WTMF vs SPY
Comparison between WISDOMTREE MANAGED FUTURES STRATEGY FUND (WTMF, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed WTMF, delivering a return of +13.0% compared to +6.3%
WTMF vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
WTMF
$234M
Winner
SPY
$781B
Expense Ratio
WTMF
0.66%
Winner
SPY
0.09%
Max Drawdown
Winner
WTMF
40.86%
SPY
56.47%
Sharpe Ratio
Winner
WTMF
1.43
SPY
1.25
5Y Beta
Winner
WTMF
0.29
SPY
1.00
P/E Ratio
WTMF
N/A
SPY
28.78
Forward P/E
WTMF
N/A
SPY
21.23
5Y Dividends CAGR
Winner
WTMF
55.87%
SPY
6.00%
5Y EPS CAGR
WTMF
N/A
SPY
25.62%
Debt to Equity
WTMF
N/A
SPY
31.92%
P/S Ratio
WTMF
N/A
SPY
3.76
P/B Ratio
WTMF
N/A
SPY
5.64
WTMF vs SPY - Holdings Comparison
WTMF and SPY have 0 common holdings. Overlap is 0.00%
WTMF's top 25 holdings weight is 16.78%. SPY's top 25 holdings weight is 51.74%.
| Rank | WTMF | SPY |
|---|---|---|
| #1 | WISDOMTREE FLOATING RATE TREASURY ETF (USFR) - 16.78% | NVIDIA CORP (NVDA) - 7.89% |
| #2 | N/A | APPLE INC (AAPL) - 7.37% |
| #3 | N/A | MICROSOFT CORP (MSFT) - 4.50% |
| #4 | N/A | AMAZON.COM INC (AMZN) - 3.82% |
| #5 | N/A | ALPHABET INC CLASS A (GOOGL) - 3.33% |
| #6 | N/A | BROADCOM INC (AVGO) - 2.86% |
| #7 | N/A | ALPHABET INC CLASS C (GOOG) - 2.68% |
| #8 | N/A | META PLATFORMS INC CLASS A (META) - 2.29% |
| #9 | N/A | TESLA INC (TSLA) - 1.70% |
| #10 | N/A | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | N/A | JPMORGAN CHASE & CO (JPM) - 1.42% |
| #12 | N/A | ELI LILLY AND CO (LLY) - 1.40% |
| #13 | N/A | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #14 | N/A | ADVANCED MICRO DEVICES INC (AMD) - 1.32% |
| #15 | N/A | EXXONMOBIL HOLDINGS CORP (XOM) - 0.92% |
| #16 | N/A | JOHNSON & JOHNSON (JNJ) - 0.91% |
| #17 | N/A | VISA INC CLASS A (V) - 0.90% |
| #18 | N/A | WALMART INC (WMT) - 0.76% |
| #19 | N/A | INTEL CORP (INTC) - 0.75% |
| #20 | N/A | APPLIED MATERIALS INC (AMAT) - 0.70% |
| #21 | N/A | CISCO SYSTEMS INC (CSCO) - 0.68% |
| #22 | N/A | MASTERCARD INC CLASS A (MA) - 0.66% |
| #23 | N/A | ABBVIE INC (ABBV) - 0.66% |
| #24 | N/A | CATERPILLAR INC (CAT) - 0.65% |
| #25 | N/A | LAM RESEARCH CORP (LRCX) - 0.64% |
| Total Holdings | 1 | 505 |
WTMF vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
WTMF
-0.99%
Winner
SPY
+0.52%
3M
WTMF
+1.61%
Winner
SPY
+6.55%
6M
WTMF
+6.10%
Winner
SPY
+9.76%
1Y
WTMF
+18.09%
Winner
SPY
+20.32%
5Y(CAGR)
WTMF
+6.25%
Winner
SPY
+13.01%
10Y(CAGR)
WTMF
+3.39%
Winner
SPY
+15.06%
Max(CAGR)
WTMF
+1.09%
Winner
SPY
+8.50%
WTMF vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | WTMF | SPY |
|---|---|---|
| 2026 | +7.43% | +10.11% |
| 2025 | +12.00% | +18.00% |
| 2024 | +3.25% | +25.59% |
| 2023 | +16.16% | +26.72% |
| 2022 | -5.84% | -18.64% |
| 2021 | +9.42% | +30.52% |
| 2020 | +0.34% | +17.28% |
| 2019 | -3.05% | +31.09% |
| 2018 | +0.42% | -5.24% |
| 2017 | -2.34% | +20.78% |
| 2016 | -1.33% | +13.59% |
| 2015 | -4.15% | +1.31% |
| 2014 | +5.80% | +14.56% |
| 2013 | +2.34% | +29.00% |
| 2012 | -10.22% | +14.17% |
| 2011 | -8.52% | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
WTMF vs SPY Drawdown Comparison
The maximum drawdown for WTMF was -30.78%, occurring on Jun 8, 2020. Recovery took 3620 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current WTMF drawdown is -0.99%. The current SPY drawdown is -1.24%.
| Rank | WTMF | SPY |
|---|---|---|
| #1 | -30.78% Apr 29, 2011 - Sep 22, 2025 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -4.04% Jan 15, 2026 - Feb 25, 2026 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -3.66% Mar 4, 2011 - Apr 5, 2011 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -3.01% Mar 17, 2026 - Apr 13, 2026 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -2.51% May 14, 2026 - Jun 17, 2026 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -2.27% Jun 22, 2026 - Jun 29, 2026 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -2.04% Nov 12, 2025 - Nov 28, 2025 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -1.98% Feb 9, 2011 - Feb 28, 2011 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -1.54% Jan 12, 2011 - Feb 1, 2011 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -1.47% Oct 8, 2025 - Oct 15, 2025 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -1.45% Oct 28, 2025 - Nov 12, 2025 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -1.17% Dec 26, 2025 - Jan 5, 2026 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -1.15% Sep 22, 2025 - Oct 1, 2025 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -1.03% Mar 2, 2026 - Mar 10, 2026 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -0.83% Feb 2, 2011 - Feb 9, 2011 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between WTMF and SPY is 0.61 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.61
-101
Dividend Comparison (1999 - 2026)
WTMF vs SPY dividend yield comparison.
| Year | WTMF | SPY |
|---|---|---|
| 2026 | 0.00% | 0.49% |
| 2025 | 3.04% | 1.07% |
| 2024 | 3.57% | 1.21% |
| 2023 | 4.74% | 1.40% |
| 2022 | 5.29% | 1.65% |
| 2021 | 14.71% | 1.20% |
| 2020 | 0.47% | 1.52% |
| 2019 | 1.63% | 1.75% |
| 2018 | 3.59% | 2.04% |
| 2017 | 0.00% | 1.80% |
| 2016 | 0.00% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 1.73% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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