DVY vs. ISCMF
DVY (iShares Select Dividend ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - DVY is a Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, DVY returned 14.54%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.02, they often move in opposite directions. DVY charges 0.39%/yr vs 0.19%/yr for ISCMF.
Performance
DVY vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, DVY achieves a 10.31% return, which is significantly lower than ISCMF's 22.87% return.
DVY
- 1D
- -0.26%
- 1M
- 0.25%
- YTD
- 10.31%
- 6M
- 9.74%
- 1Y
- 21.88%
- 3Y*
- 14.54%
- 5Y*
- 9.96%
- 10Y*
- 10.10%
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
DVY vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 10.31% | 11.60% | 16.24% | 1.12% | -0.70% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between DVY and ISCMF is -0.06, 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 | -0.06 |
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 | -0.02 |
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Return for Risk
DVY vs. ISCMF — Risk / Return Rank
DVY
ISCMF
DVY vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) 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.
| DVY | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 2.31 | -0.97 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 5.53 | -2.28 |
| Martin ratioReturn relative to average drawdown | 11.39 | 12.04 | -0.66 |
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Drawdowns
DVY vs. ISCMF - Drawdown Comparison
The maximum DVY drawdown since its inception was -62.59%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for DVY and ISCMF.
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Drawdown Indicators
| DVY | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.59% | -25.42% | -37.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -5.69% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -7.62% | -8.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.54% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | — | — |
Current DrawdownCurrent decline from peak | -2.72% | -5.26% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -13.36% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.61% | -0.65% |
Volatility
DVY vs. ISCMF - Volatility Comparison
The current volatility for iShares Select Dividend ETF (DVY) is 3.37%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that DVY 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
| DVY | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.11% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 15.45% | -7.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 17.84% | -6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 14.30% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 14.30% | +3.73% |
DVY vs. ISCMF - Expense Ratio Comparison
DVY has a 0.39% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
DVY vs. ISCMF - Dividend Comparison
DVY's dividend yield for the trailing twelve months is around 3.43%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.43% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
DVY and ISCMF have a correlation of -0.06, 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 DVY (3.37%). In terms of maximum drawdown, DVY dropped -62.59% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 16.78% vs 14.54% for DVY. On fees, ISCMF is cheaper at 0.19% per year. On volatility, DVY has been the lower-risk option at 3.37%. 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 14.54%. 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 0.39% for DVY.
DVY has the higher dividend yield at 3.43%, compared with 0.00% for ISCMF.
DVY is categorized as Large Cap Value Equities, while ISCMF is Commodities. DVY tracks Dow Jones U.S. Select Dividend Index, while ISCMF tracks Bloomberg Commodity Index. Their fees differ too: 0.39% for DVY and 0.19% for ISCMF.
DVY currently has the higher Sharpe Ratio (1.99 vs 1.76), 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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