EDGX vs. FFUT

Last updated Jun 24, 2026

EDGX (Global X U.S. 500 Income Edge ETF) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - EDGX is a Derivative Income fund tracking the Solactive GBS United States 500 Index, while FFUT is a Systematic Trend fund actively managed by Fidelity. EDGX is passively managed, while FFUT is actively managed. At a correlation of -0.28, they often move in opposite directions.

Performance

EDGX vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X U.S. 500 Income Edge ETF (EDGX) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EDGX

• 1D: -1.26%
• 1M: -0.98%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FFUT

• 1D: -1.06%
• 1M: -3.71%
• YTD: 7.69%
• 6M: 8.36%
• 1Y: 17.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EDGX vs. FFUT - Yearly Performance Comparison

	2026 (YTD)
EDGX Global X U.S. 500 Income Edge ETF	7.78%
FFUT Fidelity Managed Futures ETF	4.85%

Correlation

The correlation between EDGX and FFUT is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 18, 2026	-0.28

Return for Risk

EDGX vs. FFUT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDGX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFUT

FFUT Risk / Return Rank: 60
FFUT Sharpe Ratio Rank: 50
FFUT Sortino Ratio Rank: 50
FFUT Omega Ratio Rank: 52
FFUT Calmar Ratio Rank: 72
FFUT Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDGX vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. 500 Income Edge ETF (EDGX) and Fidelity Managed Futures ETF (FFUT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EDGX	FFUT	Difference
Sharpe ratio: Return per unit of total volatility	—	1.55	—
Sortino ratio: Return per unit of downside risk	—	2.22	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	3.26	—
Martin ratio: Return relative to average drawdown	—	13.04	—

Drawdowns

EDGX vs. FFUT - Drawdown Comparison

The maximum EDGX drawdown since its inception was -7.56%, which is greater than FFUT's maximum drawdown of -5.34%. Use the drawdown chart below to compare losses from any high point for EDGX and FFUT.

Drawdown Indicators

	EDGX	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-7.56%	-5.34%	-2.22%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.34%	—
Current Drawdown Current decline from peak	-2.65%	-5.34%	+2.69%
Average Drawdown Average peak-to-trough decline	-1.55%	-0.97%	-0.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.33%	—

Volatility

Volatility by Period

	EDGX	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.07%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	11.27%	+2.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.04%	11.05%	+2.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.04%	11.05%	+2.99%

Dividends

EDGX vs. FFUT - Dividend Comparison

EDGX's dividend yield for the trailing twelve months is around 3.02%, more than FFUT's 1.94% yield.

Position	TTM	2025
EDGX Global X U.S. 500 Income Edge ETF	3.02%	0.00%
FFUT Fidelity Managed Futures ETF	1.94%	2.09%

Frequently Asked Questions

Can I hold both EDGX and FFUT in my portfolio?

EDGX and FFUT have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF pays a higher dividend yield, EDGX or FFUT?

EDGX has the higher dividend yield at 3.02%, compared with 1.94% for FFUT.

What is the main difference between EDGX and FFUT?

EDGX is categorized as Derivative Income, while FFUT is Systematic Trend. They also come from different issuers: Global X and Fidelity.