KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM)

Assets	$598.60M
Expense Ratio	0.90%
PE Ratio	n/a
Forward PE	n/a
Shares Out	19.10M
Dividend	$1.30 (4.22%)
Ex-Dividend Date	Dec 22, 2025
Payout Frequency	Annual
Payout Ratio	n/a

Volume	237,628
Open	30.98
Previous Close	31.17
Day's Range	30.69 - 30.98
52-Week Low	25.77
52-Week High	31.74
Beta	-0.31
Holdings	26
Inception Date	Dec 2, 2020

About KMLM

Fund Home Page

The KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) is an exchange-traded fund that is based on the KFA MLM index. The fund aims to track an index of long and short managed futures, based on a trend following methodology. The fund allocates to commodity, currency and global fixed income futures based on relative historical volatility. KMLM was launched on Dec 2, 2020 and is issued by KraneShares.

• Asset Class: Alternatives
• Category: Systematic Trend
• Stock Exchange: NYSE Arca
• Ticker Symbol: KMLM
• ETF Provider: KraneShares
• Index Tracked: KFA MLM Index

Top 10 Holdings

102.75% of assets

Name	Symbol	Weight
United States of America - TREASURY BILL 0.000000% 07/02/2026	B.0 07.02.26	16.78%
United States of America - TREASURY BILL 0.000000% 07/21/2026	B.0 07.21.26	16.75%
AUDUSD CRNCY FUT SEP26 CURRENCY FUTURE.	ADU26	16.15%
United States of America - TREASURY BILL 0.000000% 07/30/2026	B.0 07.30.26	13.39%
LIVE CATTLE FUTR AUG26 PHYSICAL COMMODITY FUTURE.	LCQ26	7.13%
COPPER FUTURE SEP26 PHYSICAL COMMODITY FUTURE.	HGU26	6.82%
GASOLINE RBOB FUT SEP26 PHYSICAL COMMODITY FUTURE.	RBU26	6.70%
WHEAT FUTURE(CBT) DEC26 PHYSICAL COMMODITY FUTURE.	WZ26	6.65%
NY HARB ULSD FUT SEP26 PHYSICAL COMMODITY FUTURE.	HOU26	6.55%
WTI CRUDE FUTURE SEP26 PHYSICAL COMMODITY FUTURE.	CLU26	5.84%

Dividend History

Ex-Dividend	Amount	Pay Date
Dec 22, 2025	$1.30346	Dec 23, 2025
Dec 17, 2024	$0.23011	Dec 18, 2024
Dec 28, 2022	$4.0377	Dec 30, 2022
Dec 29, 2021	$1.83812	Dec 31, 2021

Performance

KMLM had a total return of 19.42% in the past year, including dividends. Since the fund's inception, the average annual return has been 8.13%.

Data Sources: S&P Global Market Intelligence, CBOE, and more

Historical data is provided by S&P Global Market Intelligence. Real-time stock price data is provided by CBOE and 15-minute delayed consolidated tape pricing data is provided by Nasdaq UTP. Several fund data points are also provided by Finnhub.

Last checked:

Oct 21, 2026

Data Sources Report a data error