ISMF iShares Managed Futures Active ETF
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Over the year to Nov 4, 2026, ISMF returned 10.9%. When the S&P 500 fell, it fell 36% as much.
Promise check: Not measuredIts strategy, systematic trend, states no objective ETFIQ can measure.
ISMF risk and return scorecard
vs its benchmark
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent Method · Data
Money in and out
Net fund flows · Nov 3, 2026What you earned
How concentrated, and what does it cost?
More on ISMF
Every number below is on this page. Open what you need.Price and total return, 1 year
$27.77−0.9%1 day, priceClose, Nov 4, 2026
Total return adds every distribution, reinvested. Computed by ETFIQ from Tiingo daily prices.
Source: Tiingo end-of-day prices. Data as of Nov 4, 2026. Updated every trading night. Report a data error
| Window | Total return | S&P 500 (SPY) |
|---|---|---|
| 1M Oct 5 – Nov 4, 2026 | −4.4% | −1.0% |
| 3M Aug 5 – Nov 4, 2026 | −0.7% | −0.1% |
| 6M May 6 – Nov 4, 2026 | −1.1% | +5.0% |
| YTD Dec 31, 2025 – Nov 4, 2026 | +5.7% | +13.3% |
| 1Y Nov 4, 2025 – Nov 4, 2026 | +10.9% | +14.8% |
| Since launch Mar 13, 2025 – Nov 4, 2026 | +17.9% | +41.8% |
| Since launch, annualised Mar 13, 2025 – Nov 4, 2026 | +10.5% | – |
Total returns, distributions reinvested. Listed Mar 2025: no 3 years windows.
Source: Tiingo end-of-day prices, with distributions reinvested.
ISMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, ISMF −0.38%.
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
ISMF’s weekly returns had a correlation of +0.48 with the S&P 500, and in the weeks the index fell its down-week capture was 35.9%. Over the same 52 weeks it finished 6.8 points ahead of T-bills.
Money in and out
Daily data · as of Nov 3, 2026ISMF: in the year to Nov 3, 2026, net $12.4m came in; in the month to Nov 3, 2026, $20.8m went out.
Nov 3, 2026
Oct 28, 2026 to Nov 3, 2026
Oct 5, 2026 to Nov 3, 2026
Aug 4, 2026 to Nov 3, 2026
Jan 2, 2026 to Nov 3, 2026
Nov 4, 2025 to Nov 3, 2026
SEC filings, then daily counts
ISMF, net flow each trading day over the 65 sessions from Aug 4, 2026 to Nov 3, 2026: money came in on 5 days and went out on 4 days.
Money in on 5 of the 65 trading days, out on 4.
ISMF, net flow each trading day over the 251 sessions from Nov 4, 2025 to Nov 3, 2026: money came in on 26 days and went out on 8 days.
Money in on 26 of the 251 trading days, out on 8.
ISMF, net flow each trading day over the 400 sessions from Apr 2, 2025 to Nov 3, 2026: money came in on 31 days and went out on 8 days.
Money in on 31 of the 400 trading days, out on 8.
Computed by ETFIQ from iShares’s daily data: each day’s change in shares outstanding times the previous day’s net asset value.
How this is computed
Percentages are of net assets at the start of each window. Numbers are net: money in less money out. Checked against the filing: The month’s daily sum and the filing’s B.6 number agree within rounding or, where the filing’s is larger, within rounding plus the fund’s creation and redemption fees. The full rule is in the fund’s flows file. Every day and month ETFIQ holds for ISMF, back to Mar 2025, is in its flows file. Flows across every fund · How these flows are computed · Compare ISMF with other funds in the flows tool
Every trading day, last 3 months65 days
Most recent first.
Week by week, last year53 weeks
Net flow into ISMF each week, Nov 4, 2025 to Nov 3, 2026, most recent first, each week named by its last trading day with data. Computed by ETFIQ.
