{"url":"https://etfiq.com/questions/do-managed-futures-etfs-hold-up-when-stocks-fall","section":"questions","title":"Do managed futures ETFs hold up when stocks fall? | ETFIQ","description":"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.","as_of":"Nov 4, 2026","structured_data":[{"@type":"FAQPage","mainEntity":[{"@type":"Question","name":"Do managed futures ETFs hold up when stocks fall?","acceptedAnswer":{"@type":"Answer","text":"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."}}]},{"@type":"BreadcrumbList","itemListElement":[{"@type":"ListItem","position":1,"name":"ETFIQ","item":"https://etfiq.com/"},{"@type":"ListItem","position":2,"name":"Questions","item":"https://etfiq.com/questions/"},{"@type":"ListItem","position":3,"name":"Do managed futures ETFs hold up when stocks fall?","item":"https://etfiq.com/questions/do-managed-futures-etfs-hold-up-when-stocks-fall"}]},{"@type":"WebPage","name":"Do managed futures ETFs hold up when stocks fall?","description":"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.","url":"https://etfiq.com/questions/do-managed-futures-etfs-hold-up-when-stocks-fall","dateModified":"2026-11-04","isPartOf":{"@type":"WebSite","name":"ETFIQ","url":"https://etfiq.com"},"speakable":{"@type":"SpeakableSpecification","cssSelector":[".lede"]},"publisher":{"@id":"https://etfiq.com/#org"}}],"characters":3288,"truncated":false,"content":"ETFIQ / Questions / Do managed futures ETFs hold up when stocks fall? \n \n Answered from ETFIQ data as of Nov 4, 2026 .\n Do managed futures ETFs hold up when stocks fall?\n 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.\n A managed futures fund follows price trends in futures on stocks, bonds, currencies and commodities, and can bet on falls as well as rises.\n 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.\n What a fund earned is a separate question: 15 of the 17 finished ahead of T-bills over the same weeks.\n On ETFIQ today\n Ticker Fund Correlation Average week when SPY fell Down-week capture Against T-bills \n KMLM KraneShares Mount Lucas Managed Futures \u22120.12 +0.18% \u221216.3% +12.9 pts \n CTA Simplify Managed Futures Strategy ETF \u22120.14 \u22120.06% 5.3% 0.0 pts \n FMF First Trust Managed Futures Strategy Fun +0.16 \u22120.11% 9.9% +6.9 pts \n IMF Invesco Managed Futures Strategy ETF +0.38 \u22120.14% 13.0% +15.6 pts \n FFUT Fidelity Managed Futures ETF +0.09 \u22120.15% 13.6% +13.4 pts \n DBMF iMGP DBi Managed Futures Strategy ETF +0.26 \u22120.35% 32.9% +14.3 pts \n WTMF WisdomTree Managed Futures Strategy Fund +0.62 \u22120.37% 34.4% +8.1 pts \n ISMF iShares Managed Futures Active ETF +0.48 \u22120.38% 35.9% +6.8 pts \n ASMF Virtus AlphaSimplex Managed Futures ETF +0.40 \u22120.49% 45.9% +9.2 pts \n HFMF Unlimited HFMF Managed Futures ETF +0.18 \u22120.60% 56.2% +4.6 pts \n RSBT Return Stacked Bonds & Managed Futures E +0.52 \u22120.80% 74.4% +4.4 pts \n AHLT AHL Trend ETF +0.47 \u22120.88% 81.7% +14.7 pts \n MFUT Cambria Chesapeake Pure Trend ETF +0.54 \u22120.96% 89.9% +19.1 pts \n PRAE PlanRock Equity Plus Alternatives ETF +0.79 \u22121.29% 120.0% +9.5 pts \n HOLD Harbor Alpha Layering ETF +0.66 \u22121.29% 120.5% \u22123.3 pts \n TFPN Blueprint Chesapeake Multi-Asset Trend E +0.75 \u22121.32% 123.6% +10.8 pts \n RSST Return Stacked U.S. Stocks & Managed Fut +0.85 \u22121.76% 164.8% +18.9 pts \n \n Where to next\n Every managed futures ETF Method Sources\n SEC EDGAR, full-text search of fund filings SEC Form N-PORT, what a fund filed it holds Rule 19a-1, what a distribution notice must say Links are sources, not endorsements.\n ETFIQ is an independent publisher and makes no recommendations. Standards and sources \n Cite this page. 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 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, 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 APA ETFIQ. (Nov 4, 2026). Do managed futures ETFs hold up when stocks fall?. Retrieved from https://etfiq.com/questions/do-managed-futures-etfs-hold-up-when-stocks-fall Markdown [Do managed futures ETFs hold up when stocks fall? (ETFIQ, Nov 4, 2026)](https://etfiq.com/questions/do-managed-futures-etfs-hold-up-when-stocks-fall)","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, 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"}