Key stats
About WisdomTree Managed Futures Strategy Fund
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Inception date
Jan 5, 2011
Structure
Open-Ended Fund
Replication method
Synthetic
Dividend treatment
Distributes
Distribution tax treatment
Ordinary income
Income tax type
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Primary advisor
WisdomTree Asset Management, Inc.
Distributor
Foreside Fund Services LLC
ISIN
US97717W1255
WTMF seeks positive, uncorrelated returns using long and short positions in commodity, currency, and Treasury futures. The ETF does not explicitly track an index, but nonetheless, aims to provide the returns of a WisdomTree benchmark index. The index selects from 24 diversified, near-month futures contracts. At each monthly rebalance, the four most volatile contracts are screened out while the rest are assigned equal weight. Long and short positions are determined by the contracts' 3-, 6-, and 12-month momentum signals. If there is a conflict between the three signals, the majority will determine the direction and the position will be reduced, one-third will be replaced with short-term Treasurys. The index will not take short positions in energy futures. Overall, the strategy favors clear momentum trends without excessive volatility. Prior to July 1 2016, the fund traded under the ticker WDTI and aimed to emulate the DTI, a well-known managed futures index.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Government
Mutual fund
Bonds, Cash & Other100.00%
Government67.16%
Mutual fund21.48%
Cash5.03%
ETF4.40%
Miscellaneous1.93%
Top 10 holdings
Dividends
Dividend payout history
Assets under management (AUM)
Fund Flows
Frequently Asked Questions
WTMF last dividends amounted to 0.43 USD. Six months before that, the issuer paid 0.82 USD in dividends, which shows a 88.28% decrease.
WTMF assets under management is 164.94 M USD. It's risen 2.80% over the last month.
WTMF fund flows account for −45.13 M USD (1 year). Many traders use this metric to get insight into investors' sentiment and evaluate whether it's time to buy or sell the fund.
Yes, WTMF pays dividends to its holders with the dividend yield of 3.39%. The last dividend (Dec 30, 2024) amounted to 0.43 USD. The dividends are paid semi-annually.
WTMF shares are issued by WisdomTree, Inc. under the brand WisdomTree. The ETF was launched on Jan 5, 2011, and its management style is Active.
WTMF expense ratio is 0.65% meaning you'd have to pay 0.65% of your investment to help manage the fund.
WTMF follows the No Underlying Index. ETFs usually track some benchmark seeking to replicate its performance and guide asset selection and objectives.
WTMF invests in bonds.
WTMF price has risen by 3.35% over the last month, and its yearly performance shows a 2.92% increase. See more dynamics on WTMF price chart.
NAV returns, another gauge of an ETF dynamics, have risen by 3.33% over the last month, showed a 5.87% increase in three-month performance and has increased by 4.25% in a year.
NAV returns, another gauge of an ETF dynamics, have risen by 3.33% over the last month, showed a 5.87% increase in three-month performance and has increased by 4.25% in a year.
WTMF trades at a premium (0.04%) meaning the ETF is trading at a higher price than the calculated NAV.