HACK vs. ISCMF
HACK (ETFMG Prime Cyber Security ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - HACK is a Technology Equities fund tracking the Prime Cyber Defense Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, HACK returned 27.72%/yr vs 15.20%/yr for ISCMF. At a correlation of -0.05, they often move in opposite directions. HACK charges 0.60%/yr vs 0.19%/yr for ISCMF.
Performance
HACK vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, HACK achieves a 27.17% return, which is significantly higher than ISCMF's 22.87% return.
HACK
- 1D
- -3.00%
- 1M
- 24.54%
- YTD
- 27.17%
- 6M
- 21.31%
- 1Y
- 21.52%
- 3Y*
- 27.72%
- 5Y*
- 11.82%
- 10Y*
- 15.84%
ISCMF
- 1D
- 0.00%
- 1M
- -0.67%
- YTD
- 22.87%
- 6M
- 27.76%
- 1Y
- 37.85%
- 3Y*
- 15.20%
- 5Y*
- —
- 10Y*
- —
HACK vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 27.17% | 7.97% | 23.49% | 37.44% | -21.50% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.08% |
Correlation
The correlation between HACK and ISCMF is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022 | -0.05 |
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Return for Risk
HACK vs. ISCMF — Risk / Return Rank
HACK
ISCMF
HACK vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) 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.
| HACK | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 2.53 | -1.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 6.69 | -5.64 |
| Martin ratioReturn relative to average drawdown | 2.52 | 15.68 | -13.17 |
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
| HACK | ISCMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.05 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.45 | +0.12 |
Drawdowns
HACK vs. ISCMF - Drawdown Comparison
The maximum HACK drawdown since its inception was -42.68%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for HACK and ISCMF.
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Drawdown Indicators
| HACK | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.68% | -25.42% | -17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -20.67% | -5.69% | -14.98% |
Max Drawdown (3Y)Largest decline over 3 years | -21.90% | -7.62% | -14.28% |
Max Drawdown (5Y)Largest decline over 5 years | -38.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | — | — |
Current DrawdownCurrent decline from peak | -3.00% | -5.26% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -13.43% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.58% | 2.42% | +6.16% |
Volatility
HACK vs. ISCMF - Volatility Comparison
ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 10.68% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 7.14%. This indicates that HACK's price experiences larger fluctuations and is considered to be riskier 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
| HACK | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 7.14% | +3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 21.52% | 15.90% | +5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.47% | 18.53% | +6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.18% | 14.38% | +9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.27% | 14.38% | +8.89% |
HACK vs. ISCMF - Expense Ratio Comparison
HACK has a 0.60% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
HACK vs. ISCMF - Dividend Comparison
HACK's dividend yield for the trailing twelve months is around 0.06%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 0.06% | 0.07% | 0.14% | 0.20% | 0.24% | 0.26% | 1.11% | 0.14% | 0.09% | 0.01% | 1.23% |
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% |
Frequently Asked Questions
HACK and ISCMF have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HACK has higher volatility (10.68%) compared to ISCMF (7.14%). In terms of maximum drawdown, HACK dropped -42.68% vs ISCMF's -25.42%.
On 3-year performance, HACK leads with 27.72% vs 15.20% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 7.14%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, HACK has performed better with a 27.72% return vs 15.20%. 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 0.60% for HACK.
HACK has the higher dividend yield at 0.06%, compared with 0.00% for ISCMF.
HACK is categorized as Technology Equities, while ISCMF is Commodities. HACK tracks Prime Cyber Defense Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: ETFMG and iShares. Their fees differ too: 0.60% for HACK and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (2.05 vs 0.85), 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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