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CALF vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CALF vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Small Cap Cash Cows 100 ETF (CALF) 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, CALF achieves a 11.16% return, which is significantly lower than ISCMF's 22.87% return.


CALF

1D
0.87%
1M
2.91%
YTD
11.16%
6M
9.56%
1Y
26.48%
3Y*
8.93%
5Y*
4.58%
10Y*

ISCMF

1D
0.00%
1M
-4.99%
YTD
22.87%
6M
22.87%
1Y
31.30%
3Y*
16.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CALF vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
CALF
Pacer US Small Cap Cash Cows 100 ETF
11.16%2.33%-7.41%35.43%-12.48%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between CALF and ISCMF is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.03

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Return for Risk

CALF vs. ISCMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CALF
CALF Risk / Return Rank: 6060
Overall Rank
CALF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CALF Sortino Ratio Rank: 5151
Sortino Ratio Rank
CALF Omega Ratio Rank: 4848
Omega Ratio Rank
CALF Calmar Ratio Rank: 8484
Calmar Ratio Rank
CALF Martin Ratio Rank: 6868
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CALF vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows 100 ETF (CALF) 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.


CALFISCMFDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.29

2.31

-1.02

Calmar ratioReturn relative to maximum drawdown

4.30

5.53

-1.23

Martin ratioReturn relative to average drawdown

11.91

12.04

-0.13

CALF vs. ISCMF - Sharpe Ratio Comparison

The current CALF Sharpe Ratio is 1.65, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of CALF 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

CALF vs. ISCMF - Drawdown Comparison

The maximum CALF drawdown since its inception was -47.58%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for CALF and ISCMF.


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Drawdown Indicators


CALFISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-47.58%

-25.42%

-22.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-5.69%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-34.22%

-7.62%

-26.60%

Max Drawdown (5Y)

Largest decline over 5 years

-34.22%

Current Drawdown

Current decline from peak

-3.84%

-5.26%

+1.42%

Average Drawdown

Average peak-to-trough decline

-10.70%

-13.36%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.61%

-0.39%

Volatility

CALF vs. ISCMF - Volatility Comparison

Pacer US Small Cap Cash Cows 100 ETF (CALF) has a higher volatility of 5.53% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 5.11%. This indicates that CALF'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


CALFISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

5.11%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

15.45%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

17.84%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.41%

14.30%

+9.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.98%

14.30%

+11.68%

CALF vs. ISCMF - Expense Ratio Comparison

CALF has a 0.59% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

CALF vs. ISCMF - Dividend Comparison

CALF's dividend yield for the trailing twelve months is around 1.23%, while ISCMF has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.23%1.43%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CALF 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.

CALF has higher volatility (5.53%) compared to ISCMF (5.11%). In terms of maximum drawdown, CALF dropped -47.58% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 8.93% for CALF. 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 3-year period, ISCMF has performed better with a 16.78% return vs 8.93%. 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 0.59% for CALF.

CALF has the higher dividend yield at 1.23%, compared with 0.00% for ISCMF.

CALF is categorized as Small Cap Blend Equities, while ISCMF is Commodities. CALF tracks Pacer US Small Cap Cash Cows Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.59% for CALF and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.65), 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 CALF and ISCMF

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