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
- 15
- Avg. Expense Ratio
- 0.81%
- Avg. Dividend Yield
- 2.01%
- Avg. 1 Year Return
- 19.33%
- Median Risk/Return Score
- 72 / 100
The Best Systematic Trend ETFs
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| Symbol | Full Name | Category | Inception | Expense Ratio | YTD Return | 10Y Return (Annualized) | Dividend Yield | Risk / Return Rank | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BNP Paribas Easy - Managed Futures UCITS ETF EUR C... | Systematic Trend | May 29, 2026 | 0.60% | — | — | 0.00% | — |
Best Systematic Trend ETFs by Risk/Return Score
The top Systematic Trend ETFs by PortfoliosLab Risk/Return Score are ISMF (92) and DBMF (89).
The score measures risk-adjusted performance over the past year, accounting for volatility, drawdown, and return consistency.
| Symbol | Name | Risk / Return Rank | AUM | Inception |
|---|---|---|---|---|
| iShares Managed Futures Active ETF | 92 | — | Mar 2025 | |
| iMGP DBi Managed Futures Strategy ETF | 89 | 1.89B | May 2019 | |
| Fidelity Managed Futures ETF | 84 | 246.93M | Jun 2025 | |
| Invesco Managed Futures Strategy ETF | 83 | — | Mar 2025 | |
| Cambria Chesapeake Pure Trend ETF | 74 | — | May 2024 |
Best-Performing Systematic Trend ETFs Over 5 Years
The top Systematic Trend ETFs is DBMF (8.76%).
Across the lineup, Systematic Trend ETFs show an average 1-year return of 19.33% and an average 5-year return of 0.71%, providing a clearer view of performance across different investment horizons.
| Symbol | Name | Return 5Y | AUM | Inception |
|---|---|---|---|---|
| iMGP DBi Managed Futures Strategy ETF | 8.76% | 1.89B | May 2019 | |
| KFA Mount Lucas Index Strategy ETF | 5.84% | 328.43M | Dec 2020 | |
| Global X Dorsey Wright Thematic ETF | -12.46% | 5.97M | Oct 2019 |
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.
| Symbol | Name | Expense Ratio | AUM | Inception |
|---|---|---|---|---|
| Simplify DBi CTA Managed Futures Index ETF | 0.35% | 37.85M | Feb 2026 | |
| Global X Dorsey Wright Thematic ETF | 0.50% | 5.97M | Oct 2019 | |
| JPMorgan Managed Futures Plus ETF | 0.59% | 17.03M | May 2026 | |
| Invesco Managed Futures Strategy ETF | 0.65% | — | Mar 2025 | |
| Simplify Managed Futures Strategy ETF | 0.78% | 1.58B | Mar 2022 |
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 2.01%, offering investors a steady stream of income through regular dividend payments, making them attractive for income-seeking portfolios.
| Symbol | Name | Dividend Yield | AUM | Inception |
|---|---|---|---|---|
| iShares Managed Futures Active ETF | 5.84% | — | Mar 2025 | |
| iMGP DBi Managed Futures Strategy ETF | 5.05% | 1.89B | May 2019 | |
| Simplify Managed Futures Strategy ETF | 4.80% | 1.58B | Mar 2022 | |
| KFA Mount Lucas Index Strategy ETF | 4.43% | 328.43M | Dec 2020 | |
| Unlimited HFMF Managed Futures ETF | 2.78% | 6.90M | Jul 2025 |
Top ETFs Categories
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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.
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5 Years