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HERO vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HERO vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports ETF (HERO) 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, HERO achieves a -19.06% return, which is significantly lower than ISCMF's 22.87% return.


HERO

1D
-1.41%
1M
-5.62%
YTD
-19.06%
6M
-18.64%
1Y
-22.57%
3Y*
7.77%
5Y*
-4.68%
10Y*

ISCMF

1D
0.00%
1M
-4.99%
YTD
22.87%
6M
22.87%
1Y
31.30%
3Y*
16.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HERO vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
HERO
Global X Video Games & Esports ETF
-19.06%28.74%17.65%8.36%-23.90%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between HERO and ISCMF is -0.11, 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

-0.11

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

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.00

The correlation between HERO and ISCMF shifts across timeframes, from -0.11 (1 year) to 0.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HERO vs. ISCMF — Risk / Return Rank

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

HERO
HERO Risk / Return Rank: 11
Overall Rank
HERO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
HERO Sortino Ratio Rank: 11
Sortino Ratio Rank
HERO Omega Ratio Rank: 11
Omega Ratio Rank
HERO Calmar Ratio Rank: 22
Calmar Ratio Rank
HERO Martin Ratio Rank: 11
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7878
Overall Rank
ISCMF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6969
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.

HERO vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) 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.


HEROISCMFDifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-4.76

Omega ratioGain probability vs. loss probability

0.81

2.31

-1.50

Calmar ratioReturn relative to maximum drawdown

-0.77

5.53

-6.30

Martin ratioReturn relative to average drawdown

-1.47

11.85

-13.32

HERO vs. ISCMF - Sharpe Ratio Comparison

The current HERO Sharpe Ratio is -1.17, which is lower than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of HERO 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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Drawdowns

HERO vs. ISCMF - Drawdown Comparison

The maximum HERO drawdown since its inception was -54.02%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for HERO and ISCMF.


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Drawdown Indicators


HEROISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-25.42%

-28.60%

Max Drawdown (1Y)

Largest decline over 1 year

-29.33%

-5.69%

-23.64%

Max Drawdown (3Y)

Largest decline over 3 years

-29.33%

-7.62%

-21.71%

Max Drawdown (5Y)

Largest decline over 5 years

-48.06%

Current Drawdown

Current decline from peak

-31.89%

-5.26%

-26.63%

Average Drawdown

Average peak-to-trough decline

-25.98%

-13.35%

-12.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.43%

2.65%

+12.78%

Volatility

HERO vs. ISCMF - Volatility Comparison

The current volatility for Global X Video Games & Esports ETF (HERO) is 4.32%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that HERO 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


HEROISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

5.11%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

15.45%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.36%

17.84%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.36%

14.29%

+9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.43%

14.29%

+10.14%

HERO vs. ISCMF - Expense Ratio Comparison

HERO has a 0.50% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

HERO vs. ISCMF - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 2.00%, while ISCMF has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
HERO
Global X Video Games & Esports ETF
2.00%1.62%1.06%0.73%0.28%0.79%0.71%0.17%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HERO and ISCMF have a correlation of -0.11, 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 HERO (4.32%). In terms of maximum drawdown, HERO dropped -54.02% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 7.77% for HERO. On fees, ISCMF is cheaper at 0.19% per year. On volatility, HERO has been the lower-risk option at 4.32%. 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 7.77%. 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 0.50% for HERO.

HERO has the higher dividend yield at 2.00%, compared with 0.00% for ISCMF.

HERO is categorized as Large Cap Growth Equities, while ISCMF is Commodities. HERO tracks Solactive Video Games & Esports Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for HERO and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs -1.17), 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

Find the right allocation for HERO and ISCMF

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