{"url":"https://etfiq.com/alternatives/strategies/","section":"alternatives","title":"Alternatives ETF Strategies: Correlation, Down Weeks | ETFIQ","description":"The typical alternatives ETF in each of 8 strategies: its correlation to stocks, its down-week capture and its return against T-bills, to Nov 4, 2026.","as_of":"Nov 4, 2026","structured_data":[{"@type":"WebApplication","@id":"https://etfiq.com/alternatives/strategies/#tool","name":"Alternatives ETF strategies","url":"https://etfiq.com/alternatives/strategies/","applicationCategory":"FinanceApplication","operatingSystem":"Any","isAccessibleForFree":true,"offers":{"@type":"Offer","price":"0","priceCurrency":"USD"},"description":"Over the year to Nov 4, 2026, volatility had the lowest correlation to stocks at \u22120.64 and captured \u221234% of down weeks. 5 of 8 strategies returned more than T-bills.","dateModified":"2026-11-04","publisher":{"@id":"https://etfiq.com/#org"},"browserRequirements":"The dated answer is in the page; the controls need JavaScript."},{"@type":"FAQPage","mainEntity":[{"@type":"Question","name":"What is a good correlation number?","acceptedAnswer":{"@type":"Answer","text":"This page reports the number and does not grade it. Near 0 the strategy moved on its own; near 1 it moved with stocks; below 0 it tended to move the other way."}},{"@type":"Question","name":"Why is down-week capture negative for some strategies?","acceptedAnswer":{"@type":"Answer","text":"A negative capture means the typical fund rose, on average, in weeks the S&P 500 fell."}},{"@type":"Question","name":"Why the median fund?","acceptedAnswer":{"@type":"Answer","text":"One unusual fund cannot move a median far, so the number describes a typical fund in the strategy."}}]},{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"Alternatives ETFs","item":"https://etfiq.com/alternatives/"},{"@type":"ListItem","position":3,"name":"Alternatives ETF strategies","item":"https://etfiq.com/alternatives/strategies/"}]},{"@type":"WebPage","name":"Alternatives ETF Strategies: Correlation, Down Weeks","description":"The typical alternatives ETF in each of 8 strategies: its correlation to stocks, its down-week capture and its return against T-bills, to Nov 4, 2026.","url":"https://etfiq.com/alternatives/strategies/","dateModified":"2026-11-04","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".lede",".faq"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":2068,"truncated":false,"content":"ETFIQ / Alternatives ETFs / Alternatives ETF strategies \n \n Data as of Nov 4, 2026. Rebuilt every trading night.\n Alternatives ETF strategies\n how each strategy moved with stocks, and in down weeks\n Over the year to Nov 4, 2026, volatility had the lowest correlation to stocks at \u22120.64 and captured \u221234% of down weeks. 5 of 8 strategies returned more than T-bills.\n The median fund in each strategy, weekly against SPY. 8 strategies, 89 funds.\n Weekly returns over the 52 weeks to Nov 4, 2026, computed by ETFIQ from daily prices.\n At the defaults\n Strategy Funds Correlation Down-week capture Against T-bills, points \n Hedged equity 26 0.91 48% +3.3 \n Managed futures 23 0.47 46% +9.5 \n Long-short equity 12 0.69 66% +5.8 \n Volatility 9 \u22120.64 \u221234% \u221224.3 \n Multi-strategy 8 0.60 46% +3.0 \n Event driven 5 0.22 1% \u22120.7 \n Market neutral 4 \u22120.40 \u2212106% \u22120.6 \n Global macro 2 0.73 145% +8.4 \n Questions people ask\n What is a good correlation number? This page reports the number and does not grade it. Near 0 the strategy moved on its own; near 1 it moved with stocks; below 0 it tended to move the other way. Why is down-week capture negative for some strategies? A negative capture means the typical fund rose, on average, in weeks the S&P 500 fell. Why the median fund? One unusual fund cannot move a median far, so the number describes a typical fund in the strategy. Where to next\n Every alternatives ETF Alternatives methodology What diversifies Compare up to four funds \n Cite this page. ETFIQ, Alternatives ETF strategies, data as of Nov 4, 2026. https://etfiq.com/alternatives/strategies/ 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, Alternatives ETF strategies, data as of Nov 4, 2026. https://etfiq.com/alternatives/strategies/ APA ETFIQ. (Nov 4, 2026). Alternatives ETF strategies. Retrieved from https://etfiq.com/alternatives/strategies/ Markdown [Alternatives ETF strategies (ETFIQ, Nov 4, 2026)](https://etfiq.com/alternatives/strategies/)","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, Alternatives ETF strategies, data as of Nov 4, 2026. https://etfiq.com/alternatives/strategies/"}