Month by month, money in and money outMar 2025 to Nov 2026
ISMF, money in and money out each month from Mar 2025 to Oct 2026: two bars a month, money in above the line and money out below. Bars for Mar 2025 to Jul 2026 are from ISMF’s SEC filings (N-PORT item B.6), and for Aug 2026 to Oct 2026 ETFIQ’s sums of its days. Nov 2026 is still in progress, so it is in the list and not drawn. Of the 21 months listed, money came in on net in 13 and went out in 3.
Bars for Mar 2025 to Jul 2026 are from ISMF’s SEC filings (N-PORT item B.6), and for Aug 2026 to Oct 2026 ETFIQ’s sums of its days. Of the 21 months listed, money came in on net in 13 and went out in 3.
Most recent first.
How this is computed
N-PORT months: money in is sales plus reinvestments; money out is redemptions. Months summed from daily data: money in adds the days money came in; money out adds the days it went out.
N-PORT months are the filed sales plus reinvestments less redemptions. Later months add up the daily data; the Source column names any missing day.
Source: ETFIQ, from the fund’s daily share counts and net asset values, and its SEC N-PORT filings. Data as of Nov 3, 2026.
ISMF key stats
Trading
as of Nov 4, 2026
ISMF for holders outside the US
How much does it diversify a stock portfolio?
44.1% of the 17 sit at or above ISMF on this measure.
55.9% of the 17 sit at or above ISMF on this measure.
Weighted evenly, those two positions are what the score combines, across the 17 systematic trend alternatives ETFs with a full year. Neither spread above is the score: a fund can sit further right on one and score lower.
One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. Where the fund sits in this set, not a rating. Do not average it with another category's score.
| What it measures | This fund | Its percentile | Weight |
|---|---|---|---|
| correlation with the S&P 500 | +0.48 | 44.1 | 50% |
| down-week capture against the S&P 500 | 35.9% | 55.9 | 50% |
About ISMF
12 seats on ISMF, as of Nov 4, 2026: 1 Mixed, 2 Challenges, 8 Not enough data, 1 Does not apply.
Questions people ask about ISMF
- Does ISMF move with the S&P 500?
- Over the year to Nov 4, 2026, ISMF’s weekly returns had a correlation of +0.48 with the S&P 500’s, on a scale where 1 moves in step, 0 shows no pattern and −1 moves opposite. Its beta was +0.31, so for each 1% the index moved it moved about 0.31% the same way.
- What did ISMF do when stocks fell?
- The S&P 500 fell in 26 of the 52 weeks to Nov 4, 2026, by 1.07% on average. In those weeks ISMF fell 0.38% on average, a down-week capture of 35.9%.
- Did ISMF earn more than cash?
- Over the same 52 weeks ISMF returned +10.5% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.7%. ISMF finished 6.8 percentage points ahead of it.
- What does ISMF cost?
- The prospectus expense ratio is 0.80% a year.
- Why is ISMF listed as managed futures?
- ETFIQ files each fund by what its own prospectus says it does, and ISMF’s, filed Feb 24, 2026, describes a managed futures fund.
Links are sources, not endorsements.
Cite this pageCitation, APA and Markdown
ETFIQ, ISMF, alternatives ETFs, data as of Nov 4, 2026. https://etfiq.com/funds/ismf
ETFIQ. (Nov 4, 2026). ISMF, alternatives ETFs. Retrieved from https://etfiq.com/funds/ismf
[ISMF, alternatives ETFs (ETFIQ, Nov 4, 2026)](https://etfiq.com/funds/ismf)
The down-week bars for ISMF, redrawn every trading night.
Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data.
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<figure style="margin:0;max-width:640px">
<iframe src="https://etfiq.com/embed/alternatives/ismf/" title="ISMF: ISMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, ISMF −0.38%." width="640" height="334" loading="lazy" style="border:0;max-width:100%;width:100%"></iframe>
<figcaption style="font:13px/1.5 sans-serif">ISMF: ISMF in the 26 weeks SPY fell, year to Nov 4, 2026: SPY averaged −1.07%, ISMF −0.38%. Data: <a href="https://etfiq.com/funds/ismf">ETFIQ</a></figcaption>
</figure>The day's ETF flows, a comparison and one number. Every trading morning. About the Daily
Snapshot, Nov 4, 2026. More on the tabs above.