WTMF vs XSLV

Comparison between WISDOMTREE MANAGED FUTURES STRATEGY FUND (WTMF, ETF) and INVESCO S&P SMALLCAP LOW VOLATILITY ETF (XSLV, ETF).

5-Year PerformanceWTMF has outperformed XSLV, delivering a return of +6.0% compared to +3.9%

WTMF vs XSLV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	WTMF(ETF)	XSLV(ETF)
Net Assets	$235M	$234M
Expense Ratio	0.66%	0.25%
Max Drawdown	40.86%	45.26%
Sharpe Ratio	1.69	0.85
5Y Beta	0.28	0.58
P/E Ratio	N/A	17.76
Forward P/E	N/A	15.74
5Y Dividends CAGR	55.87%	2.08%
5Y EPS CAGR	N/A	5.13%
Debt to Equity	N/A	39.54%
P/S Ratio	N/A	1.72
P/B Ratio	N/A	1.41

Net Assets

Winner

WTMF

$235M

XSLV

$234M

Expense Ratio

WTMF

0.66%

Winner

XSLV

0.25%

Max Drawdown

Winner

WTMF

40.86%

XSLV

45.26%

Sharpe Ratio

Winner

WTMF

1.69

XSLV

0.85

5Y Beta

Winner

WTMF

0.28

XSLV

0.58

P/E Ratio

WTMF

N/A

XSLV

17.76

Forward P/E

WTMF

N/A

XSLV

15.74

5Y Dividends CAGR

Winner

WTMF

55.87%

XSLV

2.08%

5Y EPS CAGR

WTMF

N/A

XSLV

5.13%

Debt to Equity

WTMF

N/A

XSLV

39.54%

P/S Ratio

WTMF

N/A

XSLV

1.72

P/B Ratio

WTMF

N/A

XSLV

1.41

WTMF vs XSLV - Holdings Comparison

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

WTMF's top 25 holdings weight is 17.67%. XSLV's top 25 holdings weight is 26.61%.

Rank	WTMF	XSLV
#1	WISDOMTREE FLOATING RATE TREASURY ETF (USFR) - 17.67%	FIRST BANCORP (FBP) - 1.52%
#2	N/A	n/a (PECO) - 1.24%
#3	N/A	FOUR CORNERS PROPERTY TRUST INC (FCPT) - 1.18%
#4	N/A	AVISTA CORP (AVA) - 1.16%
#5	N/A	ELLINGTON FINANCIAL INC (EFC) - 1.13%
#6	N/A	ESSENTIAL PROPERTIES REALTY TRUST INC (EPRT) - 1.11%
#7	N/A	BROADSTONE NET LEASE INC ORDINARY SHARES (BNL) - 1.11%
#8	N/A	NORTHWEST NATURAL HOLDING CO (NWN) - 1.09%
#9	N/A	SAUL CENTERS INC (BFS) - 1.06%
#10	N/A	LTC PROPERTIES INC (LTC) - 1.06%
#11	N/A	n/a (ARI) - 1.06%
#12	N/A	CURBLINE PROPERTIES CORP (CURB) - 1.04%
#13	N/A	CITY HOLDING CO (CHCO) - 1.03%
#14	N/A	GETTY REALTY CORP (GTY) - 1.01%
#15	N/A	AMERICAN STATES WATER CO (AWR) - 1.01%
#16	N/A	URBAN EDGE PROPERTIES (UE) - 1.01%
#17	N/A	HORACE MANN EDUCATORS CORP (HMN) - 1.01%
#18	N/A	MGE ENERGY INC (MGEE) - 0.99%
#19	N/A	CHESAPEAKE UTILITIES CORP (CPK) - 0.99%
#20	N/A	WESTAMERICA BANCORP (WABC) - 0.98%
#21	N/A	ASSURED GUARANTY LTD (AGO) - 0.98%
#22	N/A	SAFETY INSURANCE GROUP INC (SAFT) - 0.97%
#23	N/A	APPLE HOSPITALITY REIT INC (APLE) - 0.96%
#24	N/A	BRADY CORP CLASS A (BRC) - 0.96%
#25	N/A	UNIVERSAL HEALTH REALTY INCOME TRUST (UHT) - 0.95%
Total Holdings	1	120

WTMF vs XSLV - Historical Returns

Returns include dividend reinvestment.

