GRNI vs. ISCMF
GRNI (Fundstrat Granny Shots US Large Cap & Income ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - GRNI is a Derivative Income fund actively managed by Tidal, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. GRNI is actively managed, while ISCMF is passively managed. At a correlation of -0.12, they often move in opposite directions. GRNI charges 0.99%/yr vs 0.19%/yr for ISCMF.
Performance
GRNI vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, GRNI achieves a 6.75% return, which is significantly lower than ISCMF's 22.87% return.
GRNI
- 1D
- -0.67%
- 1M
- -0.64%
- YTD
- 6.75%
- 6M
- 4.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
GRNI vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 6.75% | 2.24% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 7.57% |
Correlation
The correlation between GRNI and ISCMF is -0.12, 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 (All Time) Calculated using the full available price history since Nov 18, 2025 | -0.12 |
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Return for Risk
GRNI vs. ISCMF — Risk / Return Rank
GRNI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISCMF
GRNI vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Large Cap & Income ETF (GRNI) 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.
| GRNI | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 2.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.53 | — |
| Martin ratioReturn relative to average drawdown | — | 11.76 | — |
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Drawdowns
GRNI vs. ISCMF - Drawdown Comparison
The maximum GRNI drawdown since its inception was -9.55%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for GRNI and ISCMF.
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Drawdown Indicators
| GRNI | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.55% | -25.42% | +15.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.69% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.62% | — |
Current DrawdownCurrent decline from peak | -3.27% | -5.26% | +1.99% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -13.34% | +11.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.67% | — |
Volatility
GRNI vs. ISCMF - Volatility Comparison
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Volatility by Period
| GRNI | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.11% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.45% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 17.84% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 14.28% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 14.28% | +3.24% |
GRNI vs. ISCMF - Expense Ratio Comparison
GRNI has a 0.99% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
GRNI vs. ISCMF - Dividend Comparison
GRNI's dividend yield for the trailing twelve months is around 4.92%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GRNI Fundstrat Granny Shots US Large Cap & Income ETF | 4.92% | 0.83% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
GRNI and ISCMF have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISCMF is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.99% for GRNI.
GRNI has the higher dividend yield at 4.92%, compared with 0.00% for ISCMF.
GRNI is categorized as Derivative Income, while ISCMF is Commodities. They also come from different issuers: Tidal and iShares. Their fees differ too: 0.99% for GRNI and 0.19% for ISCMF.
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