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

The Cambria Chesapeake Pure Trend ETF seeks capital preservation and long-term capital appreciation using a proprietary, systematic trend-following strategy that identifies opportunities across four macro asset classes: currencies, commodities, fixed income, and equities.

MFUT

The actively managed fund seeks long-term capital appreciation by pairing large-cap U.S. equity exposure with a managed-futures trend strategy, aiming to provide roughly $1 of U.S. stock exposure and $1 of managed-futures exposure for each $1 invested.

Symbol	Name	Sharpe Ratio (1Y)	Sharpe Ratio (5Y)	Sharpe Ratio (10Y)	Risk / Return Rank
ISMF	iShares Managed Futures Active ETF	2.59	—	—	92
DBMF	iMGP DBi Managed Futures Strategy ETF	2.16	0.68	—	87
IMF	Invesco Managed Futures Strategy ETF	1.79	—	—	76
MFUT	Cambria Chesapeake Pure Trend ETF	1.75	—	—	64
RSST	Return Stacked U.S. Stocks & Managed Futures ETF	1.70	—	—	66

Top Systematic Trend ETFs by Sharpe Ratio

Top Systematic Trend ETFs by Sharpe Ratio