See what your fund actually adds

iShares Managed Futures Active ETF ISMF

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

ISMF compared with its replication portfolio
MeasureISMFReplication
Annualized growth14.3%13.3%
Annualized volatility6.8%5.2%
Sharpe ratio2.022.42
Maximum drawdown3.8%3.5%
Replication fit (R²)0.45 · Tracking error 5.0%

Replication portfolio

The published portfolio below is the investable basket used to model ISMF’s historical return behavior.

ISMF replication basket weights
TickerBuilding blockWeight
WTMFAlternatives · Mgt Futures57.5%
EMLCFI · EM Local Currency14.6%
VCLTFI · Long Corp13.5%
XLPSector · Cons Staples8.1%
EFVIntl · Value6.3%