EUHY vs WTMF

Comparison between ISHARES EURO HIGH YIELD CORPORATE BOND USD HEDGED ETF (EUHY, ETF) and WISDOMTREE MANAGED FUTURES STRATEGY FUND (WTMF, ETF).

5-Year PerformanceWTMF has outperformed EUHY, delivering a return of +6.4% compared to +2.7%

EUHY vs WTMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EUHY(ETF)	WTMF(ETF)
Net Assets	$245M	$245M
Expense Ratio	0.35%	0.66%
Max Drawdown	36.32%	40.86%
Sharpe Ratio	-0.17	1.39
5Y Beta	0.13	0.27
5Y Dividends CAGR	32.13%	55.87%

Net Assets

EUHY

$245M

Winner

WTMF

$245M

Expense Ratio

Winner

EUHY

0.35%

WTMF

0.66%

Max Drawdown

Winner

EUHY

36.32%

WTMF

40.86%

Sharpe Ratio

EUHY

-0.17

Winner

WTMF

1.39

5Y Beta

Winner

EUHY

0.13

WTMF

0.27

5Y Dividends CAGR

EUHY

32.13%

Winner

WTMF

55.87%

EUHY vs WTMF - Historical Returns

Returns include dividend reinvestment.

Period	EUHY	WTMF
1 month	+0.89%	+2.37%
3 months	+1.26%	+1.50%
6 months	+1.79%	+5.55%
1 year	+3.90%	+17.67%
5 years(CAGR)	+2.75%	+6.40%
10 years(CAGR)	+3.65%	+3.73%
Max(CAGR)	+3.60%	+1.21%

EUHY

+0.89%

Winner

WTMF

+2.37%

EUHY

+1.26%

Winner

WTMF

+1.50%

EUHY

+1.79%

Winner

WTMF

+5.55%

EUHY

+3.90%

Winner

WTMF

+17.67%

5Y(CAGR)

EUHY

+2.75%

Winner

WTMF

+6.40%

10Y(CAGR)

EUHY

+3.65%

Winner

WTMF

+3.73%

Max(CAGR)

Winner

EUHY

+3.60%

WTMF

+1.21%

EUHY vs WTMF - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	EUHY	WTMF
2026	+2.88%	+9.55%
2025	+18.46%	+12.00%
2024	+0.84%	+3.25%
2023	+16.65%	+16.16%
2022	-14.78%	-5.84%
2021	-4.26%	+9.42%
2020	+10.98%	+0.34%
2019	+9.72%	-3.05%
2018	-8.49%	+0.42%
2017	+21.18%	-2.34%
2016	+5.30%	-1.33%
2015	-9.35%	-4.15%
2014	-8.11%	+5.80%
2013	+12.23%	+2.34%
2012	+13.24%	-10.22%
2011	N/A	-8.52%

EUHY vs WTMF Drawdown Comparison

The maximum drawdown for EUHY was -32.46%, occurring on Sep 27, 2022. Recovery took 974 trading sessions.

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

The current EUHY drawdown is -0.06%. The current WTMF drawdown is -0.10%.

Rank	EUHY	WTMF
#1	-32.46% Jun 2, 2021 - Apr 17, 2025	-30.78% Apr 29, 2011 - Sep 22, 2025
#2	-26.73% Jan 26, 2018 - Nov 6, 2020	-4.04% Jan 15, 2026 - Feb 25, 2026
#3	-24.07% May 7, 2014 - Jan 4, 2018	-3.66% Mar 4, 2011 - Apr 5, 2011
#4	-9.41% Apr 9, 2012 - Sep 6, 2012	-3.01% Mar 17, 2026 - Apr 13, 2026
#5	-7.18% Jan 28, 2013 - Sep 18, 2013	-2.51% May 14, 2026 - Jun 17, 2026
#6	-3.71% Jan 6, 2021 - Apr 29, 2021	-2.27% Jun 22, 2026 - Aug 12, 2026
#7	-3.50% Sep 16, 2025 - May 26, 2026	-2.04% Nov 12, 2025 - Nov 28, 2025
#8	-2.92% Jul 23, 2025 - Aug 13, 2025	-1.98% Feb 9, 2011 - Feb 28, 2011
#9	-2.77% Oct 24, 2013 - Dec 4, 2013	-1.54% Jan 12, 2011 - Feb 1, 2011
#10	-2.65% Jan 23, 2014 - Feb 14, 2014	-1.47% Oct 8, 2025 - Oct 15, 2025
#11	-2.46% Oct 18, 2012 - Nov 23, 2012	-1.45% Oct 28, 2025 - Nov 12, 2025
#12	-2.34% Sep 17, 2012 - Oct 16, 2012	-1.17% Dec 26, 2025 - Jan 5, 2026
#13	-2.06% Apr 28, 2025 - May 21, 2025	-1.15% Sep 22, 2025 - Oct 1, 2025
#14	-1.48% Dec 5, 2012 - Dec 14, 2012	-1.03% Mar 2, 2026 - Mar 10, 2026
#15	-1.47% Mar 18, 2014 - Apr 9, 2014	-0.83% Feb 2, 2011 - Feb 9, 2011

Correlation

Correlation between EUHY and WTMF is 0.64 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.64

-101

Dividend Comparison (2011 - 2026)

EUHY vs WTMF dividend yield comparison.

Year	EUHY	WTMF
2026	2.61%	0.00%
2025	3.56%	3.04%
2024	5.11%	3.57%
2023	3.38%	4.74%
2022	0.61%	5.29%
2021	3.07%	14.71%
2020	1.45%	0.47%
2019	1.19%	1.63%
2018	4.01%	3.59%
2017	0.69%	0.00%
2016	1.70%	0.00%
2015	3.24%	0.00%
2014	4.56%	0.00%
2013	5.02%	0.00%
2012	4.01%	0.00%
2011	0.00%	1.73%