Alternatives

Managed Futures ETFs

These go long and short futures based on price trends, which is why they often make money when equities fall for months at a time. They give back returns in choppy, directionless markets. The genuine diversifier in this list.

Theme performance

Equal-weighted across every fund in this objective

1Y: -4.0%
5Y ann.: +7.1%
10Y ann.: —
All-time ann.: —

Sort4 funds

DBMF

iMGP DBi Managed Futures Strategy ETF

iMGP

Replicates the average of the largest managed futures hedge funds using a handful of liquid futures.

Fee: 0.85%
AUM: $1.4B
Yield: 5.1%

1Y: -4.6%
5Y ann.: +8.9%
10Y ann.: —
Max ann.: —

CTA

Simplify Managed Futures Strategy ETF

Simplify

Actively managed trend and carry signals with an explicit focus on equity crash protection.

Fee: 0.75%
AUM: $1.0B
Yield: 6.4%

1Y: -1.9%
5Y ann.: —
10Y ann.: —
Max ann.: —

KMLM

KFA Mount Lucas Managed Futures Index Strategy ETF

KraneShares

Rules-based trend following across 22 commodity, currency and bond futures, with no equity leg.

Fee: 0.90%
AUM: $300M
Yield: 4.9%

1Y: -6.9%
5Y ann.: +7.4%
10Y ann.: —
Max ann.: —

FMF

First Trust Managed Futures Strategy Fund

First Trust

Actively managed long and short futures across four asset classes, with lower volatility targets.

Fee: 0.95%
AUM: $200M
Yield: 4.4%

1Y: -2.4%
5Y ann.: +5.1%
10Y ann.: —
Max ann.: —