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Trending ETFs

Name

As of 03/27/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$37.40

$206 M

0.91%

$0.34

0.65%

Vitals

YTD Return

6.6%

1 yr return

18.7%

3 Yr Avg Return

6.5%

5 Yr Avg Return

4.4%

Net Assets

$206 M

Holdings in Top 10

94.7%

52 WEEK LOW AND HIGH

$37.4
$33.23
$37.40

Expenses

OPERATING FEES

Expense Ratio 0.65%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 25.00%

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund


Name

As of 03/27/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

$37.40

$206 M

0.91%

$0.34

0.65%

WTMF - Profile

Distributions

  • YTD Total Return 6.6%
  • 3 Yr Annualized Total Return 6.5%
  • 5 Yr Annualized Total Return 4.4%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -0.60%
DIVIDENDS
  • Dividend Yield 0.9%
  • Dividend Distribution Frequency Annual

Fund Details

  • Legal Name
    WisdomTree Managed Futures Strategy Fund
  • Fund Family Name
    WisdomTree Trust
  • Inception Date
    Jan 05, 2011
  • Shares Outstanding
    4050000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    James Stavena

Fund Description

B. WisdomTree Managed Futures Strategy Fund

As of the Effective Date, the third and seventh full paragraphs under the heading “Principal Investment Strategies of the Fund” in the Fund’s Prospectuses is hereby deleted in their entirety and replaced with the paragraphs below.

In addition to commodity futures contracts, the Fund may invest up to 10% of its net assets in any combination of shares of one or more exchange-traded products that primarily hold bitcoin (each, a “bitcoin ETP” and collectively, “bitcoin ETPs”) and bitcoin futures contracts. As noted above, the model that evaluates momentum signals specific to each commodity sector is used to determine whether the Fund should take a long position in bitcoin ETPs and/or bitcoin futures contracts. The Fund will invest only in cash-settled bitcoin futures traded on the Chicago Mercantile Exchange, which is a futures exchange registered with the Commodity Futures Trading Commission, and shares of bitcoin ETPs listed on a U.S. national securities exchange. The Fund may invest in the WisdomTree Bitcoin Fund (BTCW), a bitcoin ETP sponsored by an affiliate of the Adviser. Bitcoin is a digital asset (i.e., a cryptocurrency) whose ownership and behavior are determined by participants in an online, peer-to-peer network that connects computers that run publicly accessible, or “open source,” software that follows the rules and procedures governing the Bitcoin network. For ease of reference, disclosure related to commodities and commodity-linked derivatives in this Prospectus is intended to also apply to the Fund’s indirect investments in bitcoin, bitcoin ETPs, and bitcoin futures. The Fund will not invest in bitcoin directly.

*       *       *

The Fund invests substantially all of its assets in a combination of commodity, currency, and equity-linked investments, U.S. government securities and money market instruments. With the exception of any investments in bitcoin ETPs, the Fund’s commodity and currency-linked investments generally are limited to investments in listed futures contracts, forward currency contracts, and swap transactions that provide exposure to commodity and non-U.S. currency returns. The Fund will invest in listed equity and U.S. Treasury futures and also may invest directly in U.S. Treasury notes and bonds. The Fund also may enter into repurchase agreements with counterparties that are deemed to present acceptable credit risks. The Fund also may invest in structured notes based on commodities. The Fund does not invest in physical commodities directly.

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WTMF - Performance

Return Ranking - Trailing

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
YTD 6.6% -7.4% 14.6% 12.77%
1 Yr 18.7% -16.1% 36.5% 39.78%
3 Yr 6.5%* -7.9% 13.3% 55.06%
5 Yr 4.4%* -5.3% 10.0% 69.88%
10 Yr 2.0%* -2.4% 4.3% 89.29%

* Annualized

Return Ranking - Calendar

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
2023 11.2% -16.4% 12.9% 60.22%
2022 -11.0% -9.3% 17.5% 72.83%
2021 -4.5% -25.8% 2.2% 26.74%
2020 0.0% -5.1% 21.0% 93.42%
2019 -4.3% -20.3% 4.6% 29.58%

Total Return Ranking - Trailing

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
YTD 6.6% -7.4% 14.6% 13.83%
1 Yr 18.7% -20.3% 36.5% 35.48%
3 Yr 6.5%* -9.0% 11.1% 51.69%
5 Yr 4.4%* -5.7% 8.7% 68.67%
10 Yr 2.0%* -2.4% 4.3% 85.71%

