WTMFWisdomTree Managed Futures Strategy Fund
Seeks positive total returns in rising or falling markets.
By WisdomTree · Launched 2011
Annual Cost
0.66%
#3,512 of 5,853 · average
Fund Size
$234M
#2,232 of 5,853 · mid-size
Return (1Y)Goal
+17.4%
Track Record
15 years
#837 of 5,853 · established
Performance
Total-return NAV · USDGrowth of $10,000
$12,020+20.2%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundWhat it actually holds
By weightConcentration
Top 10 holdings = 96.6% of fundconcentrated
United States Treasury Bills
80.9%
WisdomTree Trust
4.4%
Dreyfus Treasury Obligations Cash Management
4.3%
DREYFUS TRSY OBLIG CASH MDTRXX
2.8%
OSAKA SECURITIES EXCHANGEFUT_225_260312
1.3%
Wisdomtree Bitcoin Fund
1.3%
EUREX DEUTSCHLAND
0.5%
THE LONDON METAL EXCHANGELTH6
0.5%
THE MONTREAL EXCHANGE / BOURSE DE MONTREALPTH6
0.4%
COMMODITIES EXCHANGE CENTERSIJ6
0.3%
Asset allocation
Other
75.8%
Bonds
16.8%
Stocks
7.0%
Cash
0.5%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
9.1%Low
Year-on-year price swings
Max drawdown
-14.8%Mild
Worst peak-to-trough loss
Sharpe (3Y)
0.64Decent risk-adjusted returns
Sortino (3Y)
0.92Moderate downside risk
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks positive total returns in rising or falling markets.
- Strategy
- Actively manages a portfolio using a quantitative, rules-based strategy to capture price trends in commodity, currency, equity, and U.S. Treasury futures markets. Invests primarily in U.S. listed futures contracts and aims for positive total returns regardless of market direction.
- Inception date
- January 5, 2011
- Fund family
- WisdomTree
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Data updated on 2026-08-02