WTMF WisdomTree Managed Futures Strategy Fund
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Over the year to Nov 4, 2026, WTMF returned 12.7%. When the S&P 500 fell, it fell 34% as much.
Promise check: Not measuredIts strategy, systematic trend, states no objective ETFIQ can measure.
WTMF risk and return scorecard
vs GSG, its stated benchmark (secondary) · Jan 2011 to Oct 2026 · 824 weekly returns · dividend-adjusted
Secondary: GSG tracks the S&P GSCI Index, named in its shareholder report. Its own benchmark is its holdings, which have no weekly prices.
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent Method · Data
Money in and out
Net fund flows · Aug 31, 2026What you earned
How concentrated, and what does it cost?
More on WTMF
Every number below is on this page. Open what you need.Price and total return, 1 year
$39.19−0.8%1 day, priceClose, Nov 4, 2026
Total return adds every distribution, reinvested. Computed by ETFIQ from Tiingo daily prices.
Source: Tiingo end-of-day prices. Data as of Nov 4, 2026. Updated every trading night. Report a data error
| Window | Total return | S&P 500 (SPY) |
|---|---|---|
| 1M Oct 5 – Nov 4, 2026 | −1.6% | −1.0% |
| 3M Aug 5 – Nov 4, 2026 | +1.6% | −0.1% |
| 6M May 6 – Nov 4, 2026 | +3.0% | +5.0% |
| YTD Dec 31, 2025 – Nov 4, 2026 | +10.4% | +13.3% |
| 1Y Nov 4, 2025 – Nov 4, 2026 | +12.7% | +14.8% |
| 3Y Nov 3, 2023 – Nov 4, 2026 | +33.3% | +82.9% |
| 5Y Nov 5, 2021 – Nov 4, 2026 | +35.8% | +75.0% |
| 10Y Nov 4, 2016 – Nov 4, 2026 | +44.2% | +330.8% |
| Since launch Jan 5, 2011 – Nov 4, 2026 | +21.0% | +692.1% |
| Since launch, annualised Jan 5, 2011 – Nov 4, 2026 | +1.2% | – |
Total returns, distributions reinvested.
Source: Tiingo end-of-day prices, with distributions reinvested.
WTMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, WTMF −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
WTMF’s weekly returns had a correlation of +0.62 with the S&P 500, and in the weeks the index fell its down-week capture was 34.4%. Over the same 52 weeks it finished 8.1 points ahead of T-bills.
Money in and out
Monthly data · as of Aug 31, 2026WTMF: in the month to Aug 31, 2026, net $8.3m came in, by its SEC filing.
Sep 1, 2025 to Aug 31, 2026
monthly, from SEC filings
Sep 1, 2023 to Aug 31, 2026
monthly, from SEC filings
Sep 1, 2021 to Aug 31, 2026
monthly, from SEC filings
monthly, from SEC filings
Computed by ETFIQ from the monthly sales and redemptions WTMF files with the SEC on Form N-PORT.
How this is computed
ETFIQ reads no daily data for this fund, so its flows are monthly, and the latest month filed is Aug 2026. Every day and month ETFIQ holds for WTMF, back to Sep 2019, is in its flows file. Flows across every fund · How these flows are computed · Compare WTMF with other funds in the flows tool
Month by month, money in and money outSep 2023 to Aug 2026
WTMF, money in and money out each month from Sep 2023 to Aug 2026: two bars a month, money in above the line and money out below. Every bar is from WTMF’s SEC filings (N-PORT item B.6). Of the 36 months listed, money came in on net in 20 and went out in 13.
Every bar is from WTMF’s SEC filings (N-PORT item B.6). Of the 36 months listed, money came in on net in 20 and went out in 13.
Most recent first.
How this is computed
N-PORT months: money in is sales plus reinvestments; money out is redemptions.
N-PORT months are the filed sales plus reinvestments less redemptions. Later months add up the daily data; the Source column names any missing day.
Source: ETFIQ, from the fund’s SEC N-PORT filings. Data as of Aug 31, 2026. Updated when the fund files its next report.
WTMF key stats
Trading
as of Nov 14, 2025
WTMF for holders outside the US
How much does it diversify a stock portfolio?
26.5% of the 17 sit at or above WTMF on this measure.
61.8% of the 17 sit at or above WTMF on this measure.
Weighted evenly, those two positions are what the score combines, across the 17 systematic trend alternatives ETFs with a full year. Neither spread above is the score: a fund can sit further right on one and score lower.
One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. Where the fund sits in this set, not a rating. Do not average it with another category's score.
| What it measures | This fund | Its percentile | Weight |
|---|---|---|---|
| correlation with the S&P 500 | +0.62 | 26.5 | 50% |
| down-week capture against the S&P 500 | 34.4% | 61.8 | 50% |
About WTMF
12 seats on WTMF, as of Nov 4, 2026: 1 Mixed, 2 Challenges, 8 Not enough data, 1 Does not apply.
Questions people ask about WTMF
- Does WTMF move with the S&P 500?
- Over the year to Nov 4, 2026, WTMF’s weekly returns had a correlation of +0.62 with the S&P 500’s, on a scale where 1 moves in step, 0 shows no pattern and −1 moves opposite. Its beta was +0.38, so for each 1% the index moved it moved about 0.38% the same way.
- What did WTMF do when stocks fell?
- The S&P 500 fell in 26 of the 52 weeks to Nov 4, 2026, by 1.07% on average. In those weeks WTMF fell 0.37% on average, a down-week capture of 34.4%.
- Did WTMF earn more than cash?
- Over the same 52 weeks WTMF returned +11.8% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.7%. WTMF finished 8.1 percentage points ahead of it.
- What does WTMF cost?
- The prospectus expense ratio is 0.66% a year.
- Why is WTMF listed as managed futures?
- ETFIQ files each fund by what its own prospectus says it does, and WTMF’s, filed Dec 29, 2025, describes a managed futures fund.
Links are sources, not endorsements.
Cite this pageCitation, APA and Markdown
ETFIQ, WTMF, alternatives ETFs, data as of Nov 4, 2026. https://etfiq.com/funds/wtmf
ETFIQ. (Nov 4, 2026). WTMF, alternatives ETFs. Retrieved from https://etfiq.com/funds/wtmf
[WTMF, alternatives ETFs (ETFIQ, Nov 4, 2026)](https://etfiq.com/funds/wtmf)
The down-week bars for WTMF, redrawn every trading night.
Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data.
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<figure style="margin:0;max-width:640px">
<iframe src="https://etfiq.com/embed/alternatives/wtmf/" title="WTMF: WTMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, WTMF −0.37%." width="640" height="334" loading="lazy" style="border:0;max-width:100%;width:100%"></iframe>
<figcaption style="font:13px/1.5 sans-serif">WTMF: WTMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, WTMF −0.37%. Data: <a href="https://etfiq.com/funds/wtmf">ETFIQ</a></figcaption>
</figure>The day's ETF flows, a comparison and one number. Every trading morning. About the Daily
Snapshot, Nov 4, 2026. More on the tabs above.