Simplify’s CTA Captures $98M as Investors Favor Managed Futures Over Volatility ETFs

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Weekly Channel Summary

The Alternatives channel, encompassing 48 ETFs from 27 issuers, currently holds $12.86 billion in assets under management. This week, the channel registered a net inflow of $55 million, contributing to a strong year-to-date total of $3.12 billion. Over the past twelve months, investors have allocated a net $5.82 billion into these strategies.

This Week’s Performance Leaders and Laggards

Long Volatility funds led performance this week, posting an average gain of 2.94% despite a challenging year. Conversely, Absolute Return – Managed Futures was the weakest category with a 1.68% decline. This weekly result runs counter to year-to-date trends, where the Managed Futures category is up 6.99% while Long Volatility funds have fallen 20.47%.

Category Performance Snapshot

Category WTD 1 Month 3 Month 6 Month YTD 1 Year
Volatility – Long 2.94% -15.77% -39.72% -22.25% -20.47% -61.34%
Absolute Return – Event Driven 0.34% 0.21% 0.78% 1.63% 2.07% 4.92%
Absolute Return – Multi-Strategy -0.75% 0.46% 4.78% 6.09% 6.47% 16.16%
Volatility – Short -1.25% 3.54% 14.01% -0.44% -0.70% 23.69%
Absolute Return – Managed Futures -1.68% -4.73% 0.03% 6.58% 6.99% 19.32%

Top & Bottom 5 ETFs by Weekly Performance

Leveraged volatility products were the top individual performers, led by a 5.15% surge in the 2x Long VIX Futures ETF (UVIX). The ProShares Ultra VIX Short-Term Futures ETF (UVXY) also posted a strong gain of 3.73%. At the other end of the spectrum, the Simplify Multi-QIS Alternative ETF (QIS) recorded the largest loss, declining by 5.22% for the week.

Ticker Fund Name WTD Performance
Top Performers
UVIX 2x Long VIX Futures ETF 5.15%
UVXY ProShares Ultra VIX Short-Term Futures ETF 3.73%
ZVOL Volatility Premium Plus ETF 3.13%
VIXY ProShares VIX Short-Term Futures ETF 2.65%
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN 1.97%
Bottom Performers
QIS Simplify Multi-QIS Alternative ETF -5.22%
ASGM Virtus AlphaSimplex Global Macro ETF -4.04%
WTIP WisdomTree Inflation Plus Fund -3.91%
CTA Simplify Managed Futures Strategy ETF -2.94%
JPFP JPMorgan Managed Futures Plus ETF -2.94%

Analyzing the Weekly Flows

Investors allocated a net $55 million to the Alternatives channel, with flows showing a clear divergence between categories. The Absolute Return – Managed Futures category was the primary destination for new capital, attracting $114 million. In contrast, both Volatility – Long and Volatility – Short strategies saw significant withdrawals, shedding a combined $75 million.

Category Flows Summary

Category Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Absolute Return – Managed Futures 16 $7.39B $114M $485M $1,140M $2,594M $3,711M
Absolute Return – Multi-Strategy 12 $2.53B $11M $85M $500M $605M $828M
Absolute Return – Event Driven 9 $444M $5M $8M -$17M -$27M $2M
Volatility – Short 5 $1.08B -$25M -$59M -$235M -$96M -$639M
Volatility – Long 6 $1.42B -$50M -$257M $659M $48M $1,916M

Top & Bottom 5 ETFs by 5-Day Flow

The Simplify Managed Futures Strategy ETF (CTA) was the clear favorite among investors, single-handedly gathering $98 million in net inflows. On the redemption side, volatility-focused ETFs saw the largest exits. The ProShares Short VIX Short-Term Futures ETF (SVXY) and the ProShares Ultra VIX Short-Term Futures ETF (UVXY) led outflows with $28 million and $22 million in withdrawals, respectively.

Ticker Fund Name 5-Day Flow
Inflows
CTA Simplify Managed Futures Strategy ETF $98M
DBMF iMGP DBi Managed Futures Strategy ETF $11M
LALT First Trust Multi-Strategy Alternative ETF $7M
CUSD CrossingBridge Ultra-Short Duration ETF $6M
FLSP Franklin Systematic Style Premia ETF $4M
Outflows
SVXY ProShares Short VIX Short-Term Futures ETF -$28M
UVXY ProShares Ultra VIX Short-Term Futures ETF -$22M
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN -$19M
UVIX 2x Long VIX Futures ETF -$7M
VIXY ProShares VIX Short-Term Futures ETF -$2M

Issuer League Table Update

With a 31.0% market share, iM remains the largest issuer in the Alternatives space, followed by Simplify, which holds a 16.6% share. Simplify also led all issuers in weekly asset gathering, bringing in $98 million thanks to strong demand for its managed futures fund. Conversely, ProShares experienced the largest net outflows for the week, with investors pulling $52 million from its suite of volatility products.

Top 5 Issuers by AUM

Brand Fund Count AUM AUM Market Share
iM 1 $3.99B 30.99%
Simplify 5 $2.13B 16.60%
New York Life Investments 2 $1.26B 9.80%
Franklin 1 $938M 7.29%
ProShares 6 $823M 6.40%

Top & Bottom 3 Issuers by 5-Day Flow

Brand 5-Day Flow
Inflows
Simplify $98M
iM $11M
First Trust $9M
Outflows
ProShares -$52M
iPath -$19M
Volatility Shares -$4M

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.