Do managed futures ETFs hold up when stocks fall?
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Some did over the last year. Of the 17 managed futures ETFs ETFIQ measured over the year to Nov 4, 2026, 1 rose on average in the weeks the S&P 500 fell, and the median fund fell 46% 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 26 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: 15 of the 17 finished ahead of T-bills over the same weeks.
On ETFIQ today
Answered from ETFIQ data as of Nov 4, 2026.Points (pts) are percentage points.
| Ticker | Fund | Correlation | Average week when SPY fell | Down-week capture | Against T-bills |
|---|---|---|---|---|---|
| KMLM | KraneShares Mount Lucas Managed Futures | −0.12 | +0.18% | −16.3% | +12.9 pts |
| CTA | Simplify Managed Futures Strategy ETF | −0.14 | −0.06% | 5.3% | 0.0 pts |
| FMF | First Trust Managed Futures Strategy Fun | +0.16 | −0.11% | 9.9% | +6.9 pts |
| IMF | Invesco Managed Futures Strategy ETF | +0.38 | −0.14% | 13.0% | +15.6 pts |
| FFUT | Fidelity Managed Futures ETF | +0.09 | −0.15% | 13.6% | +13.4 pts |
| DBMF | iMGP DBi Managed Futures Strategy ETF | +0.26 | −0.35% | 32.9% | +14.3 pts |
| WTMF | WisdomTree Managed Futures Strategy Fund | +0.62 | −0.37% | 34.4% | +8.1 pts |
| ISMF | iShares Managed Futures Active ETF | +0.48 | −0.38% | 35.9% | +6.8 pts |
| ASMF | Virtus AlphaSimplex Managed Futures ETF | +0.40 | −0.49% | 45.9% | +9.2 pts |
| HFMF | Unlimited HFMF Managed Futures ETF | +0.18 | −0.60% | 56.2% | +4.6 pts |
| RSBT | Return Stacked Bonds & Managed Futures E | +0.52 | −0.80% | 74.4% | +4.4 pts |
| AHLT | AHL Trend ETF | +0.47 | −0.88% | 81.7% | +14.7 pts |
| MFUT | Cambria Chesapeake Pure Trend ETF | +0.54 | −0.96% | 89.9% | +19.1 pts |
| PRAE | PlanRock Equity Plus Alternatives ETF | +0.79 | −1.29% | 120.0% | +9.5 pts |
| HOLD | Harbor Alpha Layering ETF | +0.66 | −1.29% | 120.5% | −3.3 pts |
| TFPN | Blueprint Chesapeake Multi-Asset Trend E | +0.75 | −1.32% | 123.6% | +10.8 pts |
| RSST | Return Stacked U.S. Stocks & Managed Fut | +0.85 | −1.76% | 164.8% | +18.9 pts |
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ETFIQ, Do managed futures ETFs hold up when stocks fall?, data as of Nov 4, 2026. https://etfiq.com/questions/do-managed-futures-etfs-hold-up-when-stocks-fall
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