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Virtus AlphaSimplex Managed Futures ETF (ASMF)
About this ETF
This Exchange Traded Fund (ETF) aims to achieve capital growth, aligning with the risk and return characteristics commonly associated with a selection of the world's foremost Managed Futures funds. Its approach to identifying price trends is multifaceted, combining index replication techniques with advanced insights from AlphaSimplex's own proprietary trend-following models. The fund allocates capital to highly tradable futures contracts across twenty distinct assets, encompassing global equity, fixed income, currency, and commodity markets.
Price
Top 10 holdings
| Cash/Cash equivalents | 15.09% |
| United States Treasury Bill 0.000% 08/13/2026 | 7.10% |
| United States Treasury Bill 0.000% 08/20/2026 | 7.09% |
| United States Treasury Bill 0.000% 07/28/2026 | 6.79% |
| United States Treasury Bill 0.000% 07/21/2026 | 6.47% |
| United States Treasury Bill 0.000% 08/06/2026 | 5.16% |
| United States Treasury Bill 0.000% 08/11/2026 | 5.16% |
| United States Treasury Bill 0.000% 07/16/2026 | 4.85% |
| United States Treasury Bill 0.000% 07/30/2026 | 4.85% |
| United States Treasury Bill 0.000% 08/04/2026 | 4.84% |
Sector mix
Price chart
Returns
| 1 month | +0.74% |
| 3 months | +1.77% |
| 6 months | +6.12% |
| Year to date | +7.76% |
| 1 year | +13.88% |
| 3 years (ann.) | — |
| 5 years (ann.) | — |
| 10 years (ann.) | — |
Risk profile
| Volatility (1y, ann.) | 11.57% |
| Sharpe (1y) | 1.18 |
| Sharpe (3y) | — |
| Sortino (1y) | 1.60 |
| Max drawdown (1y) | -5.03% |
| Max drawdown (5y) | — |
| Max drawdown (full) | -16.69% |
| Beta vs S&P 500 (1y) | 0.48 |
| Correlation vs S&P 500 (1y) | 0.52 |
Technical outlook as of 2026-07-13
The Monte Carlo cone is drawn on the price chart above (Forecast overlay); RSI, MACD and the rest of the oscillators live in its indicator panels.
Full holdings
| Constituent | ISIN | Market value | Weight |
|---|---|---|---|
| Loading… | |||
Sector breakdown
Geographic exposure
Cost vs. peers
Comparison universe: 184 funds of the same asset class.
Cost impact calculator
Dividend history
Distributing share class Income is paid out to shareholders.
| Ex-date | Payment | Amount |
|---|---|---|
| 2025-12-22 | 2025-12-29 | USD 0.0517 |
| 2024-12-20 | 2024-12-27 | USD 0.3948 |
ESG profile
No ESG estimate available: none of the scored universe overlaps this portfolio (typical for bond, commodity or synthetic funds).
Scored coverage: 0.0% of the portfolio by weight.
Similar ETFs
| Fund | TER | AUM (USD) | Yield (TTM) | Return 1y | Sharpe 1y |
|---|---|---|---|---|---|
| iShares Bitcoin Trust ETF IBIT | 0.25% | 46.82B | — | -45.40% | -1.13 |
| Grayscale Bitcoin Trust ETF GBTC | 1.50% | 8.67B | — | -46.00% | -1.16 |
| Invesco Senior Loan ETF BKLN | 0.67% | 7.19B | 6.56% | -2.67% | -0.81 |
| abrdn Physical Gold Shares ETF SGOL | 0.17% | 6.81B | — | +20.15% | 0.80 |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF PDBC | 0.74% | 5.34B | 3.01% | +27.55% | 1.37 |
| iShares Ethereum Trust ETF ETHA | 0.25% | 4.93B | — | -37.38% | -0.34 |
| abrdn Physical Silver Shares ETF SIVR | 0.30% | 3.97B | — | +55.06% | 1.04 |
| abrdn Physical Precious Metals Basket Shares ETF GLTR | 0.60% | 2.48B | — | +28.38% | 0.84 |
| abrdn Bloomberg All Commodity Strategy K-1 Free ETF BCI | 0.26% | 2.38B | 13.79% | +10.98% | 0.59 |
| Bitwise Bitcoin ETF Trust BITB | 0.20% | 2.32B | — | -45.29% | -1.13 |
Cheaper alternatives
No fund of the class reaches 60% portfolio overlap — showing the cheapest funds of the class instead.
| Fund | TER | AUM (USD) | Overlap |
|---|---|---|---|
| iShares Bitcoin ETP IB1T.PA | 0.15% | 1.03B | 0.0% |
| WisdomTree Physical Bitcoin BTCW.SW | 0.15% | 1.19B | 0.0% |
| abrdn Physical Gold Shares ETF SGOL | 0.17% | 6.81B | 0.0% |
| Invesco AAA CLO Floating Rate Note ETF ICLO | 0.19% | 508.14M | 0.0% |
| WisdomTree U.S. Efficient Core Fund NTSX | 0.20% | 1.37B | 0.0% |
