Managed Futures ETFs

DBMF iMGP DBi Managed Futures Strategy ETF

iMGP · Active (trend replication) · since 2019

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

Expense ratio
0.85%
AUM
$1.4B
Dividend yield
5.1%
1Y return
-4.6%
3Y ann.
+3.4%
5Y ann.
+8.9%
10Y ann.
All-time ann.

Top holdings

  • Long US equity futures28.00%
  • Short 10y Treasury futures-18.00%
  • Long gold futures14.00%
  • Short JPY futures-11.00%

12 total holdings · 100.0% in the top 10

Other managed futures funds