WTMF vs EUHY

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

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

WTMF vs EUHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

WTMF

$245M

EUHY

$245M

Expense Ratio

WTMF

0.66%

Winner

EUHY

0.35%

Max Drawdown

WTMF

40.86%

Winner

EUHY

36.32%

Sharpe Ratio

Winner

WTMF

1.39

EUHY

-0.17

5Y Beta

WTMF

0.27

Winner

EUHY

0.13

5Y Dividends CAGR

Winner

WTMF

55.87%

EUHY

32.13%

WTMF vs EUHY - Historical Returns

Returns include dividend reinvestment.

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

Winner

WTMF

+2.37%

EUHY

+0.89%

Winner

WTMF

+1.50%

EUHY

+1.26%

Winner

WTMF

+5.55%

EUHY

+1.79%

Winner

WTMF

+17.67%

EUHY

+3.90%

5Y(CAGR)

Winner

WTMF

+6.40%

EUHY

+2.75%

10Y(CAGR)

Winner

WTMF

+3.73%

EUHY

+3.65%

Max(CAGR)

WTMF

+1.21%

Winner

EUHY

+3.60%

WTMF vs EUHY - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

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

WTMF vs EUHY Drawdown Comparison

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

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

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

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

Correlation

Correlation between WTMF and EUHY 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)

WTMF vs EUHY dividend yield comparison.

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