WTMF Performance — WisdomTree Managed Futures Strategy Fund
Data updated: 2026-07-30
WTMF returned +8.13% year to date and +22.54% over one year to May 2026. Annualised returns are +10.08% over 3 years and +6.43% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $133, against $184 for the category, and to $123 over one year, against $147. Volatility over the past three years was 6.20% a year. In the 12 months to May 2026 the fund took in a net $46.8M, and assets reached $235.13M.
WTMF Growth of $100
What $100 invested in WisdomTree Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | WTMF | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $123 | $147 |
| 3 years (Jun 2023 – May 2026) | $133 | $184 |
| 5 years (Jun 2021 – May 2026) | $137 | $183 |
| Since data start (Sep 2019 – May 2026) | $145 | $228 |
WTMF Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +8.13% |
| 1 year | +22.54% |
| 3 years (annualised) | +10.08% |
| 5 years (annualised) | +6.43% |
WTMF Annual Returns
Calendar-year total returns of WisdomTree Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +8.13% |
| 2025 | +12.61% |
| 2024 | +3.30% |
| 2023 | +16.17% |
| 2022 | −5.80% |
| 2021 | +9.00% |
| 2020 | +0.37% |
| 2019 (Sep–Dec) | −3.42% |
WTMF Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −0.7% | +4.4% | 0.0% | +2.8% | +1.5% | — | — | — | — | — | — | — |
| 2025 | +1.5% | −2.3% | −1.4% | +0.4% | +1.2% | +1.9% | +1.7% | +2.0% | +3.4% | +2.3% | +0.7% | +0.7% |
| 2024 | −0.2% | +4.3% | +3.0% | −2.6% | +0.5% | −1.3% | −0.1% | −1.4% | −0.8% | +0.7% | +2.8% | −1.5% |
| 2023 | +2.7% | −0.1% | +3.4% | +1.2% | +2.0% | +0.9% | +1.4% | −1.1% | +0.7% | −0.9% | +2.4% | +2.7% |
| 2022 | −1.6% | +1.7% | +1.7% | −1.3% | +0.7% | −2.1% | −0.5% | −0.2% | −0.9% | +1.3% | −2.5% | −2.2% |
| 2021 | +2.0% | +4.3% | −1.2% | +4.4% | +0.2% | +1.3% | −0.1% | +0.4% | −1.1% | +1.3% | −3.3% | +0.9% |
| 2020 | −3.9% | 0.0% | +1.7% | −1.3% | −1.8% | −0.5% | +1.3% | −0.5% | −0.8% | −0.5% | +2.7% | +4.1% |
| 2019 | — | — | — | — | — | — | — | — | −2.6% | −1.2% | −1.0% | +1.3% |
WTMF Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 6.20%
- 3-year Sharpe ratio: 0.90 (vs 4.5% risk-free rate)
- Best month: +4.41% (Feb 2026)
- Worst month: −2.56% (Apr 2024)
WTMF Fund Flows
Monthly money in and out of WisdomTree Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $46.8M
- 12-month gross sales (incl. reinvestments): $64.3M
- Sales ÷ redemptions: 3.69×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $8.2M | $0 | $8.2M |
| Apr 2026 | $4.0M | $0 | $4.0M |
| Mar 2026 | $4.0M | $3.9M | $64K |
| Feb 2026 | $1.9M | $1.9M | −$9K |
| Jan 2026 | $13.6M | $0 | $13.6M |
| Dec 2025 | $11.5M | $5.8M | $5.8M |
| Nov 2025 | $5.7M | $0 | $5.7M |
| Oct 2025 | $13.4M | $5.8M | $7.6M |
| Sep 2025 | $1.9M | $0 | $1.9M |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
| Jun 2025 | $0 | $0 | $0 |
WTMF Assets Under Management
Net assets of WisdomTree Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $235.13M |
| 2026-02-28 | $213.52M |
| 2025-11-30 | $187.23M |
| 2025-08-31 | $164.94M |
| 2025-05-31 | $156.11M |
| 2025-02-28 | $160.96M |
| 2024-11-30 | $184.86M |
| 2024-08-31 | $207.44M |
| 2024-05-31 | $196.71M |
| 2024-02-29 | $205.93M |
| 2023-11-30 | $151.41M |
| 2023-08-31 | $154.13M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.