DJCB vs. ISCMF

Last updated Apr 1, 2026

Compare and contrast key facts about ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and iShares Diversified Commodity Swap UCITS ETF (ISCMF).

DJCB and ISCMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJCB is a passively managed fund by UBS that tracks the performance of the Bloomberg Commodity Index. It was launched on Oct 24, 2019. ISCMF is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity Index. It was launched on Mar 4, 2022. Both DJCB and ISCMF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DJCB vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

DJCB vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DJCB ETRACS Bloomberg Commodity Index Total Return ETN Series B	0.00%	0.00%	3.39%	-8.96%	-7.54%
ISCMF iShares Diversified Commodity Swap UCITS ETF	17.84%	19.65%	3.13%	-9.58%	-5.08%

Returns By Period

DJCB

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ISCMF

• 1D: 0.00%
• 1M: 7.22%
• YTD: 17.84%
• 6M: 26.76%
• 1Y: 29.86%
• 3Y*: 12.27%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DJCB vs. ISCMF - Expense Ratio Comparison

DJCB has a 0.50% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

DJCB

ETRACS Bloomberg Commodity Index Total Return ETN Series B

ISCMF

iShares Diversified Commodity Swap UCITS ETF

Return for Risk

DJCB vs. ISCMF — Risk / Return Rank

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

ISCMF

ISCMF Risk / Return Rank: 94
ISCMF Sharpe Ratio Rank: 86
ISCMF Sortino Ratio Rank: 96
ISCMF Omega Ratio Rank: 99
ISCMF Calmar Ratio Rank: 97
ISCMF Martin Ratio Rank: 91

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.

DJCB vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Bloomberg Commodity Index Total Return ETN Series B (DJCB) 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.

Sharpe Ratios by Period

	DJCB	ISCMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.40	—

Correlation

The correlation between DJCB and ISCMF is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

DJCB vs. ISCMF - Dividend Comparison

Neither DJCB nor ISCMF has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	DJCB	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	—	-25.42%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-5.69%	—
Current Drawdown Current decline from peak	—	-2.55%	—
Average Drawdown Average peak-to-trough decline	—	-13.98%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.41%	—

Volatility

Volatility by Period

	DJCB	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.72%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.72%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.05%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	14.05%	—