ICOM.L vs. ISAC.L
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L).
ICOM.L and ISAC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICOM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity (Total Return Index). It was launched on Jul 18, 2017. ISAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Index. It was launched on Oct 21, 2