Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WTMF (WisdomTree Managed Futures Strategy Fund) | 8.50% | 22.55% | 9.92% | 6.29% | 3.26% | 0.77% | NA | … | … |
Data as of 06/03/2026, Common starting date is 01/05/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WTMF (WisdomTree Managed Futures Strategy Fund) | 01/05/2011 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | 22.55 | 9.92 | 6.29 | 3.26 | 0.77 | NA | … | … | 8.50 | 12.17 | 3.20 | 16.70 | -6.53 | 9.47 | 0.47 | -2.75 | 0.25 | -3.40 | -0.79 | -4.09 | 5.01 | 2.95 | -10.90 | -10.06 |
| Sharpe Ratio | NA | 2.28 | 0.77 | 0.41 | 0.20 | NA | NA | … | … | 1.85 | 1.12 | -0.04 | 2.00 | -0.73 | 0.85 | 0.03 | -0.91 | -0.16 | -0.87 | -0.17 | -0.66 | 1.04 | 0.52 | -1.83 | -1.18 |
| Standard Deviation(%) | NA | 8.67 | 8.70 | 9.48 | 8.08 | NA | NA | … | … | 10.29 | 8.31 | 9.79 | 6.58 | 10.89 | 11.10 | 6.86 | 4.66 | 7.07 | 4.70 | 5.97 | 6.26 | 4.82 | 5.58 | 6.03 | 8.63 |
| Draw Down(%) | NA | 4.04 | 9.93 | 13.22 | 15.98 | NA | NA | … | … | 4.04 | 7.61 | 7.57 | 2.50 | 13.22 | 6.15 | 7.67 | 6.23 | 4.17 | 7.24 | 5.47 | 8.85 | 2.12 | 4.17 | 12.96 | 15.15 |
| Yield(%) | 0.00 | 3.34 | 3.90 | 5.34 | 3.07 | 1.67 | 1.30 | … | … | 0.00 | 3.31 | 3.56 | 5.25 | 4.74 | 14.05 | 0.47 | 1.55 | 3.48 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/03/2026, Common starting date is 01/05/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WTMF (WisdomTree Managed Futures Strategy Fund) |
-8.01%
Apr 2011 – Apr 2014 |
-4.28%
Mar 2011 – Mar 2016 |
-2.32%
Mar 2011 – Mar 2021 |
0.56%
Mar 2011 – Mar 2026 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WTMF (WisdomTree Managed Futures Strategy Fund) |
10.94%
Feb 2023 – Feb 2026 |
7.96%
Oct 2020 – Oct 2025 |
3.32%
May 2016 – May 2026 |
0.82%
May 2011 – May 2026 |
Annualized Rolling Returns Comparison Chart