How Do Futures ETFs Work? What Are The Benefits Of Using Futures In ETFs?An underlying asset is followed by an exchange-traded fund (ETF). The asset could be a currency, an index, or a commodity. ETFs must closely correlate to the asset they are tracking in order to be effective. Many funds employ derivatives to do that. ETFs include options, swaps, and forwards, but not futures contracts on one of the more widely used assets. So, how do futures ETFs work? We will cover up every important thing about using futures in ETFs.