# WTMF (WisdomTree Managed Futures Strategy Fund)

WisdomTree · Alternatives ETFs · data as of Sep 18, 2026

In the S&P 500’s down weeks over the year to Sep 18, 2026, WTMF fell 15% as much as the index.

## Key facts

- WTMF, correlation with the S&P 500: +0.54, as of Sep 18, 2026.
- WTMF, beta to the S&P 500: +0.33, as of Sep 18, 2026.
- WTMF, down-week capture: 15.2%, as of Sep 18, 2026.
- WTMF, against T-bills, 52 weeks: +11.3 pts, as of Sep 18, 2026.
- WTMF, net assets: $235m (SEC N-PORT, whole fund, as filed for May 31, 2026).
- WTMF, expense ratio: 0.66% (485BPOS XBRL, Dec 29, 2025).

## WTMF over each window to Sep 18, 2026

| Window | The fund | S&P 500 | Difference, percentage points |
| --- | --- | --- | --- |
| 3 months | +1.8% | +2.3% | −0.4 pts |
| 6 months | +8.0% | +18.0% | −10.0 pts |
| 1 year | +15.5% | +16.6% | −1.1 pts |
| 3 years | +32.6% | +78.4% | −45.8 pts |
| Since it listed | +21.4% | +686.8% | −665.4 pts |

## Every published field

| Field | Value | Source |
| --- | --- | --- |
| Issuer | WisdomTree | ETFIQ |
| Strategy | Managed futures | ETFIQ, from its prospectus |
| Expense ratio | 0.66% | 485BPOS XBRL, Dec 29, 2025 |
| Net assets | $235m | SEC N-PORT, whole fund, as filed for May 31, 2026 |
| Weeks measured | 52, from Sep 19, 2025 to Sep 18, 2026 | ETFIQ |
| Weeks the S&P 500 fell | 22 | ETFIQ |
| The S&P 500 in those weeks, on average | −1.24% | ETFIQ |
| WTMF in those weeks, on average | −0.19% | ETFIQ |
| WTMF total return over those weeks | +14.9% | ETFIQ |
| T-bills | +3.6% | ETFIQ |
| Listed since | Jan 5, 2011 | ETFIQ |
| Days traded | 90 | ETFIQ |
| Quoted | on an exchange, every trading day | ETFIQ |

## Questions

### Does WTMF move with the S&P 500?

Over the year to Sep 18, 2026, WTMF’s weekly returns had a correlation of +0.54 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 +0.33, so for each 1% the index moved it moved about 0.33% the same way.

### What did WTMF do when stocks fell?

The S&P 500 fell in 22 of the 52 weeks to Sep 18, 2026, by 1.24% on average. In those weeks WTMF fell 0.19% on average, a down-week capture of 15.2%.

### Did WTMF earn more than cash?

Over the same 52 weeks WTMF returned +14.9% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.6%. WTMF finished 11.3 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.


## Cite this page

ETFIQ, WTMF, data as of Sep 18, 2026. https://etfiq.com/funds/wtmf
Free to use with attribution; the underlying files are at https://etfiq.com/data/.

HTML: https://etfiq.com/funds/wtmf  ·  JSON: https://etfiq.com/funds/wtmf.json