Managed Futures Surge While Volatility Hedges Struggle

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Weekly Channel Summary

The Alternative ETF channel remains a specialized but critical segment of the market, currently overseeing $10.1B in assets across 46 ETFs and 28 brands. For the week ending January 23, 2026, the channel experienced a minor net outflow of ($18M), a figure that masks significant internal rotations between strategy types. Despite this slight weekly dip, investor sentiment for the year remains positive, with year-to-date (YTD) net flows standing at $124M and an impressive one-year trailing flow of $3.8B. The current landscape is characterized by a “risk-on” or “trend-following” bias, as evidenced by the sustained interest in managed futures and the retreat from defensive volatility positions.

This Week’s Performance Leaders and Laggards

Performance across the Alternative landscape was bifurcated this week. The Absolute Return – Managed Futures category was the clear standout, delivering a robust 1.39% return as trend-following signals captured market movements. Conversely, both Volatility categories struggled, with Volatility – Long and Volatility – Short posting weekly returns of -0.41% and -0.73%, respectively. While these two categories typically share an inverse relationship, the current low-volatility environment and specific decay factors resulted in losses for both long-hedging and short-premium strategies this week. Managed Futures continues to lead the Absolute Return group with a YTD gain of 4.59%.

Absolute Return Category Performance

Category WTD 1 Month 3 Month 6 Month YTD 1 Year
Absolute Return – Managed Futures 1.39% 4.16% 7.04% 12.47% 4.59% 9.57%
Absolute Return – Event Driven 0.09% 0.52% 1.06% 3.35% 0.56% 8.69%
Absolute Return – Multi-Strategy -0.67% 0.61% -0.07% 1.24% 1.08% 4.49%

Volatility Category Performance

Category WTD 1 Month 3 Month 6 Month YTD 1 Year
Alternative: Volatility – Long -0.41% -2.64% -21.82% -36.67% -1.44% -35.20%
Alternative: Volatility – Short -0.73% 0.15% 9.06% 18.46% -0.19% -4.49%

Top & Bottom 5 ETFs by Weekly Performance

At the individual fund level, MFUT (Cambria Chesapeake Pure Trend ETF) secured the top spot this week with a gain of 4.89%, benefiting from strong momentum across its underlying signals. Conversely, the WZRD (Opportunistic Trader ETF) was the primary laggard, dropping -11.05%. The QIS (Simplify Multi-QIS Alternative ETF) also saw significant pressure, falling -2.96%, largely due to its positioning within the Absolute Return – Multi-Strategy category during a period of shifting correlations.

Ticker Fund Name WTD Performance
Top Performers
MFUT Cambria Chesapeake Pure Trend ETF 4.89%
HFMF Unlimited HFMF Managed Futures ETF 3.56%
AHLT American Beacon AHL Trend ETF 2.78%
FAAR First Trust Alternative Absolute Return Strategy ETF 2.33%
DBMF IMGP DBi Managed Futures Strategy ETF 2.30%
Bottom Performers
WZRD Opportunistic Trader ETF -11.05%
QIS Simplify Multi-QIS Alternative ETF -2.96%
SVIX -1x Short VIX Futures ETF -2.77%
UVIX 2x Long VIX Futures ETF -1.91%
SVXY ProShares Short VIX Short-Term Futures ETF -0.99%

Analyzing the Weekly Flows

The weekly net flow of ($18M) was driven by a heavy rotation out of defensive volatility products. The Volatility – Long category shed a significant ($61M), representing a clear exit from hedging strategies as equity markets showed resilience. This behavior appears somewhat contrarian given the weak weekly performance of the group, suggesting investors are closing out losing “protection” trades rather than averaging down. Conversely, the Absolute Return – Managed Futures category led all groups with $33M in new capital, indicating that investors are chasing the strong performance seen in that space. Overall, the Absolute Return sub-group remains the channel’s primary growth engine with $215M in YTD inflows.

Absolute Return Category Flows

Category Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Absolute Return – Managed Futures 15 $5.0B $33M $244M $633M $208M $2,013M
Absolute Return – Multi-Strategy 11 $1.9B $11M $12M ($31M) $7M $245M
Absolute Return – Event Driven 9 $0.5B ($6M) ($23M) $15M ($8M) $6M

Volatility Category Flows

Category Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Alternative: Volatility – Short 5 $1.2B $5M ($96M) ($179M) ($51M) ($375M)
Alternative: Volatility – Long 6 $1.6B ($61M) $12M ($190M) ($32M) $1,919M

Top & Bottom 5 ETFs by 5-Day Flow

The inflow leader for the week was DBMF (IMGP DBi Managed Futures Strategy ETF), which gathered $16M, furthering its dominant position in the Managed Futures category. On the exit side, the UVXY (ProShares Ultra VIX Short-Term Futures ETF) saw a massive outflow of ($46M), representing over 10% of its AUM in just five days. The VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) and VIXY (ProShares VIX Short-Term Futures ETF) also faced significant redemptions of ($8M) each, reinforcing the broader thematic shift away from volatility protection.

Ticker Fund Name 5-Day Flow
Inflows
DBMF IMGP DBi Managed Futures Strategy ETF $16M
FLSP Franklin Systematic Style Premia ETF $11M
SVOL Simplify Volatility Premium ETF $5M
ISMF iShares Managed Futures Active ETF $4M
HFMF Unlimited HFMF Managed Futures ETF $3M
Outflows
UVXY ProShares Ultra VIX Short-Term Futures ETF ($46M)
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN ($8M)
VIXY ProShares VIX Short-Term Futures ETF ($8M)
MNA NYLI Merger Arbitrage ETF ($7M)
SVIX -1x Short VIX Futures ETF ($2M)

Issuer League Table Update

The Alternative issuer landscape is dominated by IM and Simplify, which together control over 41% of the total channel market share. IM maintains its top position with a 22.99% market share and $2.32B in AUM. IM also led all brands in weekly net inflows with $16M. Simplify follows closely with an 18.77% share ($1.89B AUM). On the outflow side, ProShares experienced the largest brand-level redemption, losing ($49M) primarily due to the heavy rotation out of its popular volatility-linked products.

Top 5 Issuers by AUM

Brand Fund Count AUM AUM Market Share
IM 1 $2.32B 22.99%
Simplify 3 $1.89B 18.77%
New York Life Investments 2 $1.04B 10.31%
ProShares 6 $0.91B 9.05%
iPath 2 $0.64B 6.38%

Top & Bottom 3 Issuers by 5-Day Flow

Brand 5-Day Flow
Inflows
IM $16M
Franklin $11M
Simplify $6M
Outflows
ProShares ($49M)
iPath ($8M)
New York Life Investments ($7M)

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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.