Rebuilt every trading night. Figures as of .
Managed futures ETFs, against the S&P 500
24 managed futures funds. Follows price trends in futures on stocks, bonds, currencies and commodities, and can bet on falls as well as rises. Each is measured by how closely it moved with the S&P 500 over the last year and what it did in the weeks the index fell.
| Ticker | Fund | Issuer | Strategy | Correlation | Beta | Down-week capture, % | Against T-bills, pts | Diversifier Score |
|---|---|---|---|---|---|---|---|---|
| CTA | Simplify Managed Futures Strategy ETF | Simplify | Managed futures | −0.26 | −0.47 | −78.5 | +10.1 | 95.3 |
| KMLM | KraneShares Mount Lucas Managed Futures Index | KraneShares | Managed futures | −0.24 | −0.22 | −60.3 | +16.1 | 93.7 |
| FFUT | Fidelity Managed Futures ETF | Fidelity | Managed futures | −0.04 | −0.03 | −32.3 | +23.4 | 90.5 |
| FMF | First Trust Managed Futures Strategy Fund | First Trust | Managed futures | +0.18 | +0.12 | −16.2 | +11.7 | 81.8 |
| IMF | Invesco Managed Futures Strategy ETF | Invesco | Managed futures | +0.22 | +0.12 | −22.7 | +19.4 | 81 |
| DBMF | iMGP DBi Managed Futures Strategy ETF | iMGP | Managed futures | +0.26 | +0.20 | −16.8 | +21.7 | 78.5 |
| MFUT | Cambria Chesapeake Pure Trend ETF | Cambria | Managed futures | +0.29 | +0.28 | −15.9 | +27.5 | 76.2 |
| ISMF | iShares Managed Futures Active ETF | iShares | Managed futures | +0.32 | +0.18 | −7.8 | +14.3 | 71.5 |
| HFMF | Unlimited HFMF Managed Futures ETF | Unlimited | Managed futures | +0.20 | +0.24 | 12.7 | +5.0 | 69.1 |
| ASMF | Virtus AlphaSimplex Managed Futures ETF | Virtus | Managed futures | +0.34 | +0.24 | 7.5 | +12.9 | 65.5 |
| AHLT | AHL Trend ETF | American Beacon | Managed futures | +0.40 | +0.42 | 8.0 | +27.9 | 60.4 |
| RSBT | Return Stacked Bonds & Managed Futures ETF | Return Stacked | Managed futures | +0.39 | +0.34 | 9.2 | +14.4 | 60.3 |
| BTRN | Global X Bitcoin Trend Strategy ETF | Global X | Managed futures | +0.21 | +0.31 | 51.2 | −15.8 | 53.1 |
| WTMF | WisdomTree Managed Futures Strategy Fund | WisdomTree | Managed futures | +0.54 | +0.33 | 15.2 | +11.3 | 53.1 |
| TFPN | Blueprint Chesapeake Multi-Asset Trend ETF | Blueprint | Managed futures | +0.46 | +0.49 | 25.7 | +18.9 | 52.4 |
| HOLD | Harbor Alpha Layering ETF | Harbor | Managed futures | +0.57 | +0.60 | 39.5 | +10.2 | 44 |
| PRAE | PlanRock Equity Plus Alternatives ETF | PlanRock | Managed futures | +0.75 | +0.78 | 66.7 | +14.7 | 30.9 |
| RSST | Return Stacked U.S. Stocks & Managed Futures E | Return Stacked | Managed futures | +0.87 | +1.30 | 106.4 | +32.3 | 13.9 |
Diversifier Score is the last column: where each fund sits among the 63 it can honestly be compared with, on the one question this category exists to answer. Ranked by it · How it is computed
Less than a year of prices
Correlation, beta and down-week capture need a year of weekly returns, so these funds are listed with what they have returned since they listed, against the S&P 500 over the same days.
| Ticker | Fund | Issuer | Strategy | Listed | Total return since | S&P 500 since | Difference |
|---|---|---|---|---|---|---|---|
| CTAP | Simplify US Equity PLUS Managed Futures Strate | Simplify | Managed futures | Dec 9, 2025 | +25.3% | +12.7% | +12.6 pts |
| HXF | Mast HedgeIndex Managed Futures Strategy ETF | Mast | Managed futures | Sep 1, 2026 | +1.8% | +0.2% | +1.6 pts |
| JPFP | JPMorgan Managed Futures Plus ETF | JPMorgan | Managed futures | May 28, 2026 | +3.7% | +1.4% | +2.2 pts |
| MATE | Man Active Trend Enhanced ETF | Man Group | Managed futures | Dec 17, 2025 | +28.2% | +14.7% | +13.5 pts |
| RSIT | Return Stacked International Stocks & Managed | Return Stacked | Managed futures | May 6, 2026 | +4.0% | +4.3% | −0.3 pts |
| SDMF | Simplify DBi CTA Managed Futures Index ETF | Simplify | Managed futures | Feb 19, 2026 | +6.3% | +12.2% | −5.8 pts |
Where to next
Cite this page. ETFIQ, Managed futures ETFs against the S&P 500, data as of Sep 18, 2026. https://etfiq.com/alternatives/managed-futures/ Free to use with attribution; the underlying files are at Open data.