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

NYSEArca

AHLT

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 Virtus AlphaSimplex Managed Futures ETF seeks to generate positive absolute returns over time by taking positions in highly liquid futures contracts across global equity, bond, currency, and commodity markets using trend-following strategies.

ASMF

The Global X Dorsey Wright Thematic ETF (GXDW) seeks to provide broad exposure to disruptive trends by dynamically rotating into the five highest-ranked momentum themes within Global X’s thematic ETF universe, as identified by Nasdaq Dorsey Wright’s proprietary Relative Strength methodology.

NasdaqGM

GXDW

The Unlimited HFMF Managed Futures ETF is an actively managed fund that seeks capital appreciation by outperforming the hedge fund industry's Managed Futures sector, targeting twice the volatility. It invests in a diversified portfolio of futures contracts across various asset classes, including commodities, currencies, and financial indices, to generate returns with low expected correlation to broad bond and equity markets.

NYSE

HFMF

The Simplify DBi CTA Managed Futures Index ETF seeks to closely track the DBi CTA Managed Futures Index, which is designed to replicate the performance of the largest managed futures funds. The strategy constructs a rules-based portfolio of ten highly liquid futures contracts across interest rates, currencies, equities, and commodities, systematically rebalanced on a weekly basis.

SDMF

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.

Symbol	Name	1Y Sharpe Ratio
ISMF	iShares Managed Futures Active ETF	1.85
AHLT	American Beacon AHL Trend ETF	1.26
MFUT	Cambria Chesapeake Pure Trend ETF	0.90
ASMF	Virtus AlphaSimplex Managed Futures ETF	0.83
IMF	Invesco Managed Futures Strategy ETF	0.37
CTA	Simplify Managed Futures Strategy ETF	0.20
GXDW	Global X Dorsey Wright Thematic ETF	0.05
HFMF	Unlimited HFMF Managed Futures ETF	—
SDMF	Simplify DBi CTA Managed Futures Index ETF	—
FFUT	Fidelity Managed Futures ETF	—

Simplify DBi CTA Managed Futures Index ETF (SDMF) Sharpe Ratio

How it compares to other similar ETFs

Historical Sharpe Ratio