LGI vs WTMF

Comparison between Lazard Global Total Return and Income Fund Inc (LGI, ETF) and WISDOMTREE MANAGED FUTURES STRATEGY FUND (WTMF, ETF).

5-Year PerformanceLGI has outperformed WTMF, delivering a return of +6.4% compared to +6.0%

LGI vs WTMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	LGI(ETF)	WTMF(ETF)
Net Assets	$236M	$235M
Expense Ratio	N/A	0.66%
Max Drawdown	67.17%	40.86%
Sharpe Ratio	0.95	1.69
5Y Beta	0.76	0.28
5Y Dividends CAGR	6.28%	55.87%

Net Assets

Winner

LGI

$236M

WTMF

$235M

Expense Ratio

LGI

N/A

WTMF

0.66%

Max Drawdown

LGI

67.17%

Winner

WTMF

40.86%

Sharpe Ratio

LGI

0.95

Winner

WTMF

1.69

5Y Beta

LGI

0.76

Winner

WTMF

0.28

5Y Dividends CAGR

LGI

6.28%

Winner

WTMF

55.87%

LGI vs WTMF - Historical Returns

Returns include dividend reinvestment.

Period	LGI	WTMF
1 month	+2.01%	-0.83%
3 months	+3.13%	+2.07%
6 months	+7.96%	+7.61%
1 year	+19.28%	+20.27%
5 years(CAGR)	+6.44%	+6.03%
10 years(CAGR)	+13.43%	+3.12%
Max(CAGR)	+8.27%	+1.08%

Winner

LGI

+2.01%

WTMF

-0.83%

Winner

LGI

+3.13%

WTMF

+2.07%

Winner

LGI

+7.96%

WTMF

+7.61%

LGI

+19.28%

Winner

WTMF

+20.27%

5Y(CAGR)

Winner

LGI

+6.44%

WTMF

+6.03%

10Y(CAGR)

Winner

LGI

+13.43%

WTMF

+3.12%

Max(CAGR)

Winner

LGI

+8.27%

WTMF

+1.08%

LGI vs WTMF - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	LGI	WTMF
2026	+6.84%	+7.12%
2025	+21.51%	+12.00%
2024	+15.23%	+3.25%
2023	+11.58%	+16.16%
2022	-21.14%	-5.84%
2021	+25.87%	+9.42%
2020	+16.65%	+0.34%
2019	+31.99%	-3.05%
2018	-10.66%	+0.42%
2017	+38.76%	-2.34%
2016	+15.48%	-1.33%
2015	-10.65%	-4.15%
2014	-2.44%	+5.80%
2013	+21.92%	+2.34%
2012	+21.19%	-10.22%
2011	-5.56%	-8.52%
2010	+7.57%	N/A
2009	+29.91%	N/A
2008	-42.31%	N/A
2007	+11.82%	N/A
2006	+34.42%	N/A
2005	+1.49%	N/A
2004	+0.25%	N/A

LGI vs WTMF Drawdown Comparison

The maximum drawdown for LGI was -63.35%, occurring on Mar 9, 2009. Recovery took 1262 trading sessions.

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

The current LGI drawdown is -7.62%. The current WTMF drawdown is -0.91%.

Rank	LGI	WTMF
#1	-63.35% Dec 31, 2007 - Jan 4, 2013	-30.78% Apr 29, 2011 - Sep 22, 2025
#2	-42.90% Feb 19, 2020 - Sep 15, 2020	-4.04% Jan 15, 2026 - Feb 25, 2026
#3	-34.82% Jul 3, 2014 - Apr 24, 2017	-3.66% Mar 4, 2011 - Apr 5, 2011
#4	-32.83% Sep 3, 2021 - Aug 16, 2024	-3.01% Mar 17, 2026 - Apr 13, 2026
#5	-24.45% Mar 16, 2018 - Jun 20, 2019	-2.51% May 14, 2026 - Jun 10, 2026
#6	-21.93% Sep 27, 2024 - Jun 30, 2025	-2.04% Nov 12, 2025 - Nov 28, 2025
#7	-21.25% Feb 25, 2026 - Mar 30, 2026	-1.98% Feb 9, 2011 - Feb 28, 2011
#8	-18.75% May 10, 2004 - Dec 1, 2004	-1.54% Jan 12, 2011 - Feb 1, 2011
#9	-14.31% Jul 13, 2007 - Oct 5, 2007	-1.47% Oct 8, 2025 - Oct 15, 2025
#10	-13.89% May 20, 2013 - Dec 23, 2013	-1.45% Oct 28, 2025 - Nov 12, 2025
#11	-10.00% May 10, 2006 - Aug 15, 2006	-1.17% Dec 26, 2025 - Jan 5, 2026
#12	-9.74% Feb 26, 2007 - Apr 5, 2007	-1.15% Sep 22, 2025 - Oct 1, 2025
#13	-8.86% Jan 29, 2018 - Mar 12, 2018	-1.03% Mar 2, 2026 - Mar 10, 2026
#14	-8.25% Dec 26, 2013 - Mar 7, 2014	-0.83% Feb 2, 2011 - Feb 9, 2011
#15	-7.76% Sep 16, 2020 - Nov 9, 2020	-0.82% Jan 5, 2011 - Jan 12, 2011

Correlation

Correlation between LGI and WTMF is 0.53 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.53

-101

Dividend Comparison (2004 - 2026)

LGI vs WTMF dividend yield comparison.

Year	LGI	WTMF
2026	5.20%	0.00%
2025	10.09%	3.04%
2024	9.19%	3.57%
2023	7.32%	4.74%
2022	10.22%	5.29%
2021	9.77%	14.71%
2020	7.18%	0.47%
2019	6.44%	1.63%
2018	19.89%	3.59%
2017	5.45%	0.00%
2016	6.94%	0.00%
2015	8.51%	0.00%
2014	7.89%	0.00%
2013	6.18%	0.00%
2012	7.81%	0.00%
2011	7.86%	1.73%
2010	7.17%	0.00%
2009	6.69%	0.00%
2008	12.06%	0.00%
2007	7.12%	0.00%
2006	10.36%	0.00%
2005	6.74%	0.00%
2004	3.23%	0.00%