Rebuilt every trading night. Data as of Nov 4, 2026.
Alternatives ETFs · 23 funds
Managed futures ETFs, against the S&P 500
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See how managed futures funds move against the S&P 500. 23 funds. Updated Nov 4, 2026.
IQ · Nov 4, 2026More about this list
Follows price trends in futures on stocks, bonds, currencies and commodities, and can bet on falls as well as rises.
17 managed futures funds with a full year of weekly prices to Nov 4, 2026, highest Stock Diversification Score first. Source: weekly closes from Tiingo, ETFIQ calculation.
Net assets
Points (pts) are percentage points.
IQ Alternatives Score
How much it diversifies a stock portfolio, ranked against its own set, 22 equity hedged alternatives ETFs with a full year and 17 systematic trend alternatives ETFs with a full year. 100 is best. How it is computed
| Ticker | Fund | Stock Diversification Score ↓ | Issuer | Strategy | Correlation | Net assets | Net assets as of | Fee | Total return 1M | Total return 3M | Total return YTD | Total return 1Y | Total return 3Y | Total return since launch | Beta | Down-week capture, % | Against T-bills, pts |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CTA | Simplify Managed Futures Strategy ETF | 94.2 | Simplify | Managed futures | −0.14 | $1.3bn | Nov 3, 2026 | 0.86% | −6.9% | +6.2% | +2.8% | +4.6% | +22.3% | +37.8% | −0.30 | 5.3 | 0.0 |
| KMLM | KraneShares Mount Lucas Managed Futures Index | 94.2 | KraneShares | Managed futures | −0.12 | $586m | Nov 4, 2026 | 0.90% | −6.6% | +3.0% | +12.6% | +16.5% | −0.7% | +49.0% | −0.12 | −16.3 | +12.9 |
| FMF | First Trust Managed Futures Strategy Fund | 82.3 | First Trust | Managed futures | +0.16 | $298m | Nov 3, 2026 | 0.98% | −2.8% | +1.8% | +9.2% | +11.1% | +20.3% | +28.7% | +0.11 | 9.9 | +6.9 |
| FFUT | Fidelity Managed Futures ETF | 79.4 | Fidelity | Managed futures | +0.09 | $394m | Sep 30, 2026 | 0.80% | −5.7% | +0.9% | +13.1% | +17.2% | – | +22.4% since Jun 2025 | +0.08 | 13.6 | +13.4 |
| IMF | Invesco Managed Futures Strategy ETF | 70.6 | Invesco | Managed futures | +0.38 | $304m | Nov 3, 2026 | 0.65% | −3.1% | +0.4% | +13.3% | +20.1% | – | +4.3% since Mar 2025 | +0.24 | 13.0 | +15.6 |
| DBMF | iMGP DBi Managed Futures Strategy ETF | 67.6 | iMGP | Managed futures | +0.26 | $5.2bn | Nov 3, 2026 | 0.85% | −5.0% | +3.0% | +13.7% | +18.5% | +31.9% | +92.9% | +0.23 | 32.9 | +14.3 |
| HFMF | Unlimited HFMF Managed Futures ETF | 58.8 | Unlimited | Managed futures | +0.18 | $25m | Aug 31, 2026 | 0.97% | −2.8% | +2.6% | +5.1% | +8.0% | – | +11.8% since Jul 2025 | +0.24 | 56.2 | +4.6 |
| ASMF | Virtus AlphaSimplex Managed Futures ETF | 53 | Virtus | Managed futures | +0.40 | $30m | Jul 31, 2026 | 0.80% | −5.2% | +2.5% | +9.3% | +13.2% | – | +6.6% since May 2024 | +0.32 | 45.9 | +9.2 |
| ISMF | iShares Managed Futures Active ETF | 50 | iShares | Managed futures | +0.48 | $37m | Nov 3, 2026 | 0.80% | −4.4% | −0.7% | +5.7% | +10.9% | – | +17.9% since Mar 2025 | +0.31 | 35.9 | +6.8 |
| WTMF | WisdomTree Managed Futures Strategy Fund | 44.1 | WisdomTree | Managed futures | +0.62 | $261m | Aug 31, 2026 | 0.66% | −1.6% | +1.6% | +10.4% | +12.7% | +33.3% | +21.0% | +0.38 | 34.4 | +8.1 |
| AHLT | AHL Trend ETF | 41.2 | American Beacon | Managed futures | +0.47 | $131m | Jul 31, 2026 | 0.96% | −8.2% | +2.3% | +10.3% | +19.3% | +22.1% | +22.2% | +0.58 | 81.7 | +14.7 |
| RSBT | Return Stacked Bonds & Managed Futures ETF | 38.2 | Return Stacked | Managed futures | +0.52 | $135m | Jul 31, 2026 | 1.01% | −3.3% | +1.0% | +5.1% | +7.9% | +15.2% | −0.8% | +0.52 | 74.4 | +4.4 |
