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Trending ETFs

WisdomTree Managed Futures Strategy Fund

Active ETF
WDTI
Payout Change
None
Price as of:
$ -0.39 -0.93%
primary theme
N/A
WDTI (ETF)

WisdomTree Managed Futures Strategy Fund

Payout Change
None
Price as of:
$ -0.39 -0.93%
primary theme
N/A
WDTI (ETF)

WisdomTree Managed Futures Strategy Fund

Payout Change
None
Price as of:
$ -0.39 -0.93%
primary theme
N/A

Name

As of

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

-

$145 M

0.00%

0.65%

Vitals

YTD Return

-2.0%

1 yr return

0.4%

3 Yr Avg Return

3.1%

5 Yr Avg Return

1.9%

Net Assets

$145 M

Holdings in Top 10

N/A

52 WEEK LOW AND HIGH

$35.1
$34.12
$41.70

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

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

-

$145 M

0.00%

0.65%

WDTI - Profile

Distributions

  • YTD Total Return -1.5%
  • 3 Yr Annualized Total Return 3.1%
  • 5 Yr Annualized Total Return 1.9%
  • Capital Gain Distribution Frequency Annually
  • Net Income Ratio -0.60%
DIVIDENDS
  • Dividend Yield 0.0%
  • Dividend Distribution Frequency Annually

Fund Details

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

Fund Description


WDTI - Performance

Return Ranking - Trailing

Period WDTI Return Category Return Low Category Return High Rank in Category (%)
YTD -2.0% -7.4% 14.6% 13.83%
1 Yr 0.4% -16.1% 36.5% 40.86%
3 Yr 3.1%* -7.9% 13.3% 56.18%
5 Yr 1.9%* -5.3% 10.0% 71.08%
10 Yr 0.4%* -2.4% 4.3% 92.86%

* Annualized

Return Ranking - Calendar

Period WDTI Return Category Return Low Category Return High Rank in Category (%)
2023 -4.4% -16.4% 12.9% 61.29%
2022 0.0% -9.3% 17.5% 73.91%
2021 -4.3% -25.8% 2.2% 27.91%
2020 -3.2% -5.1% 21.0% 94.74%
2019 -3.4% -20.3% 4.6% 30.99%

Total Return Ranking - Trailing

Period WDTI Return Category Return Low Category Return High Rank in Category (%)
YTD -1.5% -7.4% 14.6% 14.89%
1 Yr 0.4% -20.3% 36.5% 36.56%
3 Yr 3.1%* -9.0% 11.1% 52.81%
5 Yr 1.9%* -5.7% 8.7% 69.88%
10 Yr 0.4%* -2.4% 4.3% 89.29%

* Annualized

Total Return Ranking - Calendar

Period WDTI Return Category Return Low Category Return High Rank in Category (%)
2023 -4.5% -16.4% 12.9% 61.29%
2022 0.0% -9.3% 17.5% 73.91%
2021 -4.3% -20.3% 2.5% 29.07%
2020 -3.2% -5.1% 21.0% 96.05%
2019 -3.4% -20.3% 6.7% 30.99%

WDTI - Holdings

Concentration Analysis

WDTI Category Low Category High WDTI % Rank
Net Assets 145 M 2.12 M 1.74 B 56.38%
Number of Holdings 7 3 876 91.49%
Net Assets in Top 10 82.2 M -100 M 2.04 B 43.62%
Weighting of Top 10 N/A 20.3% 94.0% 42.31%

Top 10 Holdings

  1. United States Treasury Bills 0.01% 87.65%
  2. United States Treasury Bills 0.01% 82.46%
  3. United States Treasury Bills 0.01% 78.98%
  4. United States Treasury Bills 0.01% 64.91%
  5. United States Treasury Bills 0.01% 52.05%
  6. United States Treasury Bills 0.01% 50.19%
  7. United States Treasury Bills 0.01% 49.14%
  8. United States Treasury Bills 0.01% 48.11%
  9. United States Treasury Bills 0.01% 42.56%
  10. Wt Cayman Managed Futures Mutual Funds 26.45%

Asset Allocation

Weighting Return Low Return High WDTI % Rank
Bonds
52.92% -50.36% 717.59% 88.30%
Other
26.45% 0.00% 58.63% 40.43%
Cash
20.63% -687.11% 117.03% 19.15%
Stocks
0.00% -1.78% 72.26% 82.98%
Preferred Stocks
0.00% 0.00% 0.13% 24.47%
Convertible Bonds
0.00% 0.00% 2.27% 40.43%

Bond Sector Breakdown

Weighting Return Low Return High WDTI % Rank
Government
82.14% 0.00% 82.10% 77.66%
Derivative
17.86% 0.00% 63.99% 47.87%
Cash & Equivalents
0.00% 1.07% 100.00% 15.96%
Securitized
0.00% 0.00% 64.73% 40.43%
Corporate
0.00% 0.00% 31.20% 44.68%
Municipal
0.00% 0.00% 6.83% 30.85%

Bond Geographic Breakdown

Weighting Return Low Return High WDTI % Rank
US
52.92% -169.44% 233.08% 85.11%
Non US
0.00% -77.11% 655.95% 61.70%

WDTI - Expenses

Operational Fees

WDTI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.65% 0.75% 12.88% 98.92%
Management Fee 0.65% 0.65% 2.99% 2.13%
12b-1 Fee N/A 0.00% 1.00% N/A
Administrative Fee N/A 0.09% 0.45% N/A

Sales Fees

WDTI 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

WDTI 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.

WDTI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 25.00% 0.00% 198.00% 77.14%

WDTI - Distributions

Dividend Yield Analysis

WDTI Category Low Category High WDTI % Rank
Dividend Yield 0.00% 0.00% 0.00% 18.09%

Dividend Distribution Analysis

WDTI Category Low Category High Category Mod
Dividend Distribution Frequency Annually Annually Quarterly Annually

Net Income Ratio Analysis

WDTI Category Low Category High WDTI % Rank
Net Income Ratio -0.60% -3.14% 1.55% 17.20%

Capital Gain Distribution Analysis

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

Distributions History

View More +

WDTI - 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