AIYY vs. ISCMF
AIYY (YieldMax AI Option Income Strategy ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - AIYY is a Derivative Income fund actively managed by YieldMax, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. AIYY is actively managed, while ISCMF is passively managed. Over the past year, AIYY returned -59.20% vs 31.30% for ISCMF. At a correlation of -0.05, they often move in opposite directions. AIYY charges 0.99%/yr vs 0.19%/yr for ISCMF.
Performance
AIYY vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, AIYY achieves a -31.40% return, which is significantly lower than ISCMF's 22.87% return.
AIYY
- 1D
- -5.93%
- 1M
- 0.59%
- YTD
- -31.40%
- 6M
- -34.77%
- 1Y
- -59.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
AIYY vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | -31.40% | -58.98% | -14.74% | 0.41% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -5.12% |
Correlation
The correlation between AIYY and ISCMF is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2023 | -0.05 |
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Return for Risk
AIYY vs. ISCMF — Risk / Return Rank
AIYY
ISCMF
AIYY vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax AI Option Income Strategy ETF (AIYY) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AIYY | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -4.85 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 2.31 | -1.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 5.53 | -6.40 |
| Martin ratioReturn relative to average drawdown | -1.20 | 11.95 | -13.14 |
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Drawdowns
AIYY vs. ISCMF - Drawdown Comparison
The maximum AIYY drawdown since its inception was -79.48%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for AIYY and ISCMF.
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Drawdown Indicators
| AIYY | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.48% | -25.42% | -54.06% |
Max Drawdown (1Y)Largest decline over 1 year | -68.33% | -5.69% | -62.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.62% | — |
Current DrawdownCurrent decline from peak | -77.59% | -5.26% | -72.33% |
Average DrawdownAverage peak-to-trough decline | -41.62% | -13.36% | -28.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.51% | 2.63% | +46.88% |
Volatility
AIYY vs. ISCMF - Volatility Comparison
YieldMax AI Option Income Strategy ETF (AIYY) has a higher volatility of 15.31% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 5.11%. This indicates that AIYY's price experiences larger fluctuations and is considered to be riskier than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIYY | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.31% | 5.11% | +10.20% |
Volatility (6M)Calculated over the trailing 6-month period | 39.32% | 15.45% | +23.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.14% | 17.87% | +36.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.33% | 14.29% | +36.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.33% | 14.29% | +36.04% |
AIYY vs. ISCMF - Expense Ratio Comparison
AIYY has a 0.99% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
AIYY vs. ISCMF - Dividend Comparison
AIYY's dividend yield for the trailing twelve months is around 153.63%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AIYY YieldMax AI Option Income Strategy ETF | 153.63% | 168.33% | 98.26% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AIYY and ISCMF have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIYY has higher volatility (15.31%) compared to ISCMF (5.11%). In terms of maximum drawdown, AIYY dropped -79.48% vs ISCMF's -25.42%.
On 1-year performance, ISCMF leads with 31.30% vs -59.20% for AIYY. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 5.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ISCMF has performed better with a 31.30% return vs -59.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.99% for AIYY.
AIYY has the higher dividend yield at 153.63%, compared with 0.00% for ISCMF.
AIYY is categorized as Derivative Income, while ISCMF is Commodities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for AIYY and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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