| MFUT | Cambria Chesapeake Pure Trend ETF | 29.4 | Cambria | Managed futures | +0.54 | $39m | Jun 30, 2026 | 0.89% | −5.1% | −2.0% | +15.6% | +22.8% | – | −5.4% since May 2024 | +0.74 | 89.9 | +19.1 |
| HOLD | Harbor Alpha Layering ETF | 17.6 | Harbor | Managed futures | +0.66 | $3.9m | Nov 4, 2026 | 0.70% | −6.9% | −3.1% | +1.6% | +0.8% | – | +10.3% since Aug 2025 | +0.81 | 120.5 | −3.3 |
| PRAE | PlanRock Equity Plus Alternatives ETF | 14.7 | PlanRock | Managed futures | +0.79 | $12m | Jun 30, 2026 | 1.49% | −4.3% | +0.2% | +10.8% | +13.3% | – | +37.5% since Dec 2023 | +0.95 | 120.0 | +9.5 |
| TFPN | Blueprint Chesapeake Multi-Asset Trend ETF | 11.8 | Blueprint | Managed futures | +0.75 | $170m | Jun 30, 2026 | 1.13% | −4.3% | −3.4% | +12.5% | +14.2% | +18.6% | +17.8% | +1.00 | 123.6 | +10.8 |
| RSST | Return Stacked U.S. Stocks & Managed Futures E | 2.9 | Return Stacked | Managed futures | +0.85 | $480m | Jul 31, 2026 | 0.99% | −6.9% | +0.9% | +18.6% | +23.3% | +80.1% | +71.0% | +1.45 | 164.8 | +18.9 |
17 funds, sorted by stock diversification score. Stock Diversification Score is the column after Fund. Ranked by it · How it is computed – means no data for this window.CSV
More about this table
It ranks each fund within its own set: 22 equity hedged alternatives ETFs with a full year (4.5 to 95.5) and 17 systematic trend alternatives ETFs with a full year (2.9 to 94.2).
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 first traded, against the S&P 500 over the same days.
Net assets
| Ticker | Fund | Issuer | Strategy | Net assets | Net assets as of | Fee | Total return 1M | Total return 3M | Total return YTD | Total return 1Y | Total return 3Y | Total return since launch | First traded | S&P 500 since |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CTAP | Simplify US Equity PLUS Managed Futures Strate | Simplify | Managed futures | $158m | Nov 3, 2026 | 0.13% | −8.5% | +3.3% | +9.7% | – | – | +12.4% since Dec 2025 | Dec 9, 2025 | +13.5% |
| HXF | Mast HedgeIndex Managed Futures Strategy ETF | Mast Investments | Managed futures | not read by ETFIQ | – | 0.80% | −5.9% | – | – | – | – | −2.3% since Sep 2026 | Sep 1, 2026 | +0.9% |
| JPFP | JPMorgan Managed Futures Plus ETF | JPMorgan | Managed futures | $149m | Nov 3, 2026 | 0.59% | −6.2% | −1.9% | – | – | – | −0.6% since May 2026 | May 28, 2026 | +2.1% |
| MATE | Man Active Trend Enhanced ETF | Man Group | Managed futures | $40m | Aug 31, 2026 | 0.97% | −7.2% | −0.3% | +19.2% | – | – | +24.3% since Dec 2025 | Dec 17, 2025 | +15.4% |
| RSIT | Return Stacked International Stocks & Managed | Return Stacked | Managed futures | $63m | Jul 31, 2026 | 0.98% | −5.6% | −0.2% | – | – | – | −0.7% since May 2026 | May 6, 2026 | +5.0% |
| SDMF | Simplify DBi CTA Managed Futures Index ETF | Simplify | Managed futures | $52m | Nov 3, 2026 | 0.21% | −4.8% | +3.1% | – | – | – | +4.6% since Feb 2026 | Feb 19, 2026 | +12.9% |
6 funds, sorted by the order on the page. 6 managed futures funds younger than a year, as of Nov 4, 2026. – means no data for this window.CSV
Where to next
Explain this: See how managed futures funds move against the S&P 500.Which numbers on this page matter most?How does ETFIQ measure these numbers?
Method →Cite this pageCitation, APA and Markdown
ETFIQ, Managed futures ETFs against the S&P 500, data as of Nov 4, 2026. https://etfiq.com/alternatives/managed-futures/
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Every number dated. Not investment advice.