GHTA vs. ISCMF
GHTA (Goose Hollow Tactical Allocation ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - GHTA is a Diversified Portfolio fund actively managed by Goose Hollow, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. GHTA is actively managed, while ISCMF is passively managed. Over the past 3 years, GHTA returned 9.35%/yr vs 15.20%/yr for ISCMF. At a correlation of -0.02, they often move in opposite directions. GHTA charges 1.21%/yr vs 0.19%/yr for ISCMF.
Performance
GHTA vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, GHTA achieves a 2.24% return, which is significantly lower than ISCMF's 22.87% return.
GHTA
- 1D
- 0.27%
- 1M
- 0.13%
- YTD
- 2.24%
- 6M
- 1.10%
- 1Y
- 6.74%
- 3Y*
- 9.35%
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -0.67%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 37.85%
- 3Y*
- 15.20%
- 5Y*
- —
- 10Y*
- —
GHTA vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GHTA Goose Hollow Tactical Allocation ETF | 2.24% | 10.06% | 4.78% | 14.10% | 0.34% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.08% |
Correlation
The correlation between GHTA and ISCMF is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
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 | -0.02 |
The correlation between GHTA and ISCMF shifts across timeframes, from -0.15 (1 year) to -0.01 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
GHTA vs. ISCMF — Risk / Return Rank
GHTA
ISCMF
GHTA vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goose Hollow Tactical Allocation ETF (GHTA) 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.
| GHTA | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 2.53 | -1.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 6.69 | -5.59 |
| Martin ratioReturn relative to average drawdown | 2.71 | 15.54 | -12.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GHTA | ISCMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.05 | -1.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.45 | +0.14 |
Drawdowns
GHTA vs. ISCMF - Drawdown Comparison
The maximum GHTA drawdown since its inception was -13.92%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for GHTA and ISCMF.
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Drawdown Indicators
| GHTA | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.92% | -25.42% | +11.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.18% | -5.69% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -13.91% | -7.62% | -6.29% |
Current DrawdownCurrent decline from peak | -2.63% | -5.26% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -13.42% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.44% | +0.05% |
Volatility
GHTA vs. ISCMF - Volatility Comparison
The current volatility for Goose Hollow Tactical Allocation ETF (GHTA) is 1.90%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 7.14%. This indicates that GHTA 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
| GHTA | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 7.14% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 5.69% | 15.90% | -10.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.11% | 18.53% | -10.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.94% | 14.37% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.94% | 14.37% | -2.43% |
GHTA vs. ISCMF - Expense Ratio Comparison
GHTA has a 1.21% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
GHTA vs. ISCMF - Dividend Comparison
GHTA's dividend yield for the trailing twelve months is around 3.75%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GHTA Goose Hollow Tactical Allocation ETF | 3.75% | 3.84% | 2.46% | 2.32% | 0.38% | 0.41% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GHTA and ISCMF have a correlation of -0.15, 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 GHTA (1.90%). In terms of maximum drawdown, GHTA dropped -13.92% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 15.20% vs 9.35% for GHTA. On fees, ISCMF is cheaper at 0.19% per year. On volatility, GHTA has been the lower-risk option at 1.90%. 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 9.35%. 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 1.21% for GHTA.
GHTA has the higher dividend yield at 3.75%, compared with 0.00% for ISCMF.
GHTA is categorized as Diversified Portfolio, while ISCMF is Commodities. They also come from different issuers: Goose Hollow and iShares. Their fees differ too: 1.21% for GHTA and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (2.05 vs 0.83), 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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