PortfoliosLab logoPortfoliosLab logo
IBDR vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDR vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2026 Term Corporate ETF (IBDR) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IBDR achieves a 1.65% return, which is significantly lower than ISCMF's 22.87% return.


IBDR

1D
0.08%
1M
0.33%
YTD
1.65%
6M
1.86%
1Y
4.30%
3Y*
5.25%
5Y*
1.59%
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)

IBDR vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
1.65%4.99%4.98%5.96%-3.71%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between IBDR and ISCMF is -0.06, 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

-0.06

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

-0.08

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

-0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IBDR vs. ISCMF — Risk / Return Rank

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

IBDR
IBDR Risk / Return Rank: 9999
Overall Rank
IBDR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBDR Omega Ratio Rank: 9999
Omega Ratio Rank
IBDR Calmar Ratio Rank: 9999
Calmar Ratio Rank
IBDR Martin Ratio Rank: 9999
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6868
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.

IBDR vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) 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.


IBDRISCMFDifference
Sharpe ratioReturn per unit of total volatility

+5.13

Sortino ratioReturn per unit of downside risk

+11.27

Omega ratioGain probability vs. loss probability

3.38

2.31

+1.07

Calmar ratioReturn relative to maximum drawdown

52.75

5.53

+47.22

Martin ratioReturn relative to average drawdown

183.41

12.04

+171.37

IBDR vs. ISCMF - Sharpe Ratio Comparison

The current IBDR Sharpe Ratio is 6.89, which is higher than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IBDR 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.


Loading charts...

Drawdowns

IBDR vs. ISCMF - Drawdown Comparison

The maximum IBDR drawdown since its inception was -16.06%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for IBDR and ISCMF.


Loading charts...

Drawdown Indicators


IBDRISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-16.06%

-25.42%

+9.36%

Max Drawdown (1Y)

Largest decline over 1 year

-0.08%

-5.69%

+5.61%

Max Drawdown (3Y)

Largest decline over 3 years

-1.08%

-7.62%

+6.54%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

Current Drawdown

Current decline from peak

0.00%

-5.26%

+5.26%

Average Drawdown

Average peak-to-trough decline

-2.82%

-13.36%

+10.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

2.61%

-2.59%

Volatility

IBDR vs. ISCMF - Volatility Comparison

The current volatility for iShares iBonds Dec 2026 Term Corporate ETF (IBDR) is 0.18%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that IBDR 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.


Loading charts...

Volatility by Period


IBDRISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.18%

5.11%

-4.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.35%

15.45%

-15.10%

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

17.84%

-17.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

14.30%

-10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

14.30%

-9.45%

IBDR vs. ISCMF - Expense Ratio Comparison

IBDR has a 0.10% expense ratio, which is lower than ISCMF's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBDR vs. ISCMF - Dividend Comparison

IBDR's dividend yield for the trailing twelve months is around 4.13%, while ISCMF has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
IBDR
iShares iBonds Dec 2026 Term Corporate ETF
4.13%4.20%4.13%3.41%2.44%2.11%2.61%3.25%3.56%3.22%0.86%
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


IBDR and ISCMF have a correlation of -0.06, 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 IBDR (0.18%). In terms of maximum drawdown, IBDR dropped -16.06% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 5.25% for IBDR. On fees, IBDR is cheaper at 0.10% per year. On volatility, IBDR has been the lower-risk option at 0.18%. 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 5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDR is cheaper with a 0.10% expense ratio, compared with 0.19% for ISCMF.

IBDR has the higher dividend yield at 4.13%, compared with 0.00% for ISCMF.

IBDR is categorized as Corporate Bonds, while ISCMF is Commodities. IBDR tracks Barclays December 2026 Maturity Corporate Index, while ISCMF tracks Bloomberg Commodity Index. Their fees differ too: 0.10% for IBDR and 0.19% for ISCMF.

IBDR currently has the higher Sharpe Ratio (6.89 vs 1.76), 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 IBDR and ISCMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer