PortfoliosLab logoPortfoliosLab logo
CONL vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CONL vs. ISCMF - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CONL achieves a -71.60% return, which is significantly lower than ISCMF's 11.96% return.


CONL

1D
-1.65%
1M
-25.98%
6M
-46.60%
YTD
-71.60%
1Y
-86.56%
3Y*
-32.06%
5Y*
10Y*
ALL TIME*
-35.07%

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)
$84.90M$86.79M$121.63M
$0.00$7.90K$54.64K

CONL vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
CONL
GraniteShares 2x Long COIN Daily ETF
-71.60%-58.49%4.23%641.63%-80.40%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
11.96%19.65%3.13%-9.58%0.41%

Correlation

The correlation between CONL 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.

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.00

The correlation between CONL and ISCMF shifts across timeframes, from -0.11 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CONL vs. ISCMF — Risk / Return Rank

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

CONL
CONL Risk / Return Rank: 22
Overall Rank
CONL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CONL Sortino Ratio Rank: 33
Sortino Ratio Rank
CONL Omega Ratio Rank: 33
Omega Ratio Rank
CONL Calmar Ratio Rank: 11
Calmar Ratio Rank
CONL Martin Ratio Rank: 22
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.

CONL vs. ISCMF - Risk-Adjusted Trends Comparison

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


CONLISCMFDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-3.37

Omega ratioGain probability vs. loss probability

0.87

2.09

-1.22

Calmar ratioReturn relative to maximum drawdown

-0.94

1.92

-2.86

Martin ratioReturn relative to average drawdown

-1.26

5.66

-6.92

CONL vs. ISCMF - Sharpe Ratio Comparison

The current CONL Sharpe Ratio is -0.65, which is lower than the ISCMF Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CONL 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.


Loading charts...

Drawdowns

CONL vs. ISCMF - Drawdown Comparison

The maximum CONL drawdown since its inception was -95.30%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for CONL and ISCMF.


Loading charts...

Drawdown Indicators


CONLISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-95.30%

-25.42%

-69.88%

Max Drawdown (1Y)

Largest decline over 1 year

-91.79%

-13.68%

-78.11%

Max Drawdown (3Y)

Largest decline over 3 years

-95.30%

-13.68%

-81.62%

Current Drawdown

Current decline from peak

-95.12%

-13.68%

-81.44%

Average Drawdown

Average peak-to-trough decline

-57.58%

-13.31%

-44.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.49%

4.64%

+63.85%

Volatility

CONL vs. ISCMF - Volatility Comparison

GraniteShares 2x Long COIN Daily ETF (CONL) has a higher volatility of 39.68% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 0.00%. This indicates that CONL'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.


Loading charts...

Volatility by Period


CONLISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

39.68%

0.00%

+39.68%

Volatility (6M)

Calculated over the trailing 6-month period

108.50%

17.04%

+91.46%

Volatility (1Y)

Calculated over the trailing 1-year period

134.44%

19.57%

+114.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

149.22%

14.72%

+134.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.22%

14.72%

+134.50%

CONL vs. ISCMF - Expense Ratio Comparison

CONL has a 1.04% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

CONL vs. ISCMF - Dividend Comparison

Neither CONL nor ISCMF has paid dividends to shareholders.


PositionTTM20252024
CONL
GraniteShares 2x Long COIN Daily ETF
0.00%0.00%0.31%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%

Frequently Asked Questions


CONL 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.

CONL has higher volatility (39.68%) compared to ISCMF (0.00%). In terms of maximum drawdown, CONL dropped -95.30% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 10.24% vs -32.06% for CONL. 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 -32.06%. 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 1.04% for CONL.

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

CONL is categorized as Leveraged Equities, while ISCMF is Commodities. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.04% for CONL and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.37 vs -0.65), 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 CONL 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.

Open Portfolio Optimizer