EWZS vs WTMF

Comparison between ISHARES MSCI BRAZIL SMALL-CAP ETF (EWZS, ETF) and WISDOMTREE MANAGED FUTURES STRATEGY FUND (WTMF, ETF).

5-Year PerformanceWTMF has outperformed EWZS, delivering a return of +6.3% compared to -3.5%

EWZS vs WTMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EWZS(ETF)	WTMF(ETF)
Net Assets	$235M	$234M
Expense Ratio	0.59%	0.66%
Max Drawdown	81.65%	40.86%
Sharpe Ratio	0.41	1.43
5Y Beta	0.87	0.29
5Y Dividends CAGR	8.02%	55.87%

Net Assets

Winner

EWZS

$235M

WTMF

$234M

Expense Ratio

Winner

EWZS

0.59%

WTMF

0.66%

Max Drawdown

EWZS

81.65%

Winner

WTMF

40.86%

Sharpe Ratio

EWZS

0.41

Winner

WTMF

1.43

5Y Beta

EWZS

0.87

Winner

WTMF

0.29

5Y Dividends CAGR

EWZS

8.02%

Winner

WTMF

55.87%

EWZS vs WTMF - Holdings Comparison

EWZS and WTMF have 0 common holdings. Overlap is 0.00%

EWZS's top 25 holdings weight is 65.47%. WTMF's top 25 holdings weight is 16.78%.

Rank	EWZS	WTMF
#1	TOTVS SA (n/a) - 5.13%	WISDOMTREE FLOATING RATE TREASURY ETF (USFR) - 16.78%
#2	n/a (n/a) - 5.10%	N/A
#3	LOJAS RENNER SA (n/a) - 4.92%	N/A
#4	SENDAS DISTRIBUIDORA SA ORDINARY SHARES (n/a) - 3.95%	N/A
#5	ALLOS SA (n/a) - 3.69%	N/A
#6	n/a (n/a) - 3.25%	N/A
#7	n/a (n/a) - 2.68%	N/A
#8	n/a (n/a) - 2.63%	N/A
#9	NATURA COSMETICOS SA (n/a) - 2.59%	N/A
#10	n/a (n/a) - 2.52%	N/A
#11	PAGSEGURO DIGITAL LTD CLASS A (PAGS) - 2.37%	N/A
#12	INTER & CO INC ORDINARY SHARES CLASS A (INTR) - 2.33%	N/A
#13	COSAN SA (n/a) - 2.23%	N/A
#14	HYPERA SA (n/a) - 2.21%	N/A
#15	BRAVA ENERGIA SA ORDINARY SHARES (n/a) - 2.17%	N/A
#16	CYRELA BRAZIL REALTY SA EMPREEND E PART (n/a) - 2.07%	N/A
#17	n/a (n/a) - 1.95%	N/A
#18	BRADESPAR SA PARTICIPATING PREFERRED (n/a) - 1.92%	N/A
#19	n/a (n/a) - 1.85%	N/A
#20	n/a (n/a) - 1.81%	N/A
#21	n/a (n/a) - 1.79%	N/A
#22	GPS PARTICIPACOES E EMPREENDIMENTOS SA (n/a) - 1.78%	N/A
#23	DIRECIONAL ENGENHARIA SA (n/a) - 1.58%	N/A
#24	MARCOPOLO SA PARTICIPATING PREFERRED (n/a) - 1.48%	N/A
#25	n/a (n/a) - 1.47%	N/A
Total Holdings	81	1

EWZS vs WTMF - Historical Returns

Returns include dividend reinvestment.

