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Fidelity Managed Futures ETF (FFUT) Sharpe Ratio

ETF · Currency in USD · Last updated Jun 3, 2026

The ETF seeks capital appreciation by employing a trend-following strategy across equity, fixed income, currency, and commodity markets using derivatives and direct investments to capture price trends. The fund also utilizes non-trend quantitative strategies and may invest up to 25% of assets in a subsidiary that holds commodity-linked derivatives and cash-settled bitcoin and ether futures, while maintaining exposure through derivatives to manage risk and enhance returns.

Sharpe ratio is not yet available for FFUT. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Fidelity Managed Futures ETF's Sharpe Ratio with other ETFs in the Systematic Trend category across multiple time periods, showing how FFUT's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ISMFiShares Managed Futures Active ETF2.71
MFUTCambria Chesapeake Pure Trend ETF2.63
DBMFiMGP DBi Managed Futures Strategy ETF2.56
AHLTAmerican Beacon AHL Trend ETF2.18
IMFInvesco Managed Futures Strategy ETF1.86
ASMFVirtus AlphaSimplex Managed Futures ETF1.51
GXDWGlobal X Dorsey Wright Thematic ETF1.04
CTASimplify Managed Futures Strategy ETF0.76
HFMFUnlimited HFMF Managed Futures ETF—
FFUTFidelity Managed Futures ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FFUT's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FFUT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FFUT fit in your portfolio?

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