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BABX vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BABX vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BABX achieves a -33.16% return, which is significantly lower than ISCMF's 11.96% return.


BABX

1D
-0.62%
1M
67.52%
6M
-41.27%
YTD
-33.16%
1Y
-6.84%
3Y*
-0.87%
5Y*
10Y*
ALL TIME*
-2.72%

ISCMF

1D
0.00%
1M
0.00%
6M
1.00%
YTD
11.96%
1Y
26.15%
3Y*
10.24%
5Y*
10Y*
ALL TIME*
3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.85M$18.23M$21.20M
$0.00$7.90K$54.64K

BABX vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
BABX
GraniteShares 2x Long BABA Daily ETF
-33.16%123.85%1.23%-33.89%-9.68%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
11.96%19.65%3.13%-9.58%3.10%

Correlation

The correlation between BABX and ISCMF is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

-0.04

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Return for Risk

BABX vs. ISCMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BABX
BABX Risk / Return Rank: 1212
Overall Rank
BABX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BABX Sortino Ratio Rank: 1616
Sortino Ratio Rank
BABX Omega Ratio Rank: 1515
Omega Ratio Rank
BABX Calmar Ratio Rank: 99
Calmar Ratio Rank
BABX Martin Ratio Rank: 99
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 5858
Overall Rank
ISCMF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 5454
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 4747
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BABX vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) 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.


BABXISCMFDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.06

2.09

-1.03

Calmar ratioReturn relative to maximum drawdown

-0.09

1.92

-2.01

Martin ratioReturn relative to average drawdown

-0.15

5.66

-5.80

BABX vs. ISCMF - Sharpe Ratio Comparison

The current BABX Sharpe Ratio is -0.08, which is lower than the ISCMF Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BABX and ISCMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BABX vs. ISCMF - Drawdown Comparison

The maximum BABX drawdown since its inception was -78.83%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for BABX and ISCMF.


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Drawdown Indicators


BABXISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-78.83%

-25.42%

-53.41%

Max Drawdown (1Y)

Largest decline over 1 year

-78.83%

-13.68%

-65.15%

Max Drawdown (3Y)

Largest decline over 3 years

-78.83%

-13.68%

-65.15%

Current Drawdown

Current decline from peak

-62.27%

-13.68%

-48.59%

Average Drawdown

Average peak-to-trough decline

-46.43%

-13.31%

-33.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.40%

4.64%

+41.76%

Volatility

BABX vs. ISCMF - Volatility Comparison

GraniteShares 2x Long BABA Daily ETF (BABX) has a higher volatility of 27.60% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 0.00%. This indicates that BABX'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


BABXISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.60%

0.00%

+27.60%

Volatility (6M)

Calculated over the trailing 6-month period

58.27%

17.04%

+41.23%

Volatility (1Y)

Calculated over the trailing 1-year period

90.32%

19.57%

+70.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.37%

14.72%

+68.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.37%

14.72%

+68.65%

BABX vs. ISCMF - Expense Ratio Comparison

BABX has a 1.15% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

BABX vs. ISCMF - Dividend Comparison

Neither BABX nor ISCMF has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BABX and ISCMF have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BABX has higher volatility (27.60%) compared to ISCMF (0.00%). In terms of maximum drawdown, BABX dropped -78.83% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 10.24% vs -0.87% for BABX. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ISCMF has performed better with a 10.24% return vs -0.87%. 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 1.15% for BABX.

BABX and ISCMF have nearly identical dividend yields, around 0.00%.

BABX is categorized as Leveraged Equities, while ISCMF is Commodities. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.15% for BABX and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.37 vs -0.08), 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.

Portfolio Optimizer

Find the right allocation for BABX and ISCMF

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