As one of our projects for 2023, we had promised to start looking at the CTA ETFs. The nice thing with these, except for costs and pricing transparency, is that they offer full portfolio details. We finally got started and have now started to collect the data to see how they replicate or execute Trend Following strategies.
As a partial result, we started to collect data from $DBMF and $CTA, because they are offering interesting insights into design choices. There are five CTA ETFs with total assets north of one billion. They do not certainly not dominate the landscape for active trend followers, but they have grown rapidly. ETFD.com has a nifty list with facts and figures.