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CCOM vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCOM vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) 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


CCOM

1D
-1.01%
1M
-1.94%
YTD
6M
1Y
3Y*
5Y*
10Y*

ISCMF

1D
0.00%
1M
-0.67%
YTD
22.87%
6M
27.76%
1Y
37.85%
3Y*
15.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOM vs. ISCMF - Yearly Performance Comparison


Correlation

The correlation between CCOM and ISCMF is -0.01, 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 (All Time)
Calculated using the full available price history since Jan 28, 2026

-0.01

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Return for Risk

CCOM vs. ISCMF — Risk / Return Rank

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

CCOM

ISCMF
ISCMF Risk / Return Rank: 8383
Overall Rank
ISCMF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 8383
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 8080
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.

CCOM vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CCOM vs. ISCMF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CCOMISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.45

-0.71

Drawdowns

CCOM vs. ISCMF - Drawdown Comparison

The maximum CCOM drawdown since its inception was -5.40%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for CCOM and ISCMF.


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Drawdown Indicators


CCOMISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-5.40%

-25.42%

+20.02%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

-3.28%

-5.26%

+1.98%

Average Drawdown

Average peak-to-trough decline

-2.30%

-13.43%

+11.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

Volatility

CCOM vs. ISCMF - Volatility Comparison


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Volatility by Period


CCOMISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

18.53%

-4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

14.38%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.57%

14.38%

-0.81%

CCOM vs. ISCMF - Expense Ratio Comparison

CCOM has a 0.99% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

CCOM vs. ISCMF - Dividend Comparison

CCOM's dividend yield for the trailing twelve months is around 0.82%, while ISCMF has not paid dividends to shareholders.


Frequently Asked Questions


CCOM and ISCMF have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISCMF is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.99% for CCOM.

CCOM has the higher dividend yield at 0.82%, compared with 0.00% for ISCMF.

They also come from different issuers: Simplify and iShares. Their fees differ too: 0.99% for CCOM and 0.19% for ISCMF.

Portfolio Optimizer

Find the right allocation for CCOM and ISCMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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