Data as of Nov 4, 2026.
MFUT vs RSBT: Correlation to the S&P 500
Over the year to Nov 4, 2026, RSBT moved less with the S&P 500 than MFUT: correlation +0.52 against +0.54.
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Net assets: $39m on Jun 30, 2026 for Cambria Chesapeake Pure Trend ETF, and $135m on Jul 31, 2026 for Return Stacked Bonds & Managed Futures ETF.
MFUT in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, MFUT −0.96%.
RSBT in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, RSBT −0.80%.
Pair scorecard
MFUT costs 0.12 points a year less; their one-year returns differ by 14.9 points.
| Measure | MFUT | RSBT |
|---|---|---|
| Return | ||
| Total return, 1 year | +22.8% | +7.9% |
| Against its benchmark | ||
| Treasury bills, 52 weeks | +3.7% | |
| Cost and size | ||
| Expense ratio | 0.89% | 1.01% |
| Net assets, MFUT as of Jun 30, 2026 and RSBT as of Jul 31, 2026 | $39m | $135m |
| Holdings | ||
| Holdings in common | not published | |
| Risk | ||
| Beta to the S&P 500 | +0.74: about 0.74% for each 1% | +0.52: about 0.52% for each 1% |
| Its average week when the S&P 500 fell | fell 0.96% | fell 0.80% |
How much it diversifies a stock portfolio, ranked against 17 systematic trend alternatives ETFs with a full year. 100 is best. How it is computed
One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. All alternatives ETFs ranked by it →
Risk and return
Jun 7, 2024 to Oct 30, 2026 · 125 weekly returnsFrom Jun 2024 to Oct 2026, RSBT returned more: +9.9% to −0.6%. MFUT and RSBT swung about the same: 11.7% and 11.8%. RSBT fell less at its worst: −17.5% to −27.6%.
Full scorecard
9 measures, with how each is measured Open ↓
| Measure | MFUT | RSBT | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | −0.6% | +9.9% | RSBT | Price change plus distributions, reinvested. |
| Annualized | −0.3% | +4.0% | RSBT | Total return as a yearly rate. |
| Price return | −1.0% | +6.6% | RSBT | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 11.7% | 11.8% | Tie | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 8.9% | 9.2% | MFUT (slight) | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −27.6% | −17.5% | RSBT | Deepest fall from a high to the low after it. |
| Risk-adjusted | ||||
| Sharpe | −0.33 | 0.04 | RSBT | Return above Treasury bills per unit of volatility. |
| Sortino | −0.42 | 0.05 | RSBT | Return above Treasury bills per unit of downside deviation. |
| Calmar | −0.01 | 0.23 | RSBT | Annualized return divided by the max drawdown. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 125 weekly returns. Cash rate: the 13-week Treasury bill.
Window by window
| Total return | ||
|---|---|---|
| Window | MFUT | RSBT |
| 3 months | −2.0% | +1.0% |
| 6 months | −1.4% | −2.7% |
| 1 year | +22.8% | +7.9% |
| 3 years | – | +15.2% |
| Since launchNot the same days: MFUT May 2024 · RSBT Feb 2023 | −5.4% | −0.8% |
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Side by side
As of Nov 4, 2026. Source: ETFIQ.
One strategy, two funds
MFUT and RSBT both run a managed futures strategy. Over the same 52 weeks to Nov 4, 2026, MFUT’s weekly returns had a correlation of +0.54 with the S&P 500 and RSBT’s +0.52. In the 26 weeks the index fell, by 1.07% a week on average, MFUT averaged −0.96% and RSBT −0.80%. Over the same weeks, MFUT finished 19.1 percentage points ahead of cash and RSBT finished 4.4 points ahead of cash.
Client brief:
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MFUT
MFUT is a managed futures fund. ETFIQ measures what every alternatives fund is sold on: whether it moves differently from the stock market. Over the year to Nov 4, 2026, its weekly returns had a correlation of +0.54 with the S&P 500’s and a beta of +0.74, so for each 1% the index moved it moved about 0.74% the same way. The S&P 500 fell in 26 of those 52 weeks, by 1.07% on average. In the same weeks MFUT fell 0.96% on average, a down-week capture of 89.9%. Over the same 52 weeks MFUT returned +22.8% and a Treasury bill fund +3.7%, so it finished 19.1 percentage points ahead of cash.
RSBT
RSBT is a managed futures fund. Over the year to Nov 4, 2026, its weekly returns had a correlation of +0.52 with the S&P 500’s and a beta of +0.52, so for each 1% the index moved it moved about 0.52% the same way. In the same weeks RSBT fell 0.80% on average, a down-week capture of 74.4%. Over the same 52 weeks RSBT returned +8.0% and a Treasury bill fund +3.7%, so it finished 4.4 percentage points ahead of cash.
Questions people ask
- Which moved less with the S&P 500, MFUT or RSBT?
- Over the 52 weeks to Nov 4, 2026, MFUT’s weekly returns had a correlation of +0.54 with the S&P 500 and RSBT’s +0.52, so RSBT moved less with the index.
- Which did better when the S&P 500 fell, MFUT or RSBT?
- In the 26 weeks the S&P 500 fell, by 1.07% a week on average, MFUT averaged −0.96% and RSBT −0.80%, so RSBT returned more in those weeks.
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How this is computed
It is a place in a set, not a rating or a recommendation.
Every number is an ETFIQ calculation with distributions reinvested.
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ETFIQ, MFUT against RSBT, data as of Nov 4, 2026. https://etfiq.com/compare/alternatives/mfut-vs-rsbt
ETFIQ. (Nov 4, 2026). MFUT against RSBT. Retrieved from https://etfiq.com/compare/alternatives/mfut-vs-rsbt
[MFUT against RSBT (ETFIQ, Nov 4, 2026)](https://etfiq.com/compare/alternatives/mfut-vs-rsbt)
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