evenfolioETF Details
WisdomTree·Systematic Trend·WTMF · NYSE Arca
WisdomTree Managed Futures Strategy Fund (WTMF)
- Price
- $39.92
- —30 Oct 2026
- Assets
- $278.9M
- Total net assets
- Expense ratio
- 0.66%
- Category 1.78%
- Yield
- 2.74%
- Trailing distributions
- 1Y return
- 13.7%-2.5%
- Category 16.1%
- 3Y CAGR
- 11.1%+3.3%
- Category 7.9%
- 5Y CAGR
- 6.8%+0.3%
- Category 6.5%
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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
- —
| Period | 1M | 3M | 6M | YTD | 1Y | 3YCAGR | 5YCAGR | 10YCAGR | LaunchCAGR |
|---|---|---|---|---|---|---|---|---|---|
| ETF | +1.3% | +4.0% | +5.1% | +12.5% | +13.7% | +11.1% | +6.8% | +3.9% | +1.3% |
| Systematic Trend average | -0.3% | 5.1% | 2.6% | 14.3% | 16.1% | 7.9% | 6.5% | 3.4% | 8.6% |
| Difference | +1.7% | -1.1% | +2.5% | -1.9% | -2.5% | +3.3% | +0.3% | +0.5% | -7.2% |
Holdings
The 3 largest positions make up 7.6% of the fund.
Top holdings
| Ticker | Holding | Weight |
|---|---|---|
| USFR | WisdomTree Floating Rate Treasury ETF | 4.44% |
| DTRXX | BNY Dreyfus Treasury Oblgtns Csh Mgt Ins | 2.98% |
| FESXZ26 | Euro Stoxx 50 Future Dec 26 | 0.14% |
Credit quality
Share of the bonds by rating.
- US government74.4%
- AA100.0%
Asset mix
- Bonds74.4%
- Other23.0%
- Cash2.8%
ETF details
- Issuer
- WisdomTree
- Category
- Alternatives · Systematic Trend
- Ticker
- WTMF
- Exchange
- NYSE Arca
- Inception
- 5 Jan 2011 (15.8 years)
- Structure
- Exchange Traded Fund
- Expense ratio
- 0.66% (category 1.78%)
- Holdings turnover
- 96% (category 108%)
- Distribution yield
- 2.74%
- Beta, 3 years
- 0.31
- Total net assets
- $278.9M
- Average maturity
- 9.89 years
Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.
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