DCMT vs. ISCMF
DCMT (DoubleLine Commodity Strategy ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds. DCMT is actively managed, while ISCMF is passively managed. Over the past year, DCMT returned 20.08% vs 31.30% for ISCMF. At a 0.09 correlation, their price movements are largely independent. DCMT charges 0.66%/yr vs 0.19%/yr for ISCMF.
Performance
DCMT vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, DCMT achieves a 21.22% return, which is significantly lower than ISCMF's 22.87% return.
DCMT
- 1D
- -0.72%
- 1M
- -10.09%
- YTD
- 21.22%
- 6M
- 20.69%
- 1Y
- 20.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
DCMT vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DCMT DoubleLine Commodity Strategy ETF | 21.22% | 6.04% | 3.65% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.83% |
Correlation
The correlation between DCMT and ISCMF is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.09 |
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Return for Risk
DCMT vs. ISCMF — Risk / Return Rank
DCMT
ISCMF
DCMT vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commodity Strategy ETF (DCMT) 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.
| DCMT | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 2.31 | -1.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 5.53 | -3.98 |
| Martin ratioReturn relative to average drawdown | 6.77 | 11.95 | -5.18 |
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Drawdowns
DCMT vs. ISCMF - Drawdown Comparison
The maximum DCMT drawdown since its inception was -12.98%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for DCMT and ISCMF.
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Drawdown Indicators
| DCMT | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.98% | -25.42% | +12.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -5.69% | -7.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.62% | — |
Current DrawdownCurrent decline from peak | -12.98% | -5.26% | -7.72% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -13.36% | +10.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.63% | +0.69% |
Volatility
DCMT vs. ISCMF - Volatility Comparison
The current volatility for DoubleLine Commodity Strategy ETF (DCMT) is 4.59%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that DCMT experiences smaller price fluctuations and is considered to be less risky 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
| DCMT | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 5.11% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.28% | 15.45% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.53% | 17.87% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 14.29% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 14.29% | +1.56% |
DCMT vs. ISCMF - Expense Ratio Comparison
DCMT has a 0.66% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
DCMT vs. ISCMF - Dividend Comparison
DCMT's dividend yield for the trailing twelve months is around 3.03%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
DCMT DoubleLine Commodity Strategy ETF | 3.03% | 3.67% | 1.59% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DCMT and ISCMF have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISCMF has higher volatility (5.11%) compared to DCMT (4.59%). In terms of maximum drawdown, DCMT dropped -12.98% vs ISCMF's -25.42%.
On 1-year performance, ISCMF leads with 31.30% vs 20.08% for DCMT. On fees, ISCMF is cheaper at 0.19% per year. On volatility, DCMT has been the lower-risk option at 4.59%. 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 20.08%. 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 0.66% for DCMT.
DCMT has the higher dividend yield at 3.03%, compared with 0.00% for ISCMF.
They also come from different issuers: DoubleLine and iShares. Their fees differ too: 0.66% for DCMT and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.09), 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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