WTMF vs BMAY

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

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

WTMF vs BMAY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

WTMF

$235M

Winner

BMAY

$235M

Expense Ratio

Winner

WTMF

0.66%

BMAY

0.79%

Max Drawdown

WTMF

40.86%

Winner

BMAY

17.66%

Sharpe Ratio

Winner

WTMF

1.69

BMAY

1.60

5Y Beta

Winner

WTMF

0.28

BMAY

0.60

5Y Dividends CAGR

WTMF

55.87%

BMAY

N/A

WTMF vs BMAY - Historical Returns

Returns include dividend reinvestment.

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

WTMF

-0.83%

Winner

BMAY

+0.55%

WTMF

+2.07%

Winner

BMAY

+4.90%

Winner

WTMF

+7.61%

BMAY

+5.68%

Winner

WTMF

+20.27%

BMAY

+13.25%

5Y(CAGR)

WTMF

+6.03%

Winner

BMAY

+8.84%

10Y(CAGR)

WTMF

+3.12%

BMAY

N/A

Max(CAGR)

WTMF

+1.08%

Winner

BMAY

+10.76%

WTMF vs BMAY - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

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

WTMF vs BMAY Drawdown Comparison

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

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

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

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