WisdomTree Managed Futures Strategy Fund (WTMF)
Description
The WTMF ETF contains 25 constituents. It is focused on holdings in the region.
Price $34.92 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | |
| Expense ratio | 0.65% |
| Average spread | 0.487% |
| 1Y roundtrip cost | 1.137% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.5% | 0.2% | 2.8% | -1.1% | 0.3% | -1.5% | -1.7% | 0.2% | -0.5% | 1.4% | -1.4% | ||
| 2021 | 1.9% | 4.2% | -1.0% | 4.4% | 0.1% | 1.6% | -0.4% | 0.9% | -1.5% | 1.4% | -3.6% | 1.3% | 9.4% |
| 2020 | -3.8% | 0.1% | 1.5% | -1.5% | -1.8% | -0.3% | 1.4% | -0.5% | -0.8% | -0.6% | 2.8% | 4.2% | 0.7% |
| 2019 | -1.2% | 1.4% | 0.2% | 1.4% | -3.7% | -0.5% | 0.3% | 3.2% | -2.6% | -1.2% | -1.0% | 1.3% | -2.6% |
| 2018 | 0.6% | -1.7% | -0.2% | 0.9% | 0.1% | -0.3% | 0.1% | 1.9% | 0.3% | -0.9% | -0.7% | 0.0% | 0.3% |
| 2017 | -2.5% | 0.2% | -1.8% | 0.2% | -0.9% | -1.3% | -1.0% | 0.3% | 0.1% | 1.4% | 0.0% | 1.8% | -3.4% |
| 2016 | -1.1% | 3.4% | -2.0% | 2.6% | -1.3% | 0.3% | -1.3% | -2.1% | 2.5% | -0.9% | -1.3% | 0.8% | -0.6% |
| 2015 | 1.5% | -1.7% | 1.9% | -1.5% | 0.8% | -2.9% | -3.6% | -0.1% | 0.8% | -0.3% | 2.1% | -0.9% | -4.0% |
| 2014 | -1.0% | -0.8% | 0.8% | 0.9% | -0.9% | 1.7% | 0.6% | 0.3% | 3.4% | -0.9% | 1.6% | -0.8% | 5.0% |
| 2013 | 1.8% | -0.2% | 0.9% | 0.2% | -1.4% | 2.6% | 0.9% | -0.6% | -1.3% | -0.0% | -0.9% | 1.1% | 3.0% |
| 2012 | -1.9% | -1.8% | -0.7% | -1.2% | -2.6% | -4.5% | 4.1% | 0.1% | -2.3% | -1.5% | 0.4% | 0.7% | -11.2% |
| 2011 | 2.0% | 1.0% | 2.2% | -2.4% | -2.5% | -0.7% | -0.8% | -4.6% | -4.1% | 1.1% | -0.4% | -9.1% | |
| -7.3% | 5.3% | 3.4% | 7.6% | -13.7% | -7.6% | -1.4% | 2.8% | -6.6% | -6.1% | 0.5% | 9.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | 5.21 | 5.21 | |||||||||||
| 2020 | 0.17 | 0.17 | |||||||||||
| 2019 | 0.60 | 0.60 | |||||||||||
| 2018 | 1.39 | 1.39 | |||||||||||
| 2011 | 0.78 | 0.78 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.21 | 0.00 | 2.95 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Cash Component | 140.59% |
| Top 1 Weights | 140.59% |
Compare with similar ETFs
| WTMF | JSCP | NIFE | TBT | TYO | UNG | |
|---|---|---|---|---|---|---|
| Product name | WisdomTree Managed Futures Strategy Fund | JPMorgan Short Duration Core Plus ETF | Direxion Fallen Knives ETF | UltraShort Barclays 20+ Year Treasury ETF | Direxion Daily 7-10 Year Treasury Bear 3x Shares ETF | United States Natural Gas Fund |
| Issuer | WisdomTree | JPMorgan | Direxion | ProShares | Direxion | US Commodity Funds |
| Price | $34.92 | $44.8717 | $45.1958 | $36.89 | $14.86 | $18.83 |
| Expense Ratio | 0.65% |  0.33% | 0.5% |  0.92% | 1.08% | 1.28% |
| Average Spread | 0.487% | 0.045% | 0.376% | 0.027% | 0.067% | 0.053% |
| AUM | $135,618,000 | $124,020,000 | $3,438,410 | $3,263,190,000 | $50,850,400 | $517,690,000 |
| Shares | 3,883,682 | 2,763,869 | 76,078 | 88,457,175 | 3,421,965 | 27,492,812 |
| Average Daily Volume | 21,183 | 25,749 | 7,799 | 5,327,273 | 184,300 | 4,848,437 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-01-05 | 2021-03-01 | 2020-06-11 | 2008-05-01 | 2009-04-16 | 2007-04-18 |
| Index Tracked | No Underlying Index | No Underlying Index | Indxx US Fallen Knives Index | ICE U.S. Treasury 20+ Year Bond Index | ICE U.S. Treasury 7-10 Year Bond Index | Front Month Natural Gas |
| Category | Hedge Fund | n/a | Small Cap Blend Equities | Leveraged Bonds | Leveraged Bonds | Oil & Gas |
| Asset Class | Alternatives | Equity | Bond | Bond | Commodity | |
| Asset Class Size | Large/Mid/Small Caps | |||||
| Value or Growth | Blend | |||||
| Region | North America | |||||
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | |
| Annual Dividend Rate | $0 | $0.96 | $0 | $0 | $0 | $0 |
| Annual Dividend Yield | 0.000% | 0.021% | 0.000% | 0.000% | 0.000% | 0.000% |
| Number of Holdings | 25 | 0 | 50 | |||
| YTD Return | -1.47% | -8.27% | -20.95% | 118.41% | 75.44% | 50.76% |
| Beta | -0.28 | 0.08 | 0.70 | -1.04 | -0.82 | -0.98 |
| Upside Beta | -0.04 | -0.08 | 0.06 | -0.02 | 0.04 | -0.42 |
| Downside Beta | 0.10 | -0.13 | -0.88 | -0.04 | 0.08 | -0.46 |
| Volatility 1Y | 11.35% | 2.60% | 38.34% | 37.72% | 28.55% | 73.25% |
| Sharpe Ratio 3Y | 0.26 | 0.00 | 0.00 | 0.66 | 0.86 | -0.07 |
| Treynor Ratio 3Y | -0.01 | 0.00 | 0.00 | -0.01 | -0.01 | 0.00 |