Data as of Nov 4, 2026.
RSBT vs WTMF: Correlation to the S&P 500
Over the year to Nov 4, 2026, RSBT moved less with the S&P 500 than WTMF: correlation +0.52 against +0.62.
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Net assets: $135m on Jul 31, 2026 for Return Stacked Bonds & Managed Futures ETF, and $261m on Aug 31, 2026 for WisdomTree Managed Futures Strategy Fund.
RSBT in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSBT −0.80%.
WTMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, WTMF −0.37%.
Pair scorecard
WTMF costs 0.35 points a year less; their one-year returns differ by 4.8 points.
| Measure | RSBT | WTMF |
|---|---|---|
| Return | ||
| Total return, 1 year | +7.9% | +12.7% |
| Against its benchmark | ||
| Treasury bills, 52 weeks | +3.7% | |
| Cost and size | ||
| Expense ratio | 1.01% | 0.66% |
| Net assets, RSBT as of Jul 31, 2026 and WTMF as of Aug 31, 2026 | $135m | $261m |
| Holdings | ||
| Holdings in common | not published | |
| Risk | ||
| Beta to the S&P 500 | +0.52: about 0.52% for each 1% | +0.38: about 0.38% for each 1% |
| Its average week when the S&P 500 fell | fell 0.80% | fell 0.37% |
How much it diversifies a stock portfolio, ranked against 17 systematic trend alternatives ETFs with a full year. 100 is best. How it is computed
One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. All alternatives ETFs ranked by it →
Risk and return
Feb 17, 2023 to Oct 30, 2026 · 193 weekly returnsFrom Feb 2023 to Oct 2026, WTMF returned more: +45.9% to +1.1%. WTMF swung less: 6.9% to 11.8%. WTMF fell less at its worst: −7.7% to −20.7%.
Full scorecard
9 measures, with how each is measured Open ↓
| Measure | RSBT | WTMF | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +1.1% | +45.9% | WTMF | Price change plus distributions, reinvested. |
| Annualized | +0.3% | +10.7% | WTMF | Total return as a yearly rate. |
| Price return | −4.2% | +21.7% | WTMF | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 11.8% | 6.9% | WTMF | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 9.3% | 4.7% | WTMF | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −20.7% | −7.7% | WTMF | Deepest fall from a high to the low after it. |
| Risk-adjusted | ||||
| Sharpe | −0.31 | 0.85 | WTMF | Return above Treasury bills per unit of volatility. |
| Sortino | −0.39 | 1.24 | WTMF | Return above Treasury bills per unit of downside deviation. |
| Calmar | 0.01 | 1.40 | WTMF | Annualized return divided by the max drawdown. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 193 weekly returns. Cash rate: the 13-week Treasury bill.
Window by window
| Total return | ||
|---|---|---|
| Window | RSBT | WTMF |
| 3 months | +1.0% | +1.6% |
| 6 months | −2.7% | +3.0% |
| 1 year | +7.9% | +12.7% |
| 3 years | +15.2% | +33.3% |
| Since launchNot the same days: RSBT Feb 2023 · WTMF Jan 2011 | −0.8% | +21.0% |
Side by side
As of Nov 4, 2026. Source: ETFIQ.
One strategy, two funds
RSBT and WTMF both run a managed futures strategy. Over the same 52 weeks to Nov 4, 2026, RSBT’s weekly returns had a correlation of +0.52 with the S&P 500 and WTMF’s +0.62. In the 26 weeks the index fell, by 1.07% a week on average, RSBT averaged −0.80% and WTMF −0.37%. Over the same weeks, RSBT finished 4.4 percentage points ahead of cash and WTMF finished 8.1 points ahead of cash.
Client brief:
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RSBT
RSBT is a managed futures fund. ETFIQ measures what every alternatives fund is sold on: whether it moves differently from the stock market. Over the year to Nov 4, 2026, its weekly returns had a correlation of +0.52 with the S&P 500’s and a beta of +0.52, so for each 1% the index moved it moved about 0.52% the same way. The S&P 500 fell in 26 of those 52 weeks, by 1.07% on average. In the same weeks RSBT fell 0.80% on average, a down-week capture of 74.4%. Over the same 52 weeks RSBT returned +8.0% and a Treasury bill fund +3.7%, so it finished 4.4 percentage points ahead of cash.
WTMF
WTMF is a managed futures fund. Over the year to Nov 4, 2026, its weekly returns had a correlation of +0.62 with the S&P 500’s and a beta of +0.38, so for each 1% the index moved it moved about 0.38% the same way. In the same weeks WTMF fell 0.37% on average, a down-week capture of 34.4%. Over the same 52 weeks WTMF returned +11.8% and a Treasury bill fund +3.7%, so it finished 8.1 percentage points ahead of cash.
Questions people ask
- Which moved less with the S&P 500, RSBT or WTMF?
- Over the 52 weeks to Nov 4, 2026, RSBT’s weekly returns had a correlation of +0.52 with the S&P 500 and WTMF’s +0.62, so RSBT moved less with the index.
- Which did better when the S&P 500 fell, RSBT or WTMF?
- In the 26 weeks the S&P 500 fell, by 1.07% a week on average, RSBT averaged −0.80% and WTMF −0.37%, so WTMF returned more in those weeks.
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How this is computed
It is a place in a set, not a rating or a recommendation.
Every number is an ETFIQ calculation with distributions reinvested.
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ETFIQ, RSBT against WTMF, data as of Nov 4, 2026. https://etfiq.com/compare/alternatives/rsbt-vs-wtmf
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[RSBT against WTMF (ETFIQ, Nov 4, 2026)](https://etfiq.com/compare/alternatives/rsbt-vs-wtmf)
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