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
- 2.30%
- Avg. 1 Year Return
- 16.86%
- Median Risk/Return Score
- 72 / 100
The Best Systematic Trend ETFs
1 result
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| iMGP DBi Managed Futures Fund R USD UCITS ETF | Systematic Trend | Mar 17, 2025 | 0.75% | 12.70% | — | 0.00% | 91 |
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.
| Symbol | Name | Risk / Return Rank | AUM | Inception |
|---|---|---|---|---|
| iShares Managed Futures Active ETF | 93 | — | Mar 2025 | |
| iMGP DBi Managed Futures Strategy ETF | 90 | 1.89B | May 2019 | |
| WisdomTree Managed Futures Strategy Fund | 83 | 237.30M | Jan 2011 | |
| Invesco Managed Futures Strategy ETF | 83 | — | Mar 2025 | |
| Fidelity Managed Futures ETF | 81 | 246.93M | Jun 2025 |
Best-Performing Systematic Trend ETFs Over 5 Years
The top Systematic Trend ETFs is DBMF (8.44%).
Across the lineup, Systematic Trend ETFs show an average 1-year return of 16.86% and an average 5-year return of 2.05%, providing a clearer view of performance across different investment horizons.
| Symbol | Name | Return 5Y | AUM | Inception |
|---|---|---|---|---|
| iMGP DBi Managed Futures Strategy ETF | 8.44% | 1.89B | May 2019 | |
| WisdomTree Managed Futures Strategy Fund | 5.76% | 237.30M | Jan 2011 | |
| KFA Mount Lucas Index Strategy ETF | 5.51% | 384.99M | Dec 2020 | |
| First Trust Managed Futures Strategy Fund | 4.34% | 248.84M | Aug 2013 | |
| Global X Dorsey Wright Thematic ETF | -13.80% | 6.07M | 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% | 36.54M | Feb 2026 | |
| Global X Dorsey Wright Thematic ETF | 0.50% | 6.07M | Oct 2019 | |
| JPMorgan Managed Futures Plus ETF | 0.59% | 17.11M | May 2026 | |
| WisdomTree Managed Futures Strategy Fund | 0.65% | 237.30M | Jan 2011 | |
| Invesco Managed Futures Strategy ETF | 0.65% | — | Mar 2025 |
Highest-Yield Systematic Trend ETFs
The top Systematic Trend ETFs is ISMF (5.86%).
Across the lineup, Systematic Trend ETFs show an average dividend yield of 2.30%, 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 | 5.86% | — | Mar 2025 | |
| Simplify Managed Futures Strategy ETF | 5.55% | 1.59B | Mar 2022 | |
| iMGP DBi Managed Futures Strategy ETF | 5.09% | 1.89B | May 2019 | |
| First Trust Managed Futures Strategy Fund | 5.04% | 248.84M | Aug 2013 | |
| KFA Mount Lucas Index Strategy ETF | 4.46% | 384.99M | Dec 2020 |
Top ETFs Categories
Europe Equities · 587 ETFsGlobal Equities · 586 ETFsLeveraged Equities · 561 ETFsDerivative Income · 517 ETFsLarge Cap Blend Equities · 475 ETFsAsia Pacific Equities · 450 ETFsTechnology Equities · 420 ETFsDefined Outcome · 345 ETFsEmerging Markets Equities · 337 ETFsDividend · 310 ETFsS&P 500 · 308 ETFsCorporate Bonds · 300 ETFsGovernment Bonds · 269 ETFsForeign Large Cap Equities · 257 ETFsLarge Cap Growth Equities · 251 ETFsEnergy Equities · 211 ETFsESG · 207 ETFsLarge Cap Value Equities · 204 ETFsHigh Yield Bonds · 203 ETFsCryptocurrency · 200 ETFsOptions Trading · 198 ETFsQuality Factor · 180 ETFsActively Managed · 178 ETFsPrecious Metals · 165 ETFsHealth & Biotech Equities · 154 ETFsMunicipal Bonds · 150 ETFsREIT · 148 ETFsJapan Equities · 144 ETFsFinancials Equities · 139 ETFsEmerging Markets Bonds · 136 ETFs
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.
Loading charts...
5 Years