WisdomTree Managed Futures Strategy (WTMF) Performance
WTMF total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.5% since Dec 31, 2025
- 1 year
- +12.8% total return
- 5 years
- +6.6% a year
- 10 years
- +3.6% a year
- Since first price
- +1.3% a year since 2011
WTMF trailing returns vs SPY, QQQ, AGG
| Period | WTMF total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +0.4% | +0.4% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.3% | +3.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.6% | +4.6% | +7.8% | +8.4% | −1.5% |
| YTD | +11.5% | +11.5% | +12.3% | +15.1% | −1.0% |
| 1 year | +12.8% | +9.5% | +14.4% | +15.9% | −1.1% |
| 3 years | +36.4%+10.9%/yr | +21.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +37.5%+6.6%/yr | +16.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +43.1%+3.6%/yr | +0.3% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +32.4%+1.9%/yr | −8.8% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionJan 5, 2011 | +22.4%+1.3%/yr | −15.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: WTMF vs SPY
From Jan 5, 2011: WTMF grew to $12,238, SPY to $78,439.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
WTMF returns by calendar year
8 of 14 full years positive. Best 2023 (+16.7%), worst 2012 (−10.9%). 2026 is year to date.
WTMF annual returns table
| Year | WTMF | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.5% | −5.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +12.2% | −7.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +3.2% | −7.6% | +24.9% | +25.6% | +1.3% |
| 2023 | +16.7% | −2.5% | +26.2% | +54.9% | +5.7% |
| 2022 | −6.5% | −13.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +9.5% | −6.2% | +28.7% | +27.4% | −1.8% |
| 2020 | +0.5% | −7.7% | +18.3% | +48.6% | +7.5% |
| 2019 | −2.7% | −6.2% | +31.2% | +39.0% | +8.5% |
| 2018 | +0.2% | −4.2% | −4.6% | −0.1% | +0.1% |
| 2017 | −3.4% | −6.2% | +21.7% | +32.7% | +3.6% |
| 2016 | −0.8% | −5.5% | +12.0% | +7.1% | +2.4% |
| 2015 | −4.1% | −8.9% | +1.2% | +9.4% | +0.5% |
| 2014 | +5.0% | −2.0% | +13.5% | +19.2% | +6.0% |
| 2013 | +2.9% | −4.2% | +32.3% | +36.6% | −2.0% |
| 2012 | −10.9% | −13.0% | +16.0% | +18.1% | +3.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
WTMF largest drawdowns
Now 3.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Apr 29, 2011 | −30.8% | Jun 8, 2020 | Sep 22, 2025 | 9.1 years | 14.4 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
WTMF risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2011 |
|---|---|---|---|---|
| Annualized return | +10.3% | +6.8% | +3.6% | +1.2% |
| Volatility (annualized) | 6.5% | 6.5% | 6.2% | 6.4% |
| Sharpe ratio | 0.87 | 0.50 | 0.24 | -0.00 |
| Sortino ratio | 1.64 | 0.80 | 0.38 | -0.00 |
| Best month | +4.8% | +4.8% | +4.8% | +4.8% |
| Worst month | −2.5% | −3.6% | −3.8% | −4.6% |
| Best 12 months | +22.5% | +22.5% | +22.5% | +22.5% |
| Worst 12 months | −5.7% | −6.5% | −8.2% | −20.2% |
| Positive months | 64% | 63% | 58% | 53% |
| Beta vs S&P 500 | 0.30 | 0.21 | 0.14 | — |
| Correlation with S&P 500 | 0.58 | 0.51 | 0.34 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
WTMF rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 178 | −20.2% | +0.2% | +22.5% | 52% |
| 3-year (a year) | 154 | −7.5% | +0.9% | +10.9% | 56% |
| 5-year (a year) | 130 | −4.0% | +0.2% | +8.0% | 52% |
| 10-year (a year) | 70 | −2.2% | +0.8% | +3.9% | 79% |
Every holding period starting at a month-end since 2011. Returns for 3 years and longer are annualized.
WTMF performance overview
WisdomTree Managed Futures Strategy (WTMF) returned +12.8% over the past year and +3.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2011 it has returned +1.3% a year, turning $10,000 into about $12,238. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −30.8%, from Apr 29, 2011 to Jun 8, 2020, and it took 5.3 years to get back to the old high. WTMF finished 8 of its 14 full calendar years with a gain; the best year was 2023 (+16.7%) and the worst 2012 (−10.9%). Volatility has been 6.4% a year.
Related: WTMF chart, WTMF dividends. See the WTMF overview for the latest quote and fund facts.
WTMF performance FAQ
What is the WTMF return over the past year?
WTMF returned +12.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 9.5%.
What is the average annual return of WTMF?
WTMF has returned +6.6% a year over 5 years, +3.6% a year over 10 years, +1.3% a year since January 5, 2011 (total return, distributions reinvested).
How much would $10,000 invested in WTMF be worth?
$10,000 invested in WTMF at its first recorded close on January 5, 2011 would be worth about $12,238 on October 23, 2026 with distributions reinvested.
What was the worst year for WTMF?
The worst calendar year was 2012, with a total return of −10.9%. The best was 2023 at +16.7%.
What is the biggest drawdown of WTMF?
The largest peak-to-trough decline was −30.8% between April 29, 2011 and June 8, 2020. It recovered to the old high on September 22, 2025, 5.3 years after the bottom.
How volatile is WTMF?
Over the past 3 years WTMF had an annualized volatility of 6.5% and a Sharpe ratio of 0.87 (excess return over 1–3 month T-bills per unit of risk).