{"url":"https://etfiq.com/alternatives/managed-futures/","section":"alternatives","title":"Managed futures ETFs against the S&P 500 | ETFIQ","description":"23 managed futures ETFs measured by how closely each moved with the S&P 500 and what each did in the weeks it fell, over the year to Nov 4, 2026.","as_of":"Nov 4, 2026","structured_data":[{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"Alternatives","item":"https://etfiq.com/alternatives/"},{"@type":"ListItem","position":3,"name":"Managed futures","item":"https://etfiq.com/alternatives/managed-futures/"}]},{"@type":"WebPage","name":"Managed futures ETFs against the S&P 500","description":"23 managed futures ETFs measured by how closely each moved with the S&P 500 and what each did in the weeks it fell, over the year to Nov 4, 2026.","url":"https://etfiq.com/alternatives/managed-futures/","dateModified":"2026-11-04","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".lede"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":6604,"truncated":false,"content":"ETFIQ / Alternatives / Managed futures \n \n Rebuilt every trading night. Data as of Nov 4, 2026 .\n Managed futures ETFs, against the S&P 500\n Every strategy Hedged equity 26 Managed futures 23 Long-short equity 12 Volatility 9 Multi-strategy 8 Event driven 5 Market neutral 4 See how managed futures funds move against the S&P 500. Follows price trends in futures on stocks, bonds, currencies and commodities, and can bet on falls as well as rises. 23 funds. Updated Nov 4, 2026.\n Browse by strategy\n Hedged equity 26 Managed futures 23 Long-short equity 12 Volatility 9 Multi-strategy 8 Event driven 5 Market neutral 4 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. Ticker Fund 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 Stock Diversification Score \n CTA Simplify Managed Futures Strategy ETF Simplify Managed futures \u22120.14 $1.3bn Nov 3, 2026 0.86% \u22126.9% +6.2% +2.8% +4.6% +22.3% +37.8% \u22120.30 5.3 0.0 94.2 \n KMLM KraneShares Mount Lucas Managed Futures Index KraneShares Managed futures \u22120.12 $586m Nov 4, 2026 0.90% \u22126.6% +3.0% +12.6% +16.5% \u22120.7% +49.0% \u22120.12 \u221216.3 +12.9 94.2 \n FMF First Trust Managed Futures Strategy Fund First Trust Managed futures +0.16 $298m Nov 3, 2026 0.98% \u22122.8% +1.8% +9.2% +11.1% +20.3% +28.7% +0.11 9.9 +6.9 82.3 \n FFUT Fidelity Managed Futures ETF Fidelity Managed futures +0.09 $394m Sep 30, 2026 0.80% \u22125.7% +0.9% +13.1% +17.2% not available +22.4% since Jun 2025 +0.08 13.6 +13.4 79.4 \n IMF Invesco Managed Futures Strategy ETF Invesco Managed futures +0.38 $304m Nov 3, 2026 0.65% \u22123.1% +0.4% +13.3% +20.1% not available +4.3% since Mar 2025 +0.24 13.0 +15.6 70.6 \n DBMF iMGP DBi Managed Futures Strategy ETF iMGP Managed futures +0.26 $5.2bn Nov 3, 2026 0.85% \u22125.0% +3.0% +13.7% +18.5% +31.9% +92.9% +0.23 32.9 +14.3 67.6 \n HFMF Unlimited HFMF Managed Futures ETF Unlimited Managed futures +0.18 $25m Aug 31, 2026 0.97% \u22122.8% +2.6% +5.1% +8.0% not available +11.8% since Jul 2025 +0.24 56.2 +4.6 58.8 \n ASMF Virtus AlphaSimplex Managed Futures ETF Virtus Managed futures +0.40 $30m Jul 31, 2026 0.80% \u22125.2% +2.5% +9.3% +13.2% not available +6.6% since May 2024 +0.32 45.9 +9.2 53 \n ISMF iShares Managed Futures Active ETF iShares Managed futures +0.48 $37m Nov 3, 2026 0.80% \u22124.4% \u22120.7% +5.7% +10.9% not available +17.9% since Mar 2025 +0.31 35.9 +6.8 50 \n WTMF WisdomTree Managed Futures Strategy Fund WisdomTree Managed futures +0.62 $261m Aug 31, 2026 0.66% \u22121.6% +1.6% +10.4% +12.7% +33.3% +21.0% +0.38 34.4 +8.1 44.1 \n AHLT AHL Trend ETF American Beacon Managed futures +0.47 $131m Jul 31, 2026 0.96% \u22128.2% +2.3% +10.3% +19.3% +22.1% +22.2% +0.58 81.7 +14.7 41.2 \n RSBT Return Stacked Bonds & Managed Futures ETF Return Stacked Managed futures +0.52 $135m Jul 31, 2026 1.01% \u22123.3% +1.0% +5.1% +7.9% +15.2% \u22120.8% +0.52 74.4 +4.4 38.2 \n MFUT Cambria Chesapeake Pure Trend ETF Cambria Managed futures +0.54 $39m Jun 30, 2026 0.89% \u22125.1% \u22122.0% +15.6% +22.8% not available \u22125.4% since May 2024 +0.74 89.9 +19.1 29.4 \n HOLD Harbor Alpha Layering ETF Harbor Managed futures +0.66 $3.9m Nov 4, 2026 0.70% \u22126.9% \u22123.1% +1.6% +0.8% not available +10.3% since Aug 2025 +0.81 120.5 \u22123.3 17.6 \n PRAE PlanRock Equity Plus Alternatives ETF PlanRock Managed futures +0.79 $12m Jun 30, 2026 1.49% \u22124.3% +0.2% +10.8% +13.3% not available +37.5% since Dec 2023 +0.95 120.0 +9.5 14.7 \n TFPN Blueprint Chesapeake Multi-Asset Trend ETF Blueprint Managed futures +0.75 $170m Jun 30, 2026 1.13% \u22124.3% \u22123.4% +12.5% +14.2% +18.6% +17.8% +1.00 123.6 +10.8 11.8 \n RSST Return Stacked U.S. Stocks & Managed Futures E Return Stacked Managed futures +0.85 $480m Jul 31, 2026 0.99% \u22126.9% +0.9% +18.6% +23.3% +80.1% +71.0% +1.45 164.8 +18.9 2.9 \n\n Stock Diversification Score is the last column. 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). Ranked by it \u00b7 How it is computed \n Less than a year of prices\n 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.\n 6 managed futures funds younger than a year, as of Nov 4, 2026. 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 \n CTAP Simplify US Equity PLUS Managed Futures Strate Simplify Managed futures $158m Nov 3, 2026 0.13% \u22128.5% +3.3% +9.7% not available not available +12.4% since Dec 2025 Dec 9, 2025 +13.5% \n HXF Mast HedgeIndex Managed Futures Strategy ETF Mast Investments Managed futures not read by ETFIQ not available 0.80% \u22125.9% not available not available not available not available \u22122.3% since Sep 2026 Sep 1, 2026 +0.9% \n JPFP JPMorgan Managed Futures Plus ETF JPMorgan Managed futures $149m Nov 3, 2026 0.59% \u22126.2% \u22121.9% not available not available not available \u22120.6% since May 2026 May 28, 2026 +2.1% \n MATE Man Active Trend Enhanced ETF Man Group Managed futures $40m Aug 31, 2026 0.97% \u22127.2% \u22120.3% +19.2% not available not available +24.3% since Dec 2025 Dec 17, 2025 +15.4% \n RSIT Return Stacked International Stocks & Managed Return Stacked Managed futures $63m Jul 31, 2026 0.98% \u22125.6% \u22120.2% not available not available not available \u22120.7% since May 2026 May 6, 2026 +5.0% \n SDMF Simplify DBi CTA Managed Futures Index ETF Simplify Managed futures $52m Nov 3, 2026 0.21% \u22124.8% +3.1% not available not available not available +4.6% since Feb 2026 Feb 19, 2026 +12.9% \n\n Where to next\n Rankings The vocabulary Method \n Cite this page. ETFIQ, Managed futures ETFs against the S&P 500, data as of Nov 4, 2026. https://etfiq.com/alternatives/managed-futures/ Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data .\n Other forms Plain ETFIQ, Managed futures ETFs against the S&P 500, data as of Nov 4, 2026. https://etfiq.com/alternatives/managed-futures/ APA ETFIQ. (Nov 4, 2026). Managed futures ETFs against the S&P 500. Retrieved from https://etfiq.com/alternatives/managed-futures/ Markdown [Managed futures ETFs against the S&P 500 (ETFIQ, Nov 4, 2026)](https://etfiq.com/alternatives/managed-futures/)","source":"ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.","publisher":{"@id":"https://etfiq.com/#org","name":"ETFIQ","url":"https://etfiq.com"},"license":"https://etfiq.com/license/","license_text":"Data ETFIQ computes is free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.","citation":"ETFIQ, Managed futures ETFs against the S&P 500, data as of Nov 4, 2026. https://etfiq.com/alternatives/managed-futures/"}