Period	WTMF	XSLV
1 month	-0.83%	+4.68%
3 months	+2.07%	+9.02%
6 months	+7.61%	+10.43%
1 year	+20.27%	+15.51%
5 years(CAGR)	+6.03%	+3.87%
10 years(CAGR)	+3.12%	+5.99%
Max(CAGR)	+1.08%	+7.95%

WTMF

-0.83%

Winner

XSLV

+4.68%

WTMF

+2.07%

Winner

XSLV

+9.02%

WTMF

+7.61%

Winner

XSLV

+10.43%

Winner

WTMF

+20.27%

XSLV

+15.51%

5Y(CAGR)

Winner

WTMF

+6.03%

XSLV

+3.87%

10Y(CAGR)

WTMF

+3.12%

Winner

XSLV

+5.99%

Max(CAGR)

WTMF

+1.08%

Winner

XSLV

+7.95%

WTMF vs XSLV - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	WTMF	XSLV
2026	+7.12%	+11.68%
2025	+12.00%	+1.00%
2024	+3.25%	+9.74%
2023	+16.16%	+0.99%
2022	-5.84%	-12.21%
2021	+9.42%	+30.14%
2020	+0.34%	-17.01%
2019	-3.05%	+22.71%
2018	+0.42%	-5.35%
2017	-2.34%	+8.33%
2016	-1.33%	+34.46%
2015	-4.15%	+3.05%
2014	+5.80%	+12.21%
2013	+2.34%	+25.16%
2012	-10.22%	N/A
2011	-8.52%	N/A

WTMF vs XSLV Drawdown Comparison

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

The maximum drawdown for XSLV was -44.30%, occurring on Mar 23, 2020. Recovery took 451 trading sessions.

The current WTMF drawdown is -0.91%.

Rank	WTMF	XSLV
#1	-30.78% Apr 29, 2011 - Sep 22, 2025	-44.30% Jan 17, 2020 - Nov 1, 2021
#2	-4.04% Jan 15, 2026 - Feb 25, 2026	-24.74% Jan 4, 2022 - Nov 6, 2024
#3	-3.66% Mar 4, 2011 - Apr 5, 2011	-18.67% Aug 31, 2018 - Sep 13, 2019
#4	-3.01% Mar 17, 2026 - Apr 13, 2026	-18.34% Nov 25, 2024 - Feb 5, 2026
#5	-2.51% May 14, 2026 - Jun 10, 2026	-11.04% Dec 1, 2015 - Mar 30, 2016
#6	-2.04% Nov 12, 2025 - Nov 28, 2025	-9.75% Nov 29, 2017 - May 24, 2018
#7	-1.98% Feb 9, 2011 - Feb 28, 2011	-8.88% Jul 16, 2015 - Oct 23, 2015
#8	-1.54% Jan 12, 2011 - Feb 1, 2011	-7.54% Jul 1, 2014 - Oct 30, 2014
#9	-1.47% Oct 8, 2025 - Oct 15, 2025	-7.46% Feb 6, 2026 - Apr 17, 2026
#10	-1.45% Oct 28, 2025 - Nov 12, 2025	-6.47% Jul 23, 2013 - Oct 11, 2013
#11	-1.17% Dec 26, 2025 - Jan 5, 2026	-6.38% Sep 7, 2016 - Nov 11, 2016
#12	-1.15% Sep 22, 2025 - Oct 1, 2025	-6.11% Nov 11, 2021 - Dec 27, 2021
#13	-1.03% Mar 2, 2026 - Mar 10, 2026	-5.91% Jan 22, 2014 - Mar 4, 2014
#14	-0.83% Feb 2, 2011 - Feb 9, 2011	-5.76% Apr 2, 2014 - Jun 6, 2014
#15	-0.82% Jan 5, 2011 - Jan 12, 2011	-5.62% Mar 23, 2015 - Jul 16, 2015

Correlation

Correlation between WTMF and XSLV is 0.48 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.48

-101

Dividend Comparison (2011 - 2026)

WTMF vs XSLV dividend yield comparison.

Year	WTMF	XSLV
2026	0.00%	0.59%
2025	3.04%	2.14%
2024	3.57%	2.55%
2023	4.74%	2.35%
2022	5.29%	2.78%
2021	14.71%	1.05%
2020	0.47%	2.49%
2019	1.63%	2.43%
2018	3.59%	2.75%
2017	0.00%	1.87%
2016	0.00%	1.96%
2015	0.00%	2.20%
2014	0.00%	2.39%
2013	0.00%	1.59%
2011	1.73%	0.00%