FMF vs WDIV

Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and STATE STREET(R) SPDR(R) S&P(R) GLOBAL DIVIDEND ETF (WDIV, ETF).

5-Year PerformanceWDIV has outperformed FMF, delivering a return of +7.5% compared to +4.2%

FMF vs WDIV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMF(ETF)	WDIV(ETF)
Net Assets	$266M	$266M
Expense Ratio	0.98%	0.40%
Max Drawdown	24.79%	44.46%
Sharpe Ratio	1.52	1.53
5Y Beta	0.10	0.42
5Y Dividends CAGR	228.25%	-0.60%

Net Assets

FMF

$266M

Winner

WDIV

$266M

Expense Ratio

FMF

0.98%

Winner

WDIV

0.40%

Max Drawdown

Winner

FMF

24.79%

WDIV

44.46%

Sharpe Ratio

FMF

1.52

Winner

WDIV

1.53

5Y Beta

Winner

FMF

0.10

WDIV

0.42

5Y Dividends CAGR

Winner

FMF

228.25%

WDIV

-0.60%

FMF vs WDIV - Holdings Comparison

FMF and WDIV have 0 common holdings. Overlap is 0.00%

FMF's top 25 holdings weight is 14.80%. WDIV's top 25 holdings weight is 35.70%.

Rank	FMF	WDIV
#1	MORGAN STANLEY INSTL LQUDTY TRS INSTL (MISXX) - 14.80%	LENOVO GROUP LTD (n/a) - 1.74%
#2	N/A	ALTRIA GROUP INC (MO) - 1.73%
#3	N/A	TELUS CORP (n/a) - 1.72%
#4	N/A	LEGAL & GENERAL GROUP PLC (n/a) - 1.69%
#5	N/A	VERIZON COMMUNICATIONS INC (VZ) - 1.66%
#6	N/A	GETTY REALTY CORP (GTY) - 1.59%
#7	N/A	APA GROUP (n/a) - 1.52%
#8	N/A	HIGHWOODS PROPERTIES INC (HIW) - 1.49%
#9	N/A	TELEPERFORMANCE SE (n/a) - 1.46%
#10	N/A	NORTHWEST BANCSHARES INC (NWBI) - 1.45%
#11	N/A	FAR EAST HORIZON LTD (n/a) - 1.39%
#12	N/A	PFIZER INC (PFE) - 1.37%
#13	N/A	ELISA OYJ CLASS A (n/a) - 1.37%
#14	N/A	EDISON INTERNATIONAL (EIX) - 1.37%
#15	N/A	LTC PROPERTIES INC (LTC) - 1.35%
#16	N/A	SCHRODERS PLC (n/a) - 1.34%
#17	N/A	PEMBINA PIPELINE CORP (n/a) - 1.33%
#18	N/A	ONEOK INC (OKE) - 1.33%
#19	N/A	DNB BANK ASA (n/a) - 1.32%
#20	N/A	CANADIAN NATURAL RESOURCES LTD (CNQ) - 1.31%
#21	N/A	n/a (HASI) - 1.28%
#22	N/A	KEYERA CORP (n/a) - 1.27%
#23	N/A	LONDONMETRIC PROPERTY PLC (n/a) - 1.23%
#24	N/A	UNIVERSAL CORP (UVV) - 1.22%
#25	N/A	GS HOLDINGS CORP (n/a) - 1.17%
Total Holdings	1	118

FMF vs WDIV - Historical Returns

Returns include dividend reinvestment.

