DBMF Outflows Drag Alternatives Channel Negative Despite Strong Managed Futures Performance

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Weekly Channel Summary

The Alternatives channel, encompassing 47 ETFs from 26 issuers, holds a total of $13.43 billion in assets under management. The segment experienced net outflows of $219 million over the past week, though it has attracted significant capital year-to-date. Investors have added $3.76 billion to the channel so far in 2026 and $5.12 billion over the last twelve months.

This Week’s Performance Leaders and Laggards

Volatility-linked strategies showed the widest performance divergence this week, with Vol – Short funds gaining 2.47% while Vol – Long funds fell by 5.41%. Managed Futures also posted a strong weekly return of 2.17%, extending its year-to-date gain to 10.67%. On the other end of the spectrum, the decline in Vol – Long funds deepened their year-to-date losses to nearly 33%.

Absolute Return Performance Snapshot

Absolute Return WTD 1 Month 3 Month 6 Month YTD 1 Year
Managed Futures 2.17% 1.25% -2.49% 3.85% 10.67% 21.05%
Multi-Strategy 0.89% 1.39% 1.48% 4.80% 7.83% 14.26%
Event Driven 0.29% 0.53% 1.28% 1.81% 2.93% 3.90%

Volatility Performance Snapshot

Volatility WTD 1 Month 3 Month 6 Month YTD 1 Year
Vol – Short 2.47% 3.93% 14.20% 12.50% 7.22% 22.83%
Vol – Long -5.41% -11.60% -34.03% -38.68% -32.97% -54.94%

Top & Bottom 5 ETFs by Weekly Performance

The Opportunistic Trader ETF (WZRD) delivered a staggering 66.39% return, making it the week’s standout performer by a wide margin. Other top funds included the Simplify Multi-QIS Alternative ETF (QIS) and the Simplify Managed Futures Strategy ETF (CTA), which gained 8.17% and 5.10% respectively. Conversely, leveraged volatility products suffered the most, with the 2x Long VIX Futures ETF (UVIX) declining by 9.34%.

Ticker Fund Name WTD Performance
Top Performers
WZRD Opportunistic Trader ETF 66.39%
QIS Simplify Multi-QIS Alternative ETF 8.17%
CTA Simplify Managed Futures Strategy ETF 5.10%
SVIX -1x Short VIX Futures ETF 4.95%
KMLM KraneShares Mount Lucas Managed Futures Index Strategy ETF 3.30%
Bottom Performers
UVIX 2x Long VIX Futures ETF -9.34%
UVXY ProShares Ultra VIX Short-Term Futures ETF -7.03%
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN -4.75%
VIXY ProShares VIX Short-Term Futures ETF -4.75%
NTRL First Trust Equity Market Neutral ETF -1.78%

Analyzing the Weekly Flows

The Alternatives channel saw net outflows of $219 million for the week, driven by significant redemptions from the Managed Futures category. This group shed $238 million, overshadowing modest inflows into other areas. Vol – Long strategies were the primary beneficiaries of new assets, collecting $30 million, while Event Driven funds added a smaller $1 million.

Absolute Return Flows Summary

Absolute Return Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Event Driven 8 $427M $1M $2M -$2M -$29M $3M
Multi-Strategy 12 $2.88B -$2M $67M $399M $917M $1,159M
Managed Futures 16 $7.71B -$238M $253M $834M $2,719M $3,665M

Volatility Flows Summary

Volatility Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Vol – Long 6 $1.33B $30M $229M $178M $322M $672M
Vol – Short 5 $1.07B -$11M -$44M -$169M -$167M -$382M

Top & Bottom 5 ETFs by 5-Day Flow

Flows at the fund level were concentrated, with a single ETF accounting for nearly all of the channel’s weekly outflows. The iMGP DBi Managed Futures Strategy ETF (DBMF) experienced redemptions of $214 million. The iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) also saw significant withdrawals, losing $68 million. On the other side of the ledger, the ProShares VIX Mid-Term Futures ETF (VIXM) led all funds with $63 million in new assets.

Ticker Fund Name 5-Day Flow
Inflows
VIXM ProShares VIX Mid-Term Futures ETF $63M
VIXY ProShares VIX Short-Term Futures ETF $17M
UVIX 2x Long VIX Futures ETF $13M
SVXY ProShares Short VIX Short-Term Futures ETF $9M
WTMF WisdomTree Managed Futures Strategy Fund $8M
Outflows
DBMF iMGP DBi Managed Futures Strategy ETF -$214M
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN -$68M
KMLM KraneShares Mount Lucas Managed Futures Index Strategy ETF -$27M
SVIX -1x Short VIX Futures ETF -$12M
CTA Simplify Managed Futures Strategy ETF -$11M

Issuer League Table Update

iM and Simplify remain the two largest issuers in the Alternatives space, commanding market shares of 29.57% and 16.13%, respectively. This week, ProShares led all issuers in asset gathering, pulling in $89 million in net inflows across its product suite. In contrast, iM faced the largest outflows, shedding $214 million entirely from its single managed futures fund.

Top 5 Issuers by AUM

Brand Fund Count AUM AUM Market Share
iM 1 $3.97B 29.57%
Simplify 5 $2.17B 16.13%
New York Life Investments 2 $1.28B 9.52%
Franklin 1 $1.05B 7.81%
ProShares 6 $926M 6.90%

Top & Bottom 3 Issuers by 5-Day Flow

Brand 5-Day Flow
Inflows
ProShares $89M
First Trust $11M
WisdomTree $8M
Outflows
iM -$214M
iPath -$68M
KraneShares -$27M

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.