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The Best Systematic Trend ETFs

The table below compares the performance and other essential indicators like dividend yield and expense ratio of Systematic Trend ETFs.

Number of ETFs
14
Avg. Expense Ratio
0.79%
Avg. Dividend Yield
2.19%
Avg. 1 Year Return
24.04%
Median Risk/Return Score
66 / 100
The Best Systematic Trend ETFs

14 results

SymbolFull NameCategoryInceptionExpense RatioYTD Return10Y Return (Annualized)Dividend Yield

Risk / Return Rank

Max. DrawdownSharpe RatioSortino RatioOmega RatioMartin RatioCalmar RatioUlcer Index
American Beacon AHL Trend ETFSystematic TrendAug 30, 20230.95%
11.56%
1.52%
70
Virtus AlphaSimplex Managed Futures ETFSystematic TrendMay 15, 20240.80%
8.93%
0.20%
54
Simplify Managed Futures Strategy ETFSystematic TrendMar 7, 20220.78%
1.30%
5.38%
10
iMGP DBi Managed Futures Strategy ETFSystematic TrendMay 8, 20190.85%
10.77%
5.17%
78
Fidelity Managed Futures ETFSystematic TrendJun 3, 20250.80%
9.23%
1.91%
64
Global X Dorsey Wright Thematic ETFSystematic TrendOct 25, 20190.50%
18.88%
1.18%
18
Unlimited HFMF Managed Futures ETFSystematic TrendJul 14, 20250.97%
3.70%
2.86%
Invesco Managed Futures Strategy ETFSystematic TrendMar 19, 20250.65%
12.34%
0.90%
73
iShares Managed Futures Active ETFSystematic TrendMar 12, 20250.80%
6.76%
5.84%
90
JPMorgan Managed Futures Plus ETFSystematic TrendMay 27, 20260.59%0.00%
KFA Mount Lucas Index Strategy ETFSystematic TrendDec 2, 20200.90%
7.82%
4.66%
41
Cambria Chesapeake Pure Trend ETFSystematic TrendMay 28, 20241.18%
16.76%
0.00%
66
Return Stacked U.S. Stocks & Managed Futures ETFLarge Cap Blend Equities, Systematic Trend, Actively ManagedSep 5, 20230.99%
16.23%
0.97%
71
Simplify DBi CTA Managed Futures Index ETFSystematic TrendFeb 17, 20260.35%0.00%

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Best Systematic Trend ETFs by Risk/Return Score

The top Systematic Trend ETFs by PortfoliosLab Risk/Return Score are ISMF (90) and DBMF (78). The score measures risk-adjusted performance over the past year, accounting for volatility, drawdown, and return consistency.

Best-Performing Systematic Trend ETFs Over 5 Years

The top Systematic Trend ETFs is DBMF (8.43%). Across the lineup, Systematic Trend ETFs show an average 1-year return of 24.04% and an average 5-year return of 1.14%, providing a clearer view of performance across different investment horizons.

SymbolNameReturn 5YAUMInception
iMGP DBi Managed Futures Strategy ETF
8.43%
1.89BMay 2019
KFA Mount Lucas Index Strategy ETF
4.70%
300.41MDec 2020
Global X Dorsey Wright Thematic ETF
-9.71%
7.96MOct 2019

Lowest-Cost Systematic Trend ETFs

The top Systematic Trend ETFs is SDMF (0.35%). With an average expense ratio of 0.79%, Systematic Trend ETFs remain a low-cost option for investors seeking broad market exposure, sector allocations, and diversified portfolio building blocks.

Highest-Yield Systematic Trend ETFs

The top Systematic Trend ETFs is ISMF (5.84%). Across the lineup, Systematic Trend ETFs show an average dividend yield of 2.19%, offering investors a steady stream of income through regular dividend payments, making them attractive for income-seeking portfolios.

Top ETFs Categories


Top ETFs Comparisons

Compare the top ETFs symbols based on PortfoliosLab usage data.

Risk vs. Return Scatterplot

The Risk vs. Return Scatterplot allows you to quickly compare funds, stocks, and ETFs in one view. It displays the yearly return of an instrument on one axis and the risk (volatility) on the other.

0%Annualized Volatility0%Annualized Return

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