WTMF vs EWZS

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

5-Year PerformanceWTMF has outperformed EWZS, delivering a return of +6.1% compared to -3.3%

WTMF vs EWZS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	WTMF(ETF)	EWZS(ETF)
Net Assets	$234M	$235M
Expense Ratio	0.66%	0.59%
Max Drawdown	40.86%	81.65%
Sharpe Ratio	1.48	0.47
5Y Beta	0.29	0.86
5Y Dividends CAGR	55.87%	8.02%

Net Assets

WTMF

$234M

Winner

EWZS

$235M

Expense Ratio

WTMF

0.66%

Winner

EWZS

0.59%

Max Drawdown

Winner

WTMF

40.86%

EWZS

81.65%

Sharpe Ratio

Winner

WTMF

1.48

EWZS

0.47

5Y Beta

Winner

WTMF

0.29

EWZS

0.86

5Y Dividends CAGR

Winner

WTMF

55.87%

EWZS

8.02%

WTMF vs EWZS - Holdings Comparison

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

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

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

WTMF vs EWZS - Historical Returns

Returns include dividend reinvestment.

Period	WTMF	EWZS
1 month	+0.60%	+1.75%
3 months	+1.28%	-15.08%
6 months	+5.42%	-10.59%
1 year	+16.66%	+9.78%
5 years(CAGR)	+6.05%	-3.33%
10 years(CAGR)	+3.40%	+4.69%
Max(CAGR)	+1.09%	-1.26%

WTMF

+0.60%

Winner

EWZS

+1.75%

Winner

WTMF

+1.28%

EWZS

-15.08%

Winner

WTMF

+5.42%

EWZS

-10.59%

Winner

WTMF

+16.66%

EWZS

+9.78%

5Y(CAGR)

Winner

WTMF

+6.05%

EWZS

-3.33%

10Y(CAGR)

WTMF

+3.40%

Winner

EWZS

+4.69%

Max(CAGR)

Winner

WTMF

+1.09%

EWZS

-1.26%

WTMF vs EWZS - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	WTMF	EWZS
2026	+7.46%	+0.65%
2025	+12.00%	+44.26%
2024	+3.25%	-33.42%
2023	+16.16%	+43.43%
2022	-5.84%	-6.28%
2021	+9.42%	-12.21%
2020	+0.34%	-21.62%
2019	-3.05%	+44.85%
2018	+0.42%	-9.43%
2017	-2.34%	+49.22%
2016	-1.33%	+72.86%
2015	-4.15%	-49.35%
2014	+5.80%	-23.10%
2013	+2.34%	-27.74%
2012	-10.22%	+25.66%
2011	-8.52%	-24.85%
2010	N/A	+16.35%

WTMF vs EWZS Drawdown Comparison

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

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

The current WTMF drawdown is -0.96%. The current EWZS drawdown is -33.38%.

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

Correlation

Correlation between WTMF and EWZS 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)

WTMF vs EWZS dividend yield comparison.

Year	WTMF	EWZS
2026	0.00%	1.07%
2025	3.04%	3.88%
2024	3.57%	4.93%
2023	4.74%	2.75%
2022	5.29%	4.61%
2021	14.71%	4.51%
2020	0.47%	1.15%
2019	1.63%	1.77%
2018	3.59%	4.35%
2017	0.00%	3.41%
2016	0.00%	3.62%
2015	0.00%	4.35%
2014	0.00%	3.05%
2013	0.00%	1.88%
2012	0.00%	2.64%
2011	1.73%	2.57%
2010	0.00%	0.35%