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.

Systematic Trend

The iShares Managed Futures Active ETF seeks to maximize total return by investing in a broad range of non-traditional asset classes, including commodities, rates, and currencies, through long and short positions in futures contracts and futures-related instruments across global markets.

Cboe US

ISMF

The iMGP DBi Managed Futures Strategy ETF (DBMF) is an actively managed ETF that seeks long-term capital appreciation by replicating the pre-fee performance of a representative basket of the largest managed futures hedge funds. The fund, sub-advised by DBi (Dynamic Beta investments), takes long and short positions in highly liquid futures contracts across equities, fixed income, currencies, and commodities.

NYSEArca

DBMF

AHLT

Fidelity Managed Futures ETF is an actively managed liquid-alternatives fund seeking capital appreciation through systematic long and short positions across equity, fixed-income, currency, and commodity futures markets. It combines trend-following and non-trend quantitative signals with risk management to pursue returns that are less correlated with traditional stock and bond markets.

Symbol	Name	Sharpe Ratio (1Y)	Sharpe Ratio (5Y)	Sharpe Ratio (10Y)	Risk / Return Rank
ISMF	iShares Managed Futures Active ETF	2.50	—	—	93
DBMF	iMGP DBi Managed Futures Strategy ETF	2.18	0.67	—	90
AHLT	American Beacon AHL Trend ETF	2.10	—	—	88
FFUT	Fidelity Managed Futures ETF	2.02	—	—	88
IMF	Invesco Managed Futures Strategy ETF	2.01	—	—	87

Top Systematic Trend ETFs by Sharpe Ratio

Top Systematic Trend ETFs by Sharpe Ratio