Period	EWZS	WTMF
1 month	+1.70%	-0.99%
3 months	-16.80%	+1.61%
6 months	-6.59%	+6.10%
1 year	+12.20%	+18.09%
5 years(CAGR)	-3.45%	+6.25%
10 years(CAGR)	+4.90%	+3.39%
Max(CAGR)	-1.24%	+1.09%

Winner

EWZS

+1.70%

WTMF

-0.99%

EWZS

-16.80%

Winner

WTMF

+1.61%

EWZS

-6.59%

Winner

WTMF

+6.10%

EWZS

+12.20%

Winner

WTMF

+18.09%

5Y(CAGR)

EWZS

-3.45%

Winner

WTMF

+6.25%

10Y(CAGR)

Winner

EWZS

+4.90%

WTMF

+3.39%

Max(CAGR)

EWZS

-1.24%

Winner

WTMF

+1.09%

EWZS vs WTMF - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EWZS	WTMF
2026	+1.02%	+7.43%
2025	+44.26%	+12.00%
2024	-33.42%	+3.25%
2023	+43.43%	+16.16%
2022	-6.28%	-5.84%
2021	-12.21%	+9.42%
2020	-21.62%	+0.34%
2019	+44.85%	-3.05%
2018	-9.43%	+0.42%
2017	+49.22%	-2.34%
2016	+72.86%	-1.33%
2015	-49.35%	-4.15%
2014	-23.10%	+5.80%
2013	-27.74%	+2.34%
2012	+25.66%	-10.22%
2011	-24.85%	-8.52%
2010	+16.35%	N/A

EWZS vs WTMF Drawdown Comparison

The maximum drawdown for EWZS was -79.22%, occurring on Jan 21, 2016. This drawdown has not yet recovered.

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

The current EWZS drawdown is -33.13%. The current WTMF drawdown is -0.99%.

Rank	EWZS	WTMF
#1	-79.22% Apr 26, 2011 - Jan 21, 2016	-30.78% Apr 29, 2011 - Sep 22, 2025
#2	-9.69% Jan 12, 2011 - Apr 4, 2011	-4.04% Jan 15, 2026 - Feb 25, 2026
#3	-8.18% Nov 4, 2010 - Jan 3, 2011	-3.66% Mar 4, 2011 - Apr 5, 2011
#4	-4.01% Oct 13, 2010 - Nov 2, 2010	-3.01% Mar 17, 2026 - Apr 13, 2026
#5	-2.59% Apr 8, 2011 - Apr 20, 2011	-2.51% May 14, 2026 - Jun 17, 2026
#6	-1.75% Jan 3, 2011 - Jan 12, 2011	-2.27% Jun 22, 2026 - Jun 29, 2026
#7	-1.73% Apr 4, 2011 - Apr 8, 2011	-2.04% Nov 12, 2025 - Nov 28, 2025
#8	-0.48% Apr 20, 2011 - Apr 26, 2011	-1.98% Feb 9, 2011 - Feb 28, 2011
#9	-0.26% Oct 5, 2010 - Oct 8, 2010	-1.54% Jan 12, 2011 - Feb 1, 2011
#10	-0.20% Oct 1, 2010 - Oct 5, 2010	-1.47% Oct 8, 2025 - Oct 15, 2025
#11	N/A	-1.45% Oct 28, 2025 - Nov 12, 2025
#12	N/A	-1.17% Dec 26, 2025 - Jan 5, 2026
#13	N/A	-1.15% Sep 22, 2025 - Oct 1, 2025
#14	N/A	-1.03% Mar 2, 2026 - Mar 10, 2026
#15	N/A	-0.83% Feb 2, 2011 - Feb 9, 2011

Correlation

Correlation between EWZS and WTMF is 0.23 which considered as a very weak or no correlation - the stocks move independently of each other.

0.23

-101

Dividend Comparison (2010 - 2026)

EWZS vs WTMF dividend yield comparison.

Year	EWZS	WTMF
2026	1.06%	0.00%
2025	3.88%	3.04%
2024	4.93%	3.57%
2023	2.75%	4.74%
2022	4.61%	5.29%
2021	4.51%	14.71%
2020	1.15%	0.47%
2019	1.77%	1.63%
2018	4.35%	3.59%
2017	3.41%	0.00%
2016	3.62%	0.00%
2015	4.35%	0.00%
2014	3.05%	0.00%
2013	1.88%	0.00%
2012	2.64%	0.00%
2011	2.57%	1.73%
2010	0.35%	0.00%