As of . Rebuilt every trading night.
The largest managed futures ETFs
Every fund here runs a managed futures strategy, so what separates them is how well each does that job.
| # | Ticker | Fund | Net assets | Correlation | Down-week capture | Against T-bills | Source |
|---|---|---|---|---|---|---|---|
| 1 | DBMF | iMGP DBi Managed Futures Strategy ETF | $3.9bn | +0.26 | −16.8% | +21.7 pts | SEC N-PORT, Jun 30, 2026 |
| 2 | CTA | Simplify Managed Futures Strategy ETF | $1.5bn | −0.26 | −78.5% | +10.1 pts | Issuer page, Sep 18, 2026 |
| 3 | KMLM | KraneShares Mount Lucas Managed Futures | $536m | −0.24 | −60.3% | +16.1 pts | Issuer page, Sep 18, 2026 |
| 4 | RSST | Return Stacked U.S. Stocks & Managed Fut | $415m | +0.87 | 106.4% | +32.3 pts | SEC N-PORT, Apr 30, 2026 |
| 5 | FFUT | Fidelity Managed Futures ETF | $352m | −0.04 | −32.3% | +23.4 pts | Issuer, month end, Aug 31, 2026 |
| 6 | IMF | Invesco Managed Futures Strategy ETF | $319m | +0.22 | −22.7% | +19.4 pts | Issuer holdings, Sep 19, 2026 |
| 7 | FMF | First Trust Managed Futures Strategy Fun | $288m | +0.18 | −16.2% | +11.7 pts | Issuer page, Sep 18, 2026 |
| 8 | WTMF | WisdomTree Managed Futures Strategy Fund | $235m | +0.54 | 15.2% | +11.3 pts | SEC N-PORT, May 31, 2026 |
| 9 | TFPN | Blueprint Chesapeake Multi-Asset Trend E | $170m | +0.46 | 25.7% | +18.9 pts | SEC N-PORT, Jun 30, 2026 |
| 10 | CTAP | Simplify US Equity PLUS Managed Futures | $150m | under a year | not measured | not available | Issuer page, Sep 18, 2026 |
| 11 | RSBT | Return Stacked Bonds & Managed Futures E | $127m | +0.39 | 9.2% | +14.4 pts | SEC N-PORT, Apr 30, 2026 |
| 12 | JPFP | JPMorgan Managed Futures Plus ETF | $124m | under a year | not measured | not available | Issuer page, Sep 18, 2026 |
| 13 | ISMF | iShares Managed Futures Active ETF | $66m | +0.32 | −7.8% | +14.3 pts | Issuer daily, Sep 18, 2026 |
| 14 | AHLT | AHL Trend ETF | $50m | +0.40 | 8.0% | +27.9 pts | SEC N-PORT, Apr 30, 2026 |
| 15 | SDMF | Simplify DBi CTA Managed Futures Index E | $43m | under a year | not measured | not available | Issuer page, Sep 18, 2026 |
Method
The 24 managed futures ETFs ETFIQ measures, of which 22 publish net assets. Across the funds listed here correlation with the S&P 500 runs from -0.3 to 0.9. Size is not a measure of how much a fund diversifies. The correlation column is. The ranking is the published field sorted, nothing else: no scoring, no weighting and no view on any fund. Every fund ETFIQ covers in this category is eligible, including funds that have closed, because leaving them out would flatter the category.
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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.
A ranking is not a recommendation and no order on this site is an opinion. ETFIQ is an independent publisher, not an adviser. Standards and sources
Cite this page. ETFIQ, The largest managed futures ETFs, ranked by net assets, data as of Sep 18, 2026. https://etfiq.com/rankings/alternatives-largest-managed-futures Free to use with attribution; the underlying files are at Open data.