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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Diversified Commodity Swap UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
iShares Diversified Commodity Swap UCITS ETF (ISCMF) has returned 17.84% so far this year and 29.86% over the past 12 months.
iShares Diversified Commodity Swap UCITS ETF
- 1D
- 0.00%
- 1M
- 7.22%
- YTD
- 17.84%
- 6M
- 26.76%
- 1Y
- 29.86%
- 3Y*
- 12.27%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 17, 2022, ISCMF's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.
Historically, 35% of months were positive and 65% were negative. The best month was Jan 2026 with a return of +10.9%, while the worst month was Jul 2022 at -8.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ISCMF closed higher 5% of trading days. The best single day was Mar 16, 2026 with a return of +9.5%, while the worst single day was Jul 5, 2022 at -9.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.85% | -0.85% | 7.22% | 17.84% | |||||||||
| 2025 | 6.11% | 4.96% | -2.52% | -1.41% | -0.36% | 1.25% | 1.97% | -2.45% | 3.56% | 0.00% | 3.45% | 3.98% | 19.65% |
| 2024 | -0.68% | -0.72% | 3.46% | 3.03% | 5.06% | -4.26% | -3.31% | 0.00% | 2.68% | 0.00% | -1.74% | 0.00% | 3.13% |
| 2023 | 0.00% | -6.94% | -0.17% | -0.00% | -3.48% | -0.37% | 4.37% | 0.00% | 2.90% | 0.00% | -0.67% | -5.12% | -9.58% |
| 2022 | 0.00% | 0.00% | 9.57% | -5.62% | -8.60% | 5.83% | -2.84% | -0.00% | 0.00% | -2.34% | -5.08% |
Benchmark Metrics
iShares Diversified Commodity Swap UCITS ETF has an annualized alpha of 7.60%, beta of -0.07, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since March 18, 2022.
- This ETF captured 13.42% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.39%) — a profile typical of hedging or uncorrelated assets.
- Beta of -0.07 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 7.60%
- Beta
- -0.07
- R²
- 0.01
- Upside Capture
- 13.42%
- Downside Capture
- -7.39%
Expense Ratio
ISCMF has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
ISCMF ranks 94 for risk / return — in the top 94% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and compare them to a chosen benchmark (S&P 500 Index).
| ISCMF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.90 | +0.90 |
Sortino ratioReturn per unit of downside risk | 3.44 | 1.39 | +2.05 |
Omega ratioGain probability vs. loss probability | 2.36 | 1.21 | +1.15 |
Calmar ratioReturn relative to maximum drawdown | 5.25 | 1.40 | +3.85 |
Martin ratioReturn relative to average drawdown | 12.38 | 6.61 | +5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ISCMF risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Diversified Commodity Swap UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Diversified Commodity Swap UCITS ETF was 25.42%, occurring on Jun 12, 2023. Recovery took 656 trading sessions.
The current iShares Diversified Commodity Swap UCITS ETF drawdown is 2.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.42% | Jun 21, 2022 | 246 | Jun 12, 2023 | 656 | Jan 23, 2026 | 902 |
| -5.69% | Feb 13, 2026 | 2 | Feb 17, 2026 | 19 | Mar 16, 2026 | 21 |
| -3.04% | Mar 23, 2026 | 1 | Mar 23, 2026 | — | — | — |
| 0% | Jan 27, 2026 | 1 | Jan 27, 2026 | 1 | Jan 28, 2026 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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