Screener
WTMF vs CTA
WisdomTree Managed Futures Strategy Fund vs Simplify Managed Futures Strategy ETF
Key differences
- WTMF costs 0.09% less per year.
- CTA is significantly larger than WTMF — larger funds tend to be more liquid and less likely to close.
- WTMF follows a managed futures strategy; CTA uses systematic alpha.
- Over the last 3 years, CTA has delivered higher annualized returns.
- WTMF has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| WTMF | CTA | |
|---|---|---|
| Annual cost (TER) | 0.66% | 0.75% |
| Fund size (AUM) | $224M | $1.7B |
| Since | 2011 | 2022 |
| Dividend yield | 2.85% | 4.03% |
| Asset class | alternative | alternative |
| Region | north america | — |
| Strategy | managed futures | systematic alpha |
| CAGR 1Y | +22.8% | +16.5% |
| CAGR 3Y | +10.0% | +13.4% |
| CAGR 5Y | +6.2% | N/A |
| Sharpe 3Y | 0.74 | 0.66 |
| Volatility 1Y | 8.64% | 19.72% |
| Max drawdown | -15.99% | -18.07% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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