Fidelity Managed Futures ETF (FFUT) Performance
FFUT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +18.3% since Dec 31, 2025
- 1 year
- +21.8% total return
- Since first price
- +28.1% since 2025
FFUT trailing returns vs SPY, QQQ, AGG
| Period | FFUT total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −3.6% | −3.6% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.1% | +3.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.7% | +7.7% | +7.8% | +8.4% | −1.5% |
| YTD | +18.3% | +18.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +21.8% | +19.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionJun 5, 2025 | +28.1% | +25.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FFUT vs SPY
From Jun 5, 2025: FFUT grew to $12,809, SPY to $13,027.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FFUT returns by calendar year
2026 is year to date.
FFUT annual returns table
| Year | FFUT | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +18.3% | −5.6% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FFUT risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +24.6% |
| Volatility (annualized) | 7.5% |
| Sharpe ratio | 2.51 |
| Sortino ratio | 6.14 |
| Best month | +5.5% |
| Worst month | −3.0% |
| Best 12 months | +26.9% |
| Worst 12 months | +16.4% |
| Positive months | 80% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FFUT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 5 | +16.4% | +23.4% | +26.9% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
FFUT performance overview
Fidelity Managed Futures ETF (FFUT) returned +21.8% over the past year, with distributions reinvested. Since its first recorded price on Jun 5, 2025 it has returned +28.1%. Over the same year S&P 500 (SPY) returned +14.4%.
Related: FFUT chart, FFUT dividends. See the FFUT overview for the latest quote and fund facts.
FFUT performance FAQ
What is the FFUT return over the past year?
FFUT returned +21.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 19.2%.
How much would $10,000 invested in FFUT be worth?
$10,000 invested in FFUT at its first recorded close on June 5, 2025 would be worth about $12,809 on October 23, 2026 with distributions reinvested.
How volatile is FFUT?
Over the past history FFUT had an annualized volatility of 7.5% and a Sharpe ratio of 2.51 (excess return over 1–3 month T-bills per unit of risk).