Managed Futures ETFs

KMLM KFA Mount Lucas Managed Futures Index Strategy ETF

KraneShares · KFA MLM Index · since 2020

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

Expense ratio
0.90%
AUM
$300M
Dividend yield
4.9%
1Y return
-6.9%
3Y ann.
+1.6%
5Y ann.
+7.4%
10Y ann.
All-time ann.

Top holdings

  • Long crude oil futures9.00%
  • Long gold futures8.00%
  • Short euro futures-7.00%
  • Long corn futures6.00%

22 total holdings · 62.0% in the top 10

Other managed futures funds