BMAY vs WTMF

Comparison between Innovator U.S. Equity Buffer ETF - May (BMAY, ETF) and WISDOMTREE MANAGED FUTURES STRATEGY FUND (WTMF, ETF).

5-Year PerformanceBMAY has outperformed WTMF, delivering a return of +8.8% compared to +6.0%

BMAY vs WTMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BMAY(ETF)	WTMF(ETF)
Net Assets	$235M	$235M
Expense Ratio	0.79%	0.66%
Max Drawdown	17.66%	40.86%
Sharpe Ratio	1.60	1.69
5Y Beta	0.60	0.28
5Y Dividends CAGR	N/A	55.87%

Net Assets

Winner

BMAY

$235M

WTMF

$235M

Expense Ratio

BMAY

0.79%

Winner

WTMF

0.66%

Max Drawdown

Winner

BMAY

17.66%

WTMF

40.86%

Sharpe Ratio

BMAY

1.60

Winner

WTMF

1.69

5Y Beta

BMAY

0.60

Winner

WTMF

0.28

5Y Dividends CAGR

BMAY

N/A

WTMF

55.87%

BMAY vs WTMF - Historical Returns

Returns include dividend reinvestment.

Period	BMAY	WTMF
1 month	+0.55%	-0.83%
3 months	+4.90%	+2.07%
6 months	+5.68%	+7.61%
1 year	+13.25%	+20.27%
5 years(CAGR)	+8.84%	+6.03%
10 years(CAGR)	N/A	+3.12%
Max(CAGR)	+10.76%	+1.08%

Winner

BMAY

+0.55%

WTMF

-0.83%

Winner

BMAY

+4.90%

WTMF

+2.07%

BMAY

+5.68%

Winner

WTMF

+7.61%

BMAY

+13.25%

Winner

WTMF

+20.27%

5Y(CAGR)

Winner

BMAY

+8.84%

WTMF

+6.03%

10Y(CAGR)

BMAY

N/A

WTMF

+3.12%

Max(CAGR)

Winner

BMAY

+10.76%

WTMF

+1.08%

BMAY vs WTMF - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	BMAY	WTMF
2026	+4.93%	+7.12%
2025	+11.18%	+12.00%
2024	+19.63%	+3.25%
2023	+17.04%	+16.16%
2022	-12.80%	-5.84%
2021	+12.40%	+9.42%
2020	+17.82%	+0.34%
2019	N/A	-3.05%
2018	N/A	+0.42%
2017	N/A	-2.34%
2016	N/A	-1.33%
2015	N/A	-4.15%
2014	N/A	+5.80%
2013	N/A	+2.34%
2012	N/A	-10.22%
2011	N/A	-8.52%

BMAY vs WTMF Drawdown Comparison

The maximum drawdown for BMAY was -17.66%, occurring on Oct 14, 2022. Recovery took 488 trading sessions.

The maximum drawdown for WTMF was -30.78%, occurring on Jun 8, 2020. Recovery took 3620 trading sessions.

The current BMAY drawdown is -1.20%. The current WTMF drawdown is -0.91%.

Rank	BMAY	WTMF
#1	-17.66% Jan 4, 2022 - Dec 13, 2023	-30.78% Apr 29, 2011 - Sep 22, 2025
#2	-12.75% Feb 19, 2025 - Jun 6, 2025	-4.04% Jan 15, 2026 - Feb 25, 2026
#3	-5.16% Jul 16, 2024 - Aug 19, 2024	-3.66% Mar 4, 2011 - Apr 5, 2011
#4	-4.87% Jun 8, 2020 - Jul 17, 2020	-3.01% Mar 17, 2026 - Apr 13, 2026
#5	-3.70% Oct 12, 2020 - Nov 5, 2020	-2.51% May 14, 2026 - Jun 10, 2026
#6	-3.51% Aug 28, 2020 - Oct 9, 2020	-2.04% Nov 12, 2025 - Nov 28, 2025
#7	-3.01% Sep 3, 2021 - Oct 19, 2021	-1.98% Feb 9, 2011 - Feb 28, 2011
#8	-2.95% Feb 26, 2026 - Apr 8, 2026	-1.54% Jan 12, 2011 - Feb 1, 2011
#9	-2.78% May 11, 2020 - May 18, 2020	-1.47% Oct 8, 2025 - Oct 15, 2025
#10	-2.77% May 7, 2021 - May 28, 2021	-1.45% Oct 28, 2025 - Nov 12, 2025
#11	-2.71% Jun 4, 2026 - Jun 10, 2026	-1.17% Dec 26, 2025 - Jan 5, 2026
#12	-2.55% Aug 30, 2024 - Sep 19, 2024	-1.15% Sep 22, 2025 - Oct 1, 2025
#13	-2.38% Jul 12, 2021 - Jul 26, 2021	-1.03% Mar 2, 2026 - Mar 10, 2026
#14	-2.30% Nov 16, 2021 - Dec 10, 2021	-0.83% Feb 2, 2011 - Feb 9, 2011
#15	-1.65% Oct 27, 2025 - Nov 26, 2025	-0.82% Jan 5, 2011 - Jan 12, 2011