Answered from ETFIQ data as of .
Do managed futures ETFs hold up when stocks fall?
Some did over the last year. Of the 18 managed futures ETFs ETFIQ measured over the year to Sep 18, 2026, 8 rose on average in the weeks the S&P 500 fell, and the median fund fell 8% as much as the index.
A managed futures fund follows price trends in futures on stocks, bonds, currencies and commodities, and can bet on falls as well as rises.
The S&P 500 fell in 22 of the 52 weeks measured. A year is one set of markets, and the next fall will not look like these.
What a fund earned is a separate question: 17 of the 18 finished ahead of T-bills over the same weeks.
On ETFIQ today
| Ticker | Fund | Correlation | Average week when SPY fell | Down-week capture | Against T-bills |
|---|---|---|---|---|---|
| CTA | Simplify Managed Futures Strategy ETF | −0.26 | +0.97% | −78.5% | +10.1 pts |
| KMLM | KraneShares Mount Lucas Managed Futures | −0.24 | +0.75% | −60.3% | +16.1 pts |
| FFUT | Fidelity Managed Futures ETF | −0.04 | +0.40% | −32.3% | +23.4 pts |
| IMF | Invesco Managed Futures Strategy ETF | +0.22 | +0.28% | −22.7% | +19.4 pts |
| DBMF | iMGP DBi Managed Futures Strategy ETF | +0.26 | +0.21% | −16.8% | +21.7 pts |
| FMF | First Trust Managed Futures Strategy Fun | +0.18 | +0.20% | −16.2% | +11.7 pts |
| MFUT | Cambria Chesapeake Pure Trend ETF | +0.29 | +0.20% | −15.9% | +27.5 pts |
| ISMF | iShares Managed Futures Active ETF | +0.32 | +0.10% | −7.8% | +14.3 pts |
| ASMF | Virtus AlphaSimplex Managed Futures ETF | +0.34 | −0.09% | 7.5% | +12.9 pts |
| AHLT | AHL Trend ETF | +0.40 | −0.10% | 8.0% | +27.9 pts |
| RSBT | Return Stacked Bonds & Managed Futures E | +0.39 | −0.11% | 9.2% | +14.4 pts |
| HFMF | Unlimited HFMF Managed Futures ETF | +0.20 | −0.16% | 12.7% | +5.0 pts |
| WTMF | WisdomTree Managed Futures Strategy Fund | +0.54 | −0.19% | 15.2% | +11.3 pts |
| TFPN | Blueprint Chesapeake Multi-Asset Trend E | +0.46 | −0.32% | 25.7% | +18.9 pts |
| HOLD | Harbor Alpha Layering ETF | +0.57 | −0.49% | 39.5% | +10.2 pts |
| BTRN | Global X Bitcoin Trend Strategy ETF | +0.21 | −0.64% | 51.2% | −15.8 pts |
| PRAE | PlanRock Equity Plus Alternatives ETF | +0.75 | −0.83% | 66.7% | +14.7 pts |
| RSST | Return Stacked U.S. Stocks & Managed Fut | +0.87 | −1.32% | 106.4% | +32.3 pts |
Where to next
Where these figures came from
ETFIQ links to the documents behind every figure. It is not affiliated with any issuer, and a link is not an endorsement.
ETFIQ is an independent publisher of exchange-traded fund data and makes no recommendations. Every figure is calculated from published data. Standards and sources
Cite this page. ETFIQ, Do managed futures ETFs hold up when stocks fall?, data as of Sep 18, 2026. https://etfiq.com/questions/do-managed-futures-etfs-hold-up-when-stocks-fall Free to use with attribution; the underlying files are at Open data.