WTMF

WisdomTree Managed Futures Strategy Fund

The WisdomTree Managed Futures Strategy Fund seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is managed using a quantitative, rules-based strategy and intends to invest in a combination of diversified futures contracts for commodities, equities, currencies and interest rates.


 

Why WTMF?

  • Gain access to commodities, equities, interest rates and currencies
  • Use as vehicle to seek asset class diversification and dynamic asset allocation strategies
  • Use as asset class with historical inflation hedging characteristics

 

Fund Overview

Profile
As of 09/17/2021
Expense Ratio 0.65%
CUSIP 97717W125
Total Assets (000) $148,497.81
Shares Outstanding 3,600,000
Distribution Yield 0.42%
SEC 30-day Yield -0.52%
Options Available* No
Inception Date 01/05/2011

Yields are historical, will fluctuate and are not guaranteed.

*Options are not suitable for all investors.

Trading Information
As of 09/17/2021
Lead Market Maker Susquehanna
NAV Symbol WTMF.NV
Shares Out. Symbol WTMF.SO

Net Asset Value

Net Asset Value
As of 09/17/2021
NAV $41.249
Change -$0.136
Change % -0.33%
Premium/Discount to NAV -0.17%

Closing Market Price

Closing Market Price
As of 09/17/2021
Closing Market Price $41.180
Change -$0.291
Change % -0.70%
Median Bid/Ask Spread (30-Day Avg.) 0.41%
Results are not indicative of future performance.

Total Returns

Total Returns
Month End Performance
(08/31/2021)
NAV Returns Market Price Returns
Cumulative
1 Month 0.44% 0.80%
3 Month 1.62% 2.04%
YTD 11.65% 12.05%
Since Inception* -11.22% -11.04%
Average Annual
1 Year 17.83% 18.31%
3 Year 2.59% 2.67%
5 Year 1.27% 1.37%
10 Year -1.13% -1.08%
Since Inception* -1.11% -1.09%
Total Returns
Quarter End Performance
(06/30/2021)
NAV Returns Market Price Returns
Cumulative
Since Inception* -11.48% -11.77%
Average Annual
1 Year 18.43% 18.32%
3 Year 3.10% 3.07%
5 Year 0.56% 0.50%
10 Year -1.28% -1.31%
Since Inception* -1.16% -1.19%

 

Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Performance data for the most recent month-end is available above.

WisdomTree shares are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Total Returns are calculated using the daily 4:00pm net asset value (NAV). Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times.

 

After Tax Returns

After Tax Returns
Month End Performance
(08/31/2021)
After Tax Held After Tax Sold
Cumulative
1 Month 0.44% 0.26%
3 Month 1.62% 0.96%
Since Inception* -13.53% -9.40%
Average Annual
1 Year 17.61% 10.54%
3 Year 1.81% 1.63%
5 Year 0.81% 0.77%
10 Year -1.39% -0.94%
Since Inception* -1.36% -0.92%
After Tax Returns
Quarter End Performance
(06/30/2021)
After Tax Held After Tax Sold
Cumulative
Since Inception* -13.78% -9.59%
Average Annual
1 Year 18.20% 10.89%
3 Year 2.32% 2.03%
5 Year 0.10% 0.22%
10 Year -1.54% -1.05%
Since Inception* -1.40% -0.96%

 

Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and principal value of an investment will fluctuate so that an investor's shares, when redeemed, may be worth more or less than their original cost. Performance data for the most recent month-end is available above.

WisdomTree shares are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Total Returns are calculated using the daily 4:00pm net asset value (NAV). Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times.

After-Tax Held Returns represent return on Fund shares after taxes on distributions and assumes Fund shares have not been sold. After-Tax Sold Returns represent returns on Fund shares after taxes on distributions and the sale of the Fund shares.

After-tax returns are calculated using the historical highest individual federal marginal income tax rates and do not reflect the impact of state and local taxes. Actual after-tax returns depend on the investor's individual tax rates and may differ from those shown.

In some cases the return after taxes may exceed the return before taxes due to an assumed tax benefit from any losses on a sale of fund shares at the end of the measurement period.

 

Premium/Discount i
The above chart presents information about the difference between the daily market price for shares of the Fund and the Fund's net asset value. The market price is determined using the midpoint between the highest bid and the lowest offer on the listing exchange, as of the time that the Fund's NAV is calculated (usually 4:00 p.m. eastern time for most Funds). The vertical axis of the chart shows the premium or discount expressed as a percentage of mid-point.

The horizontal axis indicates the number of trading days in the period covered by the chart. Each bar in the chart shows the number of trading days in which the Fund traded within the premium/discount range indicated. IMPORTANT NOTE: The horizontal bar for ≥ 0.0 up to 0.5 includes the days that the Fund’s market price matched its NAV (that is, there was no premium or discount so the "premium/discount" percentage equaled zero.)

Asset Classification

As of 09/17/2021
Asset Group Asset Group Weight
Commodities 47.61%
Energy 14.90%
Grains 7.05%
Industrial Metals 14.32%
LiveStock 6.87%
Precious Metals 2.14%
Softs 2.32%
Financials 20.89%
Currencies 12.59%
US Rates 8.30%
Cash & Collateral 100.00%
Cash 25.35%
Treasuries 74.65%
Index Future 49.27%
Equity Index 49.27%

Holdings

As of 09/17/2021
*Holdings are subject to change without notice.

Recent Distributions

Recent Distributions

This information must be preceded or accompanied by a prospectus, click here to view or download prospectus. We advise you to consider the fund's objectives, risks, charges and expenses carefully before investing. The prospectus contains this and other important information about the fund. Please read the prospectus carefully before you invest.

There are risks associated with investing including possible loss of principal. An investment in this Fund is speculative, involves a substantial degree of risk, and should not constitute an investor's entire portfolio. One of the risks associated with the Fund is the complexity of the different factors which contribute to the Fund's performance. These factors include use of commodity futures contracts. Derivatives can be volatile and may be less liquid than other securities and more sensitive to the effects of varied economic conditions. The value of the shares of the Fund relate directly to the value of the futures contracts and other assets held by the Fund and any fluctuation in the value of these assets could adversely affect an investment in the Fund’s shares. Please read the Fund's prospectus for specific details regarding the Fund's risk profile.

  • Weighted Average Coupon - The mean of the coupon rate of the underlying bonds in a portfolio.
  • Fund Distribution Yield - Fund Distribution Yield is calculated by annualizing the most recent Fund distribution and dividing by the current Fund NAV. The yield represents a single distribution from the Fund and does not represent the total returns of the Fund.
  • SEC 30–day Yield - The yield figure reflects the dividends and interest earned during the period, after the deduction of the fund's expenses. This is also referred to as the "standardized yield."

WisdomTree Funds are distributed by Foreside Fund Services, LLC in the U.S. only.

Neither WisdomTree Investments, Inc., nor its affiliates, nor Foreside Fund Services, LLC, or its affiliates provide tax advice. All references to tax matters or information provided on this site are for illustrative purposes only and should not be considered tax advice and cannot be used for the purpose of avoiding tax penalties. Investors seeking tax advice should consult an independent tax advisor.