Period	FMF	WDIV
1 month	-1.07%	+0.09%
3 months	+1.23%	+2.43%
6 months	+9.42%	+9.57%
1 year	+18.71%	+20.81%
5 years(CAGR)	+4.23%	+7.46%
10 years(CAGR)	+2.80%	+7.32%
Max(CAGR)	+1.97%	+6.92%

FMF

-1.07%

Winner

WDIV

+0.09%

FMF

+1.23%

Winner

WDIV

+2.43%

FMF

+9.42%

Winner

WDIV

+9.57%

FMF

+18.71%

Winner

WDIV

+20.81%

5Y(CAGR)

FMF

+4.23%

Winner

WDIV

+7.46%

10Y(CAGR)

FMF

+2.80%

Winner

WDIV

+7.32%

Max(CAGR)

FMF

+1.97%

Winner

WDIV

+6.92%

FMF vs WDIV - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	FMF	WDIV
2026	+8.02%	+6.86%
2025	+4.23%	+27.76%
2024	+7.67%	+8.02%
2023	-0.38%	+7.72%
2022	+4.68%	-7.95%
2021	+3.45%	+14.56%
2020	+5.25%	-10.27%
2019	-5.32%	+20.45%
2018	-2.31%	-8.95%
2017	+2.33%	+18.36%
2016	-4.09%	+14.90%
2015	-0.47%	-7.16%
2014	-1.10%	+6.35%
2013	+3.46%	+10.16%

FMF vs WDIV Drawdown Comparison

The maximum drawdown for FMF was -22.22%, occurring on Mar 24, 2020. Recovery took 2001 trading sessions.

The maximum drawdown for WDIV was -42.31%, occurring on Mar 23, 2020. Recovery took 312 trading sessions.

The current FMF drawdown is -1.91%. The current WDIV drawdown is -1.73%.

Rank	FMF	WDIV
#1	-22.22% Apr 2, 2014 - Mar 14, 2022	-42.31% Jan 17, 2020 - Apr 15, 2021
#2	-14.98% Jun 14, 2022 - Oct 6, 2025	-22.34% May 15, 2015 - Aug 15, 2016
#3	-7.98% Mar 14, 2022 - Jun 9, 2022	-22.15% Jan 14, 2022 - May 17, 2024
#4	-3.58% Dec 30, 2013 - Mar 27, 2014	-15.39% Jan 26, 2018 - Oct 21, 2019
#5	-3.42% Mar 12, 2026 - Apr 2, 2026	-9.27% Jul 1, 2014 - Feb 24, 2015
#6	-3.12% Oct 15, 2025 - Jan 9, 2026	-9.21% Sep 26, 2024 - Apr 22, 2025
#7	-2.31% Feb 11, 2026 - Feb 19, 2026	-8.81% Aug 18, 2016 - Jan 25, 2017
#8	-2.22% Aug 2, 2013 - Oct 10, 2013	-8.62% Jun 10, 2021 - Jan 14, 2022
#9	-1.91% May 18, 2026 - Jun 5, 2026	-8.61% Feb 20, 2026 - Mar 20, 2026
#10	-1.69% Feb 4, 2026 - Feb 6, 2026	-5.90% Oct 22, 2013 - Feb 24, 2014
#11	-1.56% Jan 15, 2026 - Feb 3, 2026	-5.90% May 30, 2013 - Jul 11, 2013
#12	-1.47% Oct 22, 2013 - Nov 14, 2013	-5.39% Feb 25, 2015 - Apr 16, 2015
#13	-1.28% Apr 29, 2026 - May 12, 2026	-4.23% Jul 31, 2024 - Aug 15, 2024
#14	-1.27% Mar 2, 2026 - Mar 4, 2026	-4.19% May 17, 2024 - Jul 12, 2024
#15	-1.18% Oct 8, 2025 - Oct 13, 2025	-3.83% Aug 8, 2013 - Sep 10, 2013

Correlation

Correlation between FMF and WDIV is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2013 - 2026)

FMF vs WDIV dividend yield comparison.

Year	FMF	WDIV
2026	0.37%	0.55%
2025	5.60%	4.27%
2024	4.85%	4.63%
2023	3.09%	4.73%
2022	0.41%	5.12%
2021	3.29%	4.15%
2020	0.02%	5.55%
2019	1.05%	3.99%
2018	1.56%	4.42%
2017	0.82%	3.62%
2016	0.00%	4.32%
2015	0.00%	5.03%
2014	0.00%	4.74%
2013	2.38%	2.17%