RTRE vs. FFUT

Last updated Jun 24, 2026

RTRE (Rareview Total Return Bond ETF) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - RTRE is a Intermediate Core-Plus Bond fund actively managed by Rareview, while FFUT is a Systematic Trend fund actively managed by Fidelity. Both are actively managed. Over the past year, RTRE returned 4.37% vs 18.72% for FFUT. At a correlation of -0.28, they often move in opposite directions. RTRE charges 0.70%/yr vs 0.80%/yr for FFUT.

Performance

RTRE vs. FFUT - Performance Comparison

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

Returns By Period

In the year-to-date period, RTRE achieves a 0.23% return, which is significantly lower than FFUT's 8.83% return.

RTRE

• 1D: 0.14%
• 1M: 0.71%
• YTD: 0.23%
• 6M: 0.36%
• 1Y: 4.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FFUT

• 1D: -0.36%
• 1M: -2.69%
• YTD: 8.83%
• 6M: 9.28%
• 1Y: 18.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RTRE vs. FFUT - Yearly Performance Comparison

	2026 (YTD)	2025
RTRE Rareview Total Return Bond ETF	0.23%	4.60%
FFUT Fidelity Managed Futures ETF	8.83%	8.58%

Correlation

The correlation between RTRE and FFUT is -0.27, 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 (1Y) Calculated over the trailing 1-year period	-0.27
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.28

Return for Risk

RTRE vs. FFUT — Risk / Return Rank

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

RTRE

RTRE Risk / Return Rank: 28
RTRE Sharpe Ratio Rank: 31
RTRE Sortino Ratio Rank: 29
RTRE Omega Ratio Rank: 29
RTRE Calmar Ratio Rank: 26
RTRE Martin Ratio Rank: 27

FFUT

FFUT Risk / Return Rank: 64
FFUT Sharpe Ratio Rank: 51
FFUT Sortino Ratio Rank: 51
FFUT Omega Ratio Rank: 54
FFUT Calmar Ratio Rank: 84
FFUT Martin Ratio Rank: 79

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.

RTRE vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rareview Total Return Bond ETF (RTRE) 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.

	RTRE	FFUT	Difference
Sharpe ratio: Return per unit of total volatility	1.03	1.68	-0.65
Sortino ratio: Return per unit of downside risk	1.48	2.40	-0.91
Omega ratio: Gain probability vs. loss probability	1.18	1.32	-0.14
Calmar ratio: Return relative to maximum drawdown	1.18	4.35	-3.16
Martin ratio: Return relative to average drawdown	3.39	14.55	-11.17

RTRE vs. FFUT - Sharpe Ratio Comparison

The current RTRE Sharpe Ratio is 1.03, which is lower than the FFUT Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of RTRE 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.

Drawdowns

RTRE vs. FFUT - Drawdown Comparison

The maximum RTRE drawdown since its inception was -4.99%, which is greater than FFUT's maximum drawdown of -4.33%. Use the drawdown chart below to compare losses from any high point for RTRE and FFUT.

Drawdown Indicators

	RTRE	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-4.99%	-4.33%	-0.66%
Max Drawdown (1Y) Largest decline over 1 year	-3.70%	-4.33%	+0.63%
Current Drawdown Current decline from peak	-2.05%	-4.33%	+2.28%
Average Drawdown Average peak-to-trough decline	-1.45%	-0.96%	-0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	1.29%	0.00%

Volatility

RTRE vs. FFUT - Volatility Comparison

The current volatility for Rareview Total Return Bond ETF (RTRE) is 1.21%, while Fidelity Managed Futures ETF (FFUT) has a volatility of 2.93%. This indicates that RTRE 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.

Volatility by Period

	RTRE	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.21%	2.93%	-1.72%
Volatility (6M) Calculated over the trailing 6-month period	3.38%	8.97%	-5.59%
Volatility (1Y) Calculated over the trailing 1-year period	4.27%	11.22%	-6.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.78%	11.02%	-6.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.78%	11.02%	-6.24%

RTRE vs. FFUT - Expense Ratio Comparison

RTRE has a 0.70% expense ratio, which is lower than FFUT's 0.80% expense ratio.

Dividends

RTRE vs. FFUT - Dividend Comparison

RTRE's dividend yield for the trailing twelve months is around 4.36%, more than FFUT's 1.92% yield.

Position	TTM	2025	2024
FFUT Fidelity Managed Futures ETF	1.92%	2.09%	0.00%
RTRE Rareview Total Return Bond ETF	4.36%	4.02%	3.33%

Frequently Asked Questions

Can I hold both RTRE and FFUT in my portfolio?

RTRE and FFUT have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RTRE or FFUT?

FFUT has higher volatility (2.93%) compared to RTRE (1.21%). In terms of maximum drawdown, RTRE dropped -4.99% vs FFUT's -4.33%.

Which ETF is better, RTRE or FFUT?

On 1-year performance, FFUT leads with 18.72% vs 4.37% for RTRE. On fees, RTRE is cheaper at 0.70% per year. On volatility, RTRE has been the lower-risk option at 1.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RTRE or FFUT?

Over the 1-year period, FFUT has performed better with a 18.72% return vs 4.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RTRE or FFUT?

RTRE is cheaper with a 0.70% expense ratio, compared with 0.80% for FFUT.

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

RTRE has the higher dividend yield at 4.36%, compared with 1.92% for FFUT.

What is the main difference between RTRE and FFUT?

RTRE is categorized as Intermediate Core-Plus Bond, while FFUT is Systematic Trend. They also come from different issuers: Rareview and Fidelity. Their fees differ too: 0.70% for RTRE and 0.80% for FFUT.

Which has better risk-adjusted returns?

FFUT currently has the higher Sharpe Ratio (1.68 vs 1.03), 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.