WTMF — WisdomTree Managed Futures Strategy Fund
Data updated: 2026-07-30
WTMF — WisdomTree Managed Futures Strategy Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Commodity · $235.13M AUM · 0.66% expense ratio · 22.5% 1-yr return. From SEC regulatory filings.
WTMF Fund Overview
WTMF — WisdomTree Managed Futures Strategy Fund is a US ETF managed by WisdomTree Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: WisdomTree Trust
- Category: Commodity
- Assets under management: $235.13M
- 1-year return: 22.5%
- Ticker: WTMF
- SEC CIK: 0001350487
- SEC series ID: S000026387
- Share class ID: C000079238
WTMF Holdings
Top 10 holdings of WisdomTree Managed Futures Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Of America - Bureau Of The Public Debt | 80.27% |
| WisdomTree Trust | 4.40% |
| Dreyfus Treasury Obligations Cash Management | 3.80% |
| Dreyfus Trsy Oblig Cash M | 2.87% |
| Wisdomtree Bitcoin Fund | 2.71% |
| Chicago Mercantile Exchange | 0.85% |
| Osaka Securities Exchange | 0.57% |
| Eurex Deutschland | 0.31% |
| New York Mercantile Exchange | 0.30% |
| Montreal Exchange Inc. | 0.25% |
WTMF Portfolio Allocation
Asset-class allocation of WisdomTree Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 80.3% |
| Equity | 7.1% |
| Cash & Equivalents | 6.7% |
| Derivatives | 2.1% |
WTMF Performance
Total returns for WTMF (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 8.1% |
| 1 year | 22.5% |
| 3 years (annualised) | 10.1% |
| 5 years (annualised) | 6.4% |
WTMF Risk Information
Risk metrics for WTMF, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 5.0%
WTMF Costs and Fees
WTMF costs about $66 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.66%
- Gross expense ratio: 0.67%
- Portfolio turnover: 96%
- Brokerage commissions: 1.85 bps of average net assets (SEC N-CEN)
WTMF Cashflows
Over the 12 months to 2026-02, WisdomTree Managed Futures Strategy Fund had net inflows of $29.51M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | −$8.64K |
| 2026-01 | $13.59M |
| 2025-12 | $5.79M |
| 2025-11 | $5.66M |
| 2025-10 | $7.63M |
| 2025-09 | $1.87M |
WTMF Debt Constituents
Largest debt holdings of WisdomTree Managed Futures Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Of America - Bureau Of The Public Debt | 80.27% |
WTMF Prospectus and SEC Filings
Official WisdomTree Managed Futures Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Commodity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.