* Annualized

Total Return Ranking - Calendar

Period WTMF Return Category Return Low Category Return High Rank in Category (%)
2023 16.7% -16.4% 12.9% 60.22%
2022 -6.5% -9.3% 17.5% 72.83%
2021 9.5% -20.3% 2.5% 27.91%
2020 0.5% -5.1% 21.0% 94.74%
2019 -2.7% -20.3% 6.7% 29.58%

WTMF - Holdings

Concentration Analysis

WTMF Category Low Category High WTMF % Rank
Net Assets 206 M 2.12 M 1.74 B 55.32%
Number of Holdings 28 3 876 90.43%
Net Assets in Top 10 143 M -100 M 2.04 B 42.55%
Weighting of Top 10 94.70% 20.3% 94.0% 40.38%

Top 10 Holdings

  1. United States Treasury Bill 58.99%
  2. United States Treasury Bill 17.14%
  3. United States Treasury Bill 13.10%
  4. WisdomTree Floating Rate Treasury Fund 4.50%
  5. LME NICKEL FUTURE DEC23 0.25%
  6. CATTLE FEEDER FUT JAN24 0.23%
  7. LME TIN FUTURE DEC23 0.14%
  8. EURO STOXX 50 DEC23 0.13%
  9. LEAN HOGS FUTURE DEC23 0.11%
  10. NY HARB ULSD FUT JAN24 0.10%

Asset Allocation

Weighting Return Low Return High WTMF % Rank
Bonds
89.24% -50.36% 717.59% 87.23%
Cash
5.76% -687.11% 117.03% 18.09%
Stocks
4.50% -1.78% 72.26% 79.79%
Other
0.50% 0.00% 58.63% 39.36%
Preferred Stocks
0.00% 0.00% 0.13% 21.28%
Convertible Bonds
0.00% 0.00% 2.27% 37.23%

Stock Sector Breakdown

Weighting Return Low Return High WTMF % Rank
Utilities
0.00% 0.00% 4.63% N/A
Technology
0.00% 0.00% 45.08% N/A
Real Estate
0.00% 0.27% 99.97% N/A
Industrials
0.00% 0.00% 17.73% N/A
Healthcare
0.00% 0.00% 16.51% N/A
Financial Services
0.00% 0.00% 30.46% N/A
Energy
0.00% 0.00% 6.41% N/A
Communication Services
0.00% 0.03% 20.13% N/A
Consumer Defense
0.00% 0.00% 14.38% N/A
Consumer Cyclical
0.00% 0.00% 21.37% N/A
Basic Materials
0.00% 0.00% 12.01% N/A

Stock Geographic Breakdown

Weighting Return Low Return High WTMF % Rank
US
4.50% -5.85% 56.89% 62.77%
Non US
0.00% 0.00% 40.59% 72.34%

Bond Sector Breakdown

Weighting Return Low Return High WTMF % Rank
Government
82.14% 0.00% 82.10% 76.60%
Derivative
0.50% 0.00% 63.99% 46.81%
Cash & Equivalents
0.00% 1.07% 100.00% 14.89%
Securitized
0.00% 0.00% 64.73% 37.23%
Corporate
0.00% 0.00% 31.20% 42.55%
Municipal
0.00% 0.00% 6.83% 28.72%

Bond Geographic Breakdown

Weighting Return Low Return High WTMF % Rank
US
89.24% -169.44% 233.08% 84.04%
Non US
0.00% -77.11% 655.95% 58.51%

WTMF - Expenses

Operational Fees

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.65% 0.75% 12.88% 97.85%
Management Fee 0.65% 0.65% 2.99% 1.06%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.09% 0.45% N/A

Sales Fees

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.50% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 1.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

WTMF Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 25.00% 0.00% 198.00% 75.71%

WTMF - Distributions

Dividend Yield Analysis

WTMF Category Low Category High WTMF % Rank
Dividend Yield 0.91% 0.00% 0.00% 14.89%

Dividend Distribution Analysis

WTMF Category Low Category High Category Mod
Dividend Distribution Frequency Annual Annually Quarterly Annually

Net Income Ratio Analysis

WTMF Category Low Category High WTMF % Rank
Net Income Ratio -0.60% -3.14% 1.55% 16.13%

Capital Gain Distribution Analysis

WTMF Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Annually Annually Annually

Distributions History

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WTMF - Fund Manager Analysis

Managers

James Stavena


Start Date

Tenure

Tenure Rank

Jan 05, 2011

11.41

11.4%

James is a member of Newton’s asset allocation portfolio management team. Since joining in 1998, James has been the lead portfolio manager for the Dynamic US Equity (DUSE) strategy. In his current role, James also manages a team of portfolio managers responsible for the implementation of global multi-asset, custom rules-based, and options-based strategies. James is a key contributor to the development, refinement and risk management of all asset allocation investment strategies and signals. Drawing from his extensive experience, he focuses on the use of derivatives in quantitative investment strategies, as well as 1940 Act and UCITS III implementations of multi-asset strategies. James joined Newton in September 2021, following the integration of Mellon Investments Corporation’s equity and multi-asset capabilities into the Newton Investment Management Group. Before joining Newton, was a portfolio manager and senior portfolio manager at Mellon Investments Corporation and Mellon Capital (both BNY Mellon group companies). Earlier in his career, James was a currency options trader with both Credit Suisse First Boston and HSBC in New York and London, respectively. James has an MBA from Rice University.

Vassilis Dagioglu


Start Date

Tenure

Tenure Rank

Jan 05, 2011

11.41

11.4%

Vassilis is the head of portfolio management for multi-asset solutions. In his current role, he oversees the portfolio management team responsible for global multi-asset strategies including Dynamic Total Return, Dynamic Equity, Dynamic Growth, Active Commodities and SmartPath Target Date Funds. Vassilis and his team leverage their long experience in designing and implementing systematic multi-asset products and tailored solutions to help clients achieve a variety of investment objectives. Vassilis joined Newton in September 2021, following the integration of Mellon Investments Corporation’s equity and multi-asset capabilities into the Newton Investment Management Group. Before joining Newton, Vassilis was the head of portfolio management for multi-asset solutions, a senior portfolio manager and portfolio manager at Mellon Investments Corporation and Mellon Capital (both BNY Mellon group companies). Prior to joining BNY Mellon, Vassilis designed and implemented financial information systems and consulted on enterprise-information application development at IBM Global Services and Sybase. Vassilis has a BS in Computer Science from the University of Athens and an MBA in Finance from the University of California at Berkeley.

Torrey Zaches


Start Date

Tenure

Tenure Rank

Sep 30, 2021

0.67

0.7%

Torrey is a member of Newton’s asset allocation portfolio management team. In his current role, Torrey is responsible for overseeing a team of portfolio managers covering multi-asset strategies, with a focus on global total return and tail-risk hedging portfolios. Torrey is responsible for the implementation of these strategies, including strategy refinements, risk management and portfolio management efficiencies. Torrey joined Newton in September 2021, following the integration of Mellon Investments Corporation’s equity and multi-asset capabilities into the Newton Investment Management Group. Before joining Newton, Torrey was a portfolio manager and senior portfolio manager at Mellon Investments Corporation and Mellon Capitol (both BNY Mellon group companies). Prior to joining BNY Mellon, Torrey worked at Mercer Global Advisors providing global asset allocation investment solutions to small businesses and high net worth clients. Torrey has a BA in Economics from the University of California at Santa Barbara and an MBA from the University of Southern California. He received his CFA designation in 1997 and is a member of the CFA Institute.

Dimitri Curtil


Start Date

Tenure

Tenure Rank

Sep 30, 2021

0.67

0.7%

Dimitri is Newton’s global head of multi-asset solutions. In addition to overseeing the team of portfolio managers and researchers responsible for the firm’s systematic multi-asset strategies, Dimitri also leads the development and enhancement of the research underpinning the firm’s multi-asset strategies. Dimitri’s specific areas of research include absolute return and total return strategies as well as risk parity, alternative risk premia and tail-risk hedging solutions. Dimitri joined Newton in September 2021, following the integration of Mellon Investments Corporation’s equity and multi-asset capabilities into the Newton Investment Management Group. Before joining Newton, Dimitri was chief investment officer and head of multi-asset strategies, head of asset allocation research, a senior research analyst and research analyst at Mellon Investments Corporation and Mellon Capital (both BNY Mellon group companies). Prior to joining BNY Mellon, he worked as a computational systems engineer at Lawrence Berkeley National Lab. Dimitri has an MS in Computer Science from Imperial College in London and an MSc in Mechanical Engineering from Zurich Federal Institute of Technology.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.16 14.09 5.41 5.06