WTMF vs VGMS
Comparison between WISDOMTREE MANAGED FUTURES STRATEGY FUND (WTMF, ETF) and VANGUARD MULTI-SECTOR INCOME BOND ETF ETF SHARES (VGMS, ETF).
WTMF vs VGMS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
WTMF
$234M
Winner
VGMS
$235M
Expense Ratio
WTMF
0.66%
Winner
VGMS
0.30%
Max Drawdown
WTMF
40.86%
Winner
VGMS
2.90%
Sharpe Ratio
Winner
WTMF
1.43
VGMS
0.54
5Y Beta
WTMF
0.29
Winner
VGMS
0.16
5Y Dividends CAGR
WTMF
55.87%
VGMS
N/A
WTMF vs VGMS - Historical Returns
Returns include dividend reinvestment.
1M
WTMF
-0.99%
Winner
VGMS
+0.06%
3M
Winner
WTMF
+1.61%
VGMS
+0.31%
6M
Winner
WTMF
+6.10%
VGMS
+0.95%
1Y
Winner
WTMF
+18.09%
VGMS
+5.46%
5Y(CAGR)
WTMF
+6.25%
VGMS
N/A
10Y(CAGR)
WTMF
+3.39%
VGMS
N/A
Max(CAGR)
WTMF
+1.09%
Winner
VGMS
+6.18%
WTMF vs VGMS - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | WTMF | VGMS |
|---|---|---|
| 2026 | +7.43% | +1.24% |
| 2025 | +12.00% | +5.43% |
| 2024 | +3.25% | N/A |
| 2023 | +16.16% | N/A |
| 2022 | -5.84% | N/A |
| 2021 | +9.42% | N/A |
| 2020 | +0.34% | N/A |
| 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 VGMS Drawdown Comparison
The maximum drawdown for WTMF was -30.78%, occurring on Jun 8, 2020. Recovery took 3620 trading sessions.
The maximum drawdown for VGMS was -2.46%, occurring on Mar 27, 2026. Recovery took 38 trading sessions.
The current WTMF drawdown is -0.99%. The current VGMS drawdown is -0.53%.
| Rank | WTMF | VGMS |
|---|---|---|
| #1 | -30.78% Apr 29, 2011 - Sep 22, 2025 | -2.46% Feb 23, 2026 - Apr 17, 2026 |
| #2 | -4.04% Jan 15, 2026 - Feb 25, 2026 | -1.25% Apr 17, 2026 - May 29, 2026 |
| #3 | -3.66% Mar 4, 2011 - Apr 5, 2011 | -0.77% Oct 27, 2025 - Nov 25, 2025 |
| #4 | -3.01% Mar 17, 2026 - Apr 13, 2026 | -0.66% Oct 2, 2025 - Oct 15, 2025 |
| #5 | -2.51% May 14, 2026 - Jun 17, 2026 | -0.60% May 29, 2026 - Jun 15, 2026 |
| #6 | -2.27% Jun 22, 2026 - Jun 29, 2026 | -0.59% Jul 6, 2026 - Jul 13, 2026 |
| #7 | -2.04% Nov 12, 2025 - Nov 28, 2025 | -0.56% Jul 1, 2025 - Jul 22, 2025 |
| #8 | -1.98% Feb 9, 2011 - Feb 28, 2011 | -0.36% Aug 13, 2025 - Aug 22, 2025 |
| #9 | -1.54% Jan 12, 2011 - Feb 1, 2011 | -0.36% Sep 15, 2025 - Oct 2, 2025 |
| #10 | -1.47% Oct 8, 2025 - Oct 15, 2025 | -0.35% Jun 16, 2026 - Jun 24, 2026 |
| #11 | -1.45% Oct 28, 2025 - Nov 12, 2025 | -0.33% Dec 3, 2025 - Dec 18, 2025 |
| #12 | -1.17% Dec 26, 2025 - Jan 5, 2026 | -0.28% Aug 28, 2025 - Sep 3, 2025 |
| #13 | -1.15% Sep 22, 2025 - Oct 1, 2025 | -0.25% Aug 22, 2025 - Aug 28, 2025 |
| #14 | -1.03% Mar 2, 2026 - Mar 10, 2026 | -0.25% Nov 28, 2025 - Dec 3, 2025 |
| #15 | -0.83% Feb 2, 2011 - Feb 9, 2011 | -0.25% Jun 12, 2025 - Jun 18, 2025 |
Correlation
Correlation between WTMF and VGMS is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2011 - 2026)
WTMF vs VGMS dividend yield comparison.
| Year | WTMF | VGMS |
|---|---|---|
| 2026 | 0.00% | 2.62% |
| 2025 | 3.04% | 2.94% |
| 2024 | 3.57% | 0.00% |
| 2023 | 4.74% | 0.00% |
| 2022 | 5.29% | 0.00% |
| 2021 | 14.71% | 0.00% |
| 2020 | 0.47% | 0.00% |
| 2019 | 1.63% | 0.00% |
| 2018 | 3.59% | 0.00% |
| 2011 | 1.73% | 0.00% |
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