DBMF Hauls In $534M, Driving Massive Inflows to Managed Futures ETFs

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Weekly Channel Summary

The Alternatives channel, comprising 51 ETFs from 28 issuers, holds total assets of $20.53 billion. Investors demonstrated strong interest over the week, pouring a net $674 million into the space. This recent activity builds on a powerful year-to-date trend, with inflows now totaling $10.20 billion. Over the past twelve months, the channel has accumulated nearly $11.0 billion in new assets.

This Week’s Performance Leaders and Laggards

Managed Futures strategies led all categories with a 2.71% gain for the week, extending their impressive year-to-date return to 15.52%. Long Volatility funds also posted a positive return of 2.27%, though they remain down significantly for the year. In contrast, Short Volatility was the sole category to finish in the red, declining by a modest 0.26%.

Absolute Return Performance Snapshot

Absolute Return WTD 1 Month 3 Month 6 Month YTD 1 Year
Managed Futures 2.71% 4.46% 5.26% 4.89% 15.52% 22.77%
Multi-Strategy 0.72% 1.25% 3.44% 8.71% 13.74% 12.45%
Event Driven 0.08% 0.24% 0.84% 1.99% 2.77% 3.65%

Volatility Performance Snapshot

Volatility WTD 1 Month 3 Month 6 Month YTD 1 Year
Vol – Long 2.27% -12.40% -34.09% -50.50% -39.54% -53.95%
Vol – Short -0.26% 5.62% 15.54% 24.07% 11.57% 19.43%

Top & Bottom 5 ETFs by Weekly Performance

The Simplify Multi-QIS Alternative ETF (QIS) was the week’s standout performer, delivering a remarkable 10.25% return. Another managed futures product, the Simplify Managed Futures Strategy ETF (CTA), also posted a strong 6.50% gain. On the other end of the spectrum, the Opportunistic Trader ETF (WZRD) experienced a steep decline, falling 39.57% for the week.

Ticker Fund Name WTD Performance
Top Performers
QIS Simplify Multi-QIS Alternative ETF 10.25%
CTA Simplify Managed Futures Strategy ETF 6.50%
UVIX 2x Long VIX Futures ETF 3.53%
KMLM KraneShares Mount Lucas Managed Futures Index Strategy ETF 3.47%
UVXY ProShares Ultra VIX Short-Term Futures ETF 2.80%
Bottom Performers
WZRD Opportunistic Trader ETF -39.57%
SVIX -1x Short VIX Futures ETF -2.06%
SVXY ProShares Short VIX Short-Term Futures ETF -1.02%
HFND Unlimited HFND Multi-Strategy Return Tracker ETF -0.77%
HDG ProShares Hedge Replication ETF -0.62%

Analyzing the Weekly Flows

Investors allocated a net $674 million to the Alternatives channel this week, underscoring continued demand for non-correlated strategies. The Managed Futures category was the primary beneficiary, capturing the vast majority of flows with a $568 million intake. Multi-Strategy funds also saw positive interest, adding $93 million. No category experienced meaningful outflows during the period.

Absolute Return Flows Summary

Absolute Return Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Managed Futures 17 $8.87B $568M $701M $983M $3,438M $4,215M
Multi-Strategy 15 $8.84B $93M $417M $1,557M $6,578M $6,834M
Event Driven 8 $433M -$0M -$20M $1M -$24M -$1M

Volatility Flows Summary

Volatility Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Vol – Long 5 $1.28B $12M $173M $290M $422M $283M
Vol – Short 5 $1.05B $2M -$58M -$168M -$213M -$371M

Top & Bottom 5 ETFs by 5-Day Flow

The iMGP DBi Managed Futures Strategy ETF (DBMF) overwhelmingly led inflows, attracting a massive $534 million in new capital. This single fund accounted for nearly 80% of the channel’s total net flow for the week. In terms of redemptions, the Simplify Managed Futures Strategy ETF (CTA) saw the largest net exit at $52 million. The ProShares Ultra VIX Short-Term Futures ETF (UVXY) followed with outflows of $10 million.

Ticker Fund Name 5-Day Flow
Inflows
DBMF iMGP DBi Managed Futures Strategy ETF $534M
IALT iShares Systematic Alternatives Active ETF $70M
KMLM KraneShares Mount Lucas Managed Futures Index Strategy ETF $61M
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN $29M
FLSP Franklin Systematic Style Premia ETF $20M
Outflows
CTA Simplify Managed Futures Strategy ETF -$52M
UVXY ProShares Ultra VIX Short-Term Futures ETF -$10M
UVIX 2x Long VIX Futures ETF -$7M
SVOL Simplify Volatility Premium ETF -$5M
WZRD Opportunistic Trader ETF -$0M

Note: the following fund(s) were excluded from the flow totals above because the weekly flow exceeds 75% of the fund’s AUM and may be the result of a custom rebalance: VIXM (-$108M).

Issuer League Table Update

iShares continues to lead the Alternatives category with a 28.62% market share, closely followed by iM at 23.17%. Thanks to the success of its flagship fund, iM was the top asset gatherer of the week, bringing in $534 million. Conversely, Simplify recorded the largest net outflows among issuers, with redemptions totaling $55 million.

Top 5 Issuers by AUM

Brand Fund Count AUM AUM Market Share
iShares 2 $5.88B 28.62%
iM 1 $4.76B 23.17%
Simplify 5 $2.25B 10.95%
NYLIM 2 $1.26B 6.15%
Franklin 1 $1.09B 5.31%

Top & Bottom 3 Issuers by 5-Day Flow

Brand 5-Day Flow
Inflows
iM $534M
iShares $70M
KraneShares $61M
Outflows
Simplify -$55M
ProShares -$7M
Volatility Shares -$3M

For a deeper dive into these trends, access our FREE, in-depth Alternative ETF reports in the right side panel of this page.

Disclosures

This material is for informational purposes only and should not be considered investment advice. All investments, including ETFs, involve risk, including the possible loss of principal. Investors should consider their investment objectives, risks, charges, and expenses carefully before investing.

This analysis was developed by the team at ETF Action. We leverage advanced AI tools to assist in the drafting and refinement of our content, based on our expert prompts, direction, and final review.