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FTAG vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTAG vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Agriculture ETF (FTAG) 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

In the year-to-date period, FTAG achieves a 8.59% return, which is significantly lower than ISCMF's 22.87% return.


FTAG

1D
-1.95%
1M
-5.52%
YTD
8.59%
6M
10.31%
1Y
11.54%
3Y*
4.49%
5Y*
0.27%
10Y*
4.86%

ISCMF

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

FTAG vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
FTAG
First Trust Indxx Global Agriculture ETF
8.59%14.82%-6.72%-7.28%-10.55%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.08%

Correlation

The correlation between FTAG and ISCMF is -0.09, 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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

-0.00

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Return for Risk

FTAG vs. ISCMF — Risk / Return Rank

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

FTAG
FTAG Risk / Return Rank: 2424
Overall Rank
FTAG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 2424
Sortino Ratio Rank
FTAG Omega Ratio Rank: 2323
Omega Ratio Rank
FTAG Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTAG Martin Ratio Rank: 2424
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 8484
Overall Rank
ISCMF Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 8585
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.

FTAG vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Agriculture ETF (FTAG) 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.


FTAGISCMFDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.15

2.53

-1.38

Calmar ratioReturn relative to maximum drawdown

1.25

6.69

-5.43

Martin ratioReturn relative to average drawdown

3.07

15.54

-12.47

FTAG vs. ISCMF - Sharpe Ratio Comparison

The current FTAG Sharpe Ratio is 0.82, which is lower than the ISCMF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FTAG 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.


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Sharpe Ratios by Period


FTAGISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

2.05

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.45

-0.79

Drawdowns

FTAG vs. ISCMF - Drawdown Comparison

The maximum FTAG drawdown since its inception was -90.89%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for FTAG and ISCMF.


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Drawdown Indicators


FTAGISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-90.89%

-25.42%

-65.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-5.69%

-3.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-7.62%

-14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-79.00%

-5.26%

-73.74%

Average Drawdown

Average peak-to-trough decline

-71.25%

-13.42%

-57.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.44%

+1.33%

Volatility

FTAG vs. ISCMF - Volatility Comparison

The current volatility for First Trust Indxx Global Agriculture ETF (FTAG) is 3.58%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 7.14%. This indicates that FTAG 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


FTAGISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

7.14%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

15.90%

-5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.07%

18.53%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

14.37%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

14.37%

+5.30%

FTAG vs. ISCMF - Expense Ratio Comparison

FTAG has a 0.70% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

FTAG vs. ISCMF - Dividend Comparison

FTAG's dividend yield for the trailing twelve months is around 1.40%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FTAG
First Trust Indxx Global Agriculture ETF
1.40%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%
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


FTAG and ISCMF have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCMF has higher volatility (7.14%) compared to FTAG (3.58%). In terms of maximum drawdown, FTAG dropped -90.89% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 15.20% vs 4.49% for FTAG. On fees, ISCMF is cheaper at 0.19% per year. On volatility, FTAG has been the lower-risk option at 3.58%. 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 15.20% return vs 4.49%. 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 0.70% for FTAG.

FTAG has the higher dividend yield at 1.40%, compared with 0.00% for ISCMF.

FTAG is categorized as Large Cap Blend Equities, while ISCMF is Commodities. FTAG tracks Indxx Global Agriculture Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.70% for FTAG and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (2.05 vs 0.82), 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

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