Investors Rotate to Managed Futures While Long Volatility Struggles

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Weekly Channel Summary

The Alternative ETF channel, currently comprising 46 funds, manages a total of $9.8 billion in assets. For the week ending January 2, 2026, the channel brought in net inflows of $22 million, contributing to a year-to-date total of $43 million and a strong 1-year flow figure of $4.18 billion. While the overall flow picture was positive, activity was concentrated, with the Absolute Return – Managed Futures category doing the heavy lifting, offsetting outflows across the Volatility complex. This week’s modest net positive flow suggests a continued, albeit selective, appetite for alternative diversification strategies amidst broader market movements.

This Week’s Performance Leaders and Laggards

Performance this week highlighted the stark mechanical differences within the Volatility space. The “Volatility – Short” category led the way with a positive weekly return of 0.92%, benefiting from the suppression of volatility, while the “Volatility – Long” category suffered significantly, dropping -2.96%. In the Absolute Return space, returns were muted; “Absolute Return – Event Driven” was the only sub-category to stay in the green, posting a flat but positive return of 0.01%, while both Managed Futures and Multi-Strategy posted slight declines.

Absolute Return Category Performance

Category WTD 1 Month 3 Month 6 Month YTD 1 Year
Absolute Return – Event Driven 0.01% 0.23% 1.65% 3.38% 0.00% 8.85%
Absolute Return – Multi-Strategy -0.33% 0.13% 0.13% 2.07% 0.45% 2.91%
Absolute Return – Managed Futures -0.68% 2.24% 4.41% 10.26% 0.47% 5.29%

Volatility Category Performance

Category WTD 1 Month 3 Month 6 Month YTD 1 Year
Alternative: Volatility – Short 0.92% 8.02% 7.82% 24.02% 0.51% 1.60%
Alternative: Volatility – Long -2.96% -17.03% -22.19% -41.37% -1.80% -39.97%

Top & Bottom 5 ETFs by Weekly Performance

The week’s top performer was SVIX (-1x Short VIX Futures ETF), which gained 3.19%, underscoring the success of short volatility strategies this week. Conversely, the bottom performers were dominated by leveraged long volatility funds; UVIX (2x Long VIX Futures ETF) dropped -6.51%, and UVXY fell -5.27%, illustrating the harsh drag on long volatility positions during calm market periods.

Ticker Fund Name WTD Performance
Top Performers
SVIX -1x Short VIX Futures ETF 3.19%
SVXY ProShares Short VIX Short-Term Futures ETF 1.81%
WZRD Opportunistic Trader ETF 1.68%
TFPN Blueprint Chesapeake Multi-Asset Trend ETF 0.71%
FFUT Fidelity Managed Futures ETF 0.67%
Bottom Performers
UVIX 2x Long VIX Futures ETF -6.51%
UVXY ProShares Ultra VIX Short-Term Futures ETF -5.27%
QIS Simplify Multi-QIS Alternative ETF -4.37%
VIXY ProShares VIX Short-Term Futures ETF -3.50%
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN -3.48%

Analyzing the Weekly Flows

The channel attracted a total net inflow of $22 million this week, characterized by a distinct preference for managed futures strategies over pure volatility plays. “Absolute Return – Managed Futures” was the clear winner, pulling in $90 million. This appears to be a “buy the dip” or strategic allocation move, given that the category was slightly down for the week but remains a strong performer over the long term. In contrast, “Alternative: Volatility – Short” saw the largest outflows of ($45 million), suggesting profit-taking as the category hit weekly highs. “Event Driven” also saw mild outflows, further concentrating the positive sentiment into Managed Futures.

Absolute Return Category Flows

Category Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Absolute Return – Managed Futures 15 $4.6B $90M $302M $737M $54M $2,044M
Absolute Return – Multi-Strategy 11 $1.8B $5M ($38M) $171M $0M $259M
Absolute Return – Event Driven 9 $0.5B ($13M) $13M $25M $0M $1M

Volatility Category Flows

Category Fund Count AUM 5 Day 30 Day 90 Day YTD 1 Year
Alternative: Volatility – Long 6 $1.6B ($15M) $181M ($563M) ($3M) $2,411M
Alternative: Volatility – Short 5 $1.2B ($45M) ($104M) ($98M) ($9M) ($537M)

Top & Bottom 5 ETFs by 5-Day Flow

The inflow leader by a significant margin was DBMF (IMGP DBi Managed Futures Strategy ETF), gathering $86 million, which represents over 4% of its AUM in just one week. This cements its status as a favored vehicle for managed futures exposure. On the outflow side, investors pulled money from volatility products regardless of direction; SVIX (-1x Short VIX Futures ETF) shed ($30 million) despite its strong performance, and VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) lost ($18 million).

Ticker Fund Name 5-Day Flow
Inflows
DBMF IMGP DBi Managed Futures Strategy ETF $86M
UVIX 2x Long VIX Futures ETF $7M
CTA Simplify Managed Futures Strategy ETF $6M
QAI NYLI Hedge Multi-Strategy Tracker ETF $5M
ARB AltShares Merger Arbitrage ETF $3M
Outflows
SVIX -1x Short VIX Futures ETF ($30M)
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN ($18M)
MRGR ProShares Merger ETF ($17M)
SVOL Simplify Volatility Premium ETF ($15M)
VIXY ProShares VIX Short-Term Futures ETF ($7M)

Issuer League Table Update

iM (IMGP) continues to lead the issuer market share race, controlling 21.43% of the channel’s assets with $2.10 billion in AUM. Simplify remains a close second with 19.17%. In terms of flows, iM was the dominant force this week, gathering $86 million, while Volatility Shares experienced the heaviest outflows, shedding ($23 million).

Top 5 Issuers by AUM

Brand Fund Count AUM AUM Market Share
iM 1 $2.10B 21.43%
Simplify 3 $1.88B 19.17%
New York Life Investments 2 $1.04B 10.62%
ProShares 6 $0.95B 9.71%
iPath 2 $0.65B 6.60%

Top & Bottom 3 Issuers by 5-Day Flow

Brand 5-Day Flow
Inflows
iM $86M
New York Life Investments $5M
Altshares $3M
Outflows
Volatility Shares ($23M)
ProShares ($21M)
iPath ($18M)

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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.