WisdomTreeSystematic TrendWTMF · NYSE Arca

WisdomTree Managed Futures Strategy Fund (WTMF)

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Price: $42.12; —11 Sept 2026
Assets: $260.7M; Total net assets
Expense ratio: 0.66%; Category 1.78%
Yield: 2.75%; Trailing distributions

1Y return: 15.8%-2.9%; Category 18.7%
3Y CAGR: 10.2%+2.5%; Category 7.8%
5Y CAGR: 6.6%-0.4%; Category 7.0%

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WisdomTree Managed Futures Strategy Fund

Calendar-year returns

Fund only: no comparison series covers this fund's history.

Risk statistics

Five years of daily closes. Risk-free rate 4% a year.

Standard deviation: —
Maximum drawdown: —
Sharpe ratio: —
Sortino ratio: —
Beta: —
Alpha: —
R²: —
Information ratio: —
Upside capture: —
Downside capture: —
Tracking error: —

Trailing returns compared with benchmark
Period	1M	3M	6M	YTD	1Y	3YCAGR	5YCAGR	10YCAGR	LaunchCAGR
ETF	+1.5%	+2.9%	+5.9%	+10.8%	+15.8%	+10.2%	+6.6%	+3.7%	+1.3%
Systematic Trend average	4.2%	5.2%	6.2%	14.7%	18.7%	7.8%	7.0%	3.5%	9.3%
Difference	-2.7%	-2.3%	-0.3%	-4.0%	-2.9%	+2.5%	-0.4%	+0.2%	-8.1%

Holdings

The 2 largest positions make up 4.6% of the fund.

Top holdings

Largest holdings by weight
Ticker	Holding	Weight
USFR	WisdomTree Floating Rate Treasury ETF	4.44%
FESXU26	Euro Stoxx 50 Future Sept 26	0.19%

Credit quality

Share of the bonds by rating.

US government74.0%
AA100.0%

Asset mix

Bonds74.0%
Other21.6%
Cash2.3%
Stocks2.2%

ETF details

Issuer: WisdomTree
Category: Alternatives · Systematic Trend
Ticker: WTMF
Exchange: NYSE Arca
Inception: 5 Jan 2011 (15.7 years)
Structure: Exchange Traded Fund
Expense ratio: 0.66% (category 1.78%)
Holdings turnover: 96% (category 108%)
Distribution yield: 2.75%
Beta, 3 years: 0.29
Total net assets: $260.7M
Average maturity: 9.87 years

Prices and returns as of 11 Sept 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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