# Managed futures ETFs against the S&P 500

> 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.

Data as of Nov 4, 2026. Rebuilt every trading night.

Rebuilt every trading night. Data as of Nov 4, 2026 .

## Managed futures ETFs, against the S&P 500

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.

### Browse by strategy

| 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 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CTA | Simplify Managed Futures Strategy ETF | 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 | 94.2 |
| KMLM | KraneShares Mount Lucas Managed Futures Index | 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 | 94.2 |
| FMF | First Trust Managed Futures Strategy Fund | 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 | 82.3 |
| FFUT | Fidelity Managed Futures ETF | Fidelity | Managed futures | +0.09 | $394m | Sep 30, 2026 | 0.80% | −5.7% | +0.9% | +13.1% | +17.2% | not available | +22.4% since Jun 2025 | +0.08 | 13.6 | +13.4 | 79.4 |
| IMF | Invesco Managed Futures Strategy ETF | Invesco | Managed futures | +0.38 | $304m | Nov 3, 2026 | 0.65% | −3.1% | +0.4% | +13.3% | +20.1% | not available | +4.3% since Mar 2025 | +0.24 | 13.0 | +15.6 | 70.6 |
| DBMF | iMGP DBi Managed Futures Strategy ETF | 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 | 67.6 |
| HFMF | Unlimited HFMF Managed Futures ETF | Unlimited | Managed futures | +0.18 | $25m | Aug 31, 2026 | 0.97% | −2.8% | +2.6% | +5.1% | +8.0% | not available | +11.8% since Jul 2025 | +0.24 | 56.2 | +4.6 | 58.8 |
| ASMF | Virtus AlphaSimplex Managed Futures ETF | Virtus | Managed futures | +0.40 | $30m | Jul 31, 2026 | 0.80% | −5.2% | +2.5% | +9.3% | +13.2% | not available | +6.6% since May 2024 | +0.32 | 45.9 | +9.2 | 53 |
| ISMF | iShares Managed Futures Active ETF | iShares | Managed futures | +0.48 | $37m | Nov 3, 2026 | 0.80% | −4.4% | −0.7% | +5.7% | +10.9% | not available | +17.9% since Mar 2025 | +0.31 | 35.9 | +6.8 | 50 |
| WTMF | WisdomTree Managed Futures Strategy Fund | 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 | 44.1 |
| AHLT | AHL Trend ETF | 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 | 41.2 |
| RSBT | Return Stacked Bonds & Managed Futures ETF | 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 | 38.2 |
| MFUT | Cambria Chesapeake Pure Trend ETF | Cambria | Managed futures | +0.54 | $39m | Jun 30, 2026 | 0.89% | −5.1% | −2.0% | +15.6% | +22.8% | not available | −5.4% since May 2024 | +0.74 | 89.9 | +19.1 | 29.4 |
| HOLD | Harbor Alpha Layering ETF | Harbor | Managed futures | +0.66 | $3.9m | Nov 4, 2026 | 0.70% | −6.9% | −3.1% | +1.6% | +0.8% | not available | +10.3% since Aug 2025 | +0.81 | 120.5 | −3.3 | 17.6 |
| PRAE | PlanRock Equity Plus Alternatives ETF | PlanRock | Managed futures | +0.79 | $12m | Jun 30, 2026 | 1.49% | −4.3% | +0.2% | +10.8% | +13.3% | not available | +37.5% since Dec 2023 | +0.95 | 120.0 | +9.5 | 14.7 |
| TFPN | Blueprint Chesapeake Multi-Asset Trend ETF | 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 | 11.8 |
| RSST | Return Stacked U.S. Stocks & Managed Futures E | 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 | 2.9 |

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 · 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 first traded, against the S&P 500 over the same days.

| 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% | not available | not available | +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 | not available | 0.80% | −5.9% | not available | not available | not available | not available | −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% | not available | not available | not available | −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% | not available | not available | +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% | not available | not available | not available | −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% | not available | not available | not available | +4.6% since Feb 2026 | Feb 19, 2026 | +12.9% |

### Where to next

---

Source: ETFIQ, independent ETF data. Recomputed nightly from public filings and prices.
Cite: ETFIQ, Managed futures ETFs against the S&P 500, data as of Nov 4, 2026. https://etfiq.com/alternatives/managed-futures/
Licence: https://etfiq.com/license/ Data ETFIQ computes is free to use with attribution: ETFIQ (etfiq.com). Issuer data stays under its owner's terms.
HTML: https://etfiq.com/alternatives/managed-futures/