load Maximum: | 0.00% |
| Deferred Charge Maximum: | 0.00% |
| Redemption Charge Maximum: | 0.00% |
| 12b-1 Fee: | na |
Expenses and Fees | |
| Expense Ratio (%): | 0.66% ( Rating : Above Avg ) |
| Category Average Expense Ratio (%): | 2.03% |
| Share Class: | WisdomTree Managed Futures Strategy ETF |
| Min. Subsequent Purchase: | $ 0 |
| Min. Subsequent IRA Purchase: | $ 0 |
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