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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.

Systematic Trend ETFs and funds use rules-based models to take long or short positions according to persistent price trends across markets such as equities, bonds, currencies, and commodities. Results can diversify traditional portfolios but may struggle in choppy, rapidly reversing markets.

Number of ETFs
17
Avg. Expense Ratio
0.81%
Avg. Dividend Yield
2.29%
Avg. 1 Year Return
19.36%
Median Risk/Return Score
79 / 100
The Best Systematic Trend ETFs

17 results

SymbolFull NameCategoryInceptionExpense RatioYTD Return10Y Return (Annualized)Dividend YieldRisk / Return RankMax. DrawdownSharpe RatioSortino RatioOmega RatioMartin RatioCalmar RatioUlcer Index
American Beacon AHL Trend ETFSystematic TrendAug 30, 20230.95%
10.23%
1.54%
88
Virtus AlphaSimplex Managed Futures ETFSystematic TrendMay 15, 20240.80%
7.73%
0.20%
65
Simplify Managed Futures Strategy ETFSystematic TrendMar 7, 20220.78%
2.94%
5.38%
15
iMGP DBi Managed Futures Strategy ETFSystematic TrendMay 8, 20190.85%
11.19%
5.11%
90
Fidelity Managed Futures ETFSystematic Trend, Actively ManagedJun 3, 20250.80%
13.58%
1.84%
88
First Trust Managed Futures Strategy FundSystematic TrendAug 1, 20130.95%
7.57%
2.77%
5.03%
71
Global X Dorsey Wright Thematic ETFSystematic TrendOct 25, 20190.50%
-3.37%
1.55%
7
Unlimited HFMF Managed Futures ETFSystematic TrendJul 14, 20250.97%
3.42%
2.87%
25
Invesco Managed Futures Strategy ETFSystematic TrendMar 19, 20250.65%
13.08%
0.89%
87
iShares Managed Futures Active ETFSystematic TrendMar 12, 20250.80%
6.88%
5.83%
93
JPMorgan Managed Futures Plus ETFSystematic TrendMay 27, 20260.59%0.00%
KFA Mount Lucas Index Strategy ETFSystematic TrendDec 2, 20200.90%
12.95%
4.45%
61
Cambria Chesapeake Pure Trend ETFSystematic TrendMay 28, 20241.18%
17.76%
0.00%
80
Return Stacked U.S. Stocks & Managed Futures ETFLarge Cap Blend Equities, Systematic Trend, Actively ManagedSep 5, 20230.99%
14.96%
0.98%
78
Simplify DBi CTA Managed Futures Index ETFSystematic TrendFeb 17, 20260.35%0.38%
Chesapeake Trend-Following Fixed Income ETFActively Managed, Systematic Trend, Nontraditional BondsFeb 23, 20261.01%0.00%
WisdomTree Managed Futures Strategy FundSystematic TrendJan 5, 20110.65%
8.10%
3.47%
2.82%
87

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Best Systematic Trend ETFs by Risk/Return Score

The top Systematic Trend ETFs by PortfoliosLab Risk/Return Score are ISMF (93) and DBMF (90). 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 (8.34%). Across the lineup, Systematic Trend ETFs show an average 1-year return of 19.36% and an average 5-year return of 2.27%, providing a clearer view of performance across different investment horizons.

Lowest-Cost Systematic Trend ETFs

The top Systematic Trend ETFs is SDMF (0.35%). With an average expense ratio of 0.81%, 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 (5.83%). Across the lineup, Systematic Trend ETFs show an average dividend yield of 2.29%, 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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