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ISMF vs. FFUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISMF vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Managed Futures Active ETF (ISMF) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISMF achieves a 6.76% return, which is significantly lower than FFUT's 9.23% return.


ISMF

1D
-0.14%
1M
-1.11%
YTD
6.76%
6M
6.76%
1Y
22.62%
3Y*
5Y*
10Y*

FFUT

1D
-0.52%
1M
-2.34%
YTD
9.23%
6M
9.36%
1Y
18.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISMF vs. FFUT - Yearly Performance Comparison


2026 (YTD)2025
ISMF
iShares Managed Futures Active ETF
6.76%12.91%
FFUT
Fidelity Managed Futures ETF
9.23%8.58%

Correlation

The correlation between ISMF and FFUT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2025

0.32

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Return for Risk

ISMF vs. FFUT — Risk / Return Rank

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

ISMF
ISMF Risk / Return Rank: 9090
Overall Rank
ISMF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
ISMF Omega Ratio Rank: 9292
Omega Ratio Rank
ISMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISMF Martin Ratio Rank: 9090
Martin Ratio Rank

FFUT
FFUT Risk / Return Rank: 6464
Overall Rank
FFUT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FFUT Sortino Ratio Rank: 5151
Sortino Ratio Rank
FFUT Omega Ratio Rank: 5454
Omega Ratio Rank
FFUT Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFUT Martin Ratio Rank: 8080
Martin Ratio Rank
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.

ISMF vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Managed Futures Active ETF (ISMF) 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.


ISMFFFUTDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.60

1.33

+0.28

Calmar ratioReturn relative to maximum drawdown

5.76

4.77

+1.00

Martin ratioReturn relative to average drawdown

19.42

15.04

+4.38

ISMF vs. FFUT - Sharpe Ratio Comparison

The current ISMF Sharpe Ratio is 2.85, which is higher than the FFUT Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of ISMF and FFUT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ISMF vs. FFUT - Drawdown Comparison

The maximum ISMF drawdown since its inception was -4.23%, which is greater than FFUT's maximum drawdown of -3.98%. Use the drawdown chart below to compare losses from any high point for ISMF and FFUT.


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Drawdown Indicators


ISMFFFUTDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-3.98%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-3.98%

+0.04%

Current Drawdown

Current decline from peak

-1.49%

-3.98%

+2.49%

Average Drawdown

Average peak-to-trough decline

-1.28%

-0.94%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.26%

-0.09%

Volatility

ISMF vs. FFUT - Volatility Comparison

The current volatility for iShares Managed Futures Active ETF (ISMF) is 1.82%, while Fidelity Managed Futures ETF (FFUT) has a volatility of 2.92%. This indicates that ISMF experiences smaller price fluctuations and is considered to be less risky than FFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISMFFFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

2.92%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

8.96%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

11.23%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.73%

11.03%

-3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%

11.03%

-3.30%

ISMF vs. FFUT - Expense Ratio Comparison

Both ISMF and FFUT have an expense ratio of 0.80%.


Dividends

ISMF vs. FFUT - Dividend Comparison

ISMF's dividend yield for the trailing twelve months is around 5.84%, more than FFUT's 1.91% yield.


PositionTTM2025
FFUT
Fidelity Managed Futures ETF
1.91%2.09%
ISMF
iShares Managed Futures Active ETF
5.84%6.23%

Frequently Asked Questions


ISMF and FFUT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFUT has higher volatility (2.92%) compared to ISMF (1.82%). In terms of maximum drawdown, ISMF dropped -4.23% vs FFUT's -3.98%.

On 1-year performance, ISMF leads with 22.62% vs 18.91% for FFUT. Both ETFs have the same 0.80% expense ratio. On volatility, ISMF has been the lower-risk option at 1.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISMF has performed better with a 22.62% return vs 18.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISMF and FFUT have the same expense ratio: 0.80% per year.

ISMF has the higher dividend yield at 5.84%, compared with 1.91% for FFUT.

They also come from different issuers: iShares and Fidelity.

ISMF currently has the higher Sharpe Ratio (2.85 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ISMF and FFUT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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