XSLV vs WTMF

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

5-Year PerformanceWTMF has outperformed XSLV, delivering a return of +6.1% compared to +3.6%

XSLV vs WTMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

XSLV

$234M

Winner

WTMF

$235M

Expense Ratio

Winner

XSLV

0.25%

WTMF

0.66%

Max Drawdown

XSLV

45.26%

Winner

WTMF

40.86%

Sharpe Ratio

XSLV

0.85

Winner

WTMF

1.69

5Y Beta

XSLV

0.58

Winner

WTMF

0.28

P/E Ratio

XSLV

17.76

WTMF

N/A

Forward P/E

XSLV

15.74

WTMF

N/A

5Y Dividends CAGR

XSLV

2.08%

Winner

WTMF

55.87%

5Y EPS CAGR

XSLV

5.13%

WTMF

N/A

Debt to Equity

XSLV

39.54%

WTMF

N/A

P/S Ratio

XSLV

1.72

WTMF

N/A

P/B Ratio

XSLV

1.41

WTMF

N/A

XSLV vs WTMF - Holdings Comparison

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

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

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

XSLV vs WTMF - Historical Returns

Returns include dividend reinvestment.

Period	XSLV	WTMF
1 month	+4.93%	+0.59%
3 months	+7.54%	+2.95%
6 months	+8.52%	+8.08%
1 year	+15.56%	+20.47%
5 years(CAGR)	+3.63%	+6.09%
10 years(CAGR)	+5.93%	+3.24%
Max(CAGR)	+7.85%	+1.12%

Winner

XSLV

+4.93%

WTMF

+0.59%

Winner

XSLV

+7.54%

WTMF

+2.95%

Winner

XSLV

+8.52%

WTMF

+8.08%

XSLV

+15.56%

Winner

WTMF

+20.47%

5Y(CAGR)

XSLV

+3.63%

Winner

WTMF

+6.09%

10Y(CAGR)

Winner

XSLV

+5.93%

WTMF

+3.24%

Max(CAGR)

Winner

XSLV

+7.85%

WTMF

+1.12%

XSLV vs WTMF - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	XSLV	WTMF
2026	+10.42%	+7.80%
2025	+1.00%	+12.00%
2024	+9.74%	+3.25%
2023	+0.99%	+16.16%
2022	-12.21%	-5.84%
2021	+30.14%	+9.42%
2020	-17.01%	+0.34%
2019	+22.71%	-3.05%
2018	-5.35%	+0.42%
2017	+8.33%	-2.34%
2016	+34.46%	-1.33%
2015	+3.05%	-4.15%
2014	+12.21%	+5.80%
2013	+25.16%	+2.34%
2012	N/A	-10.22%
2011	N/A	-8.52%

XSLV vs WTMF Drawdown Comparison

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

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

The current XSLV drawdown is -1.13%. The current WTMF drawdown is -0.28%.

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

Correlation

Correlation between XSLV and WTMF 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)

XSLV vs WTMF dividend yield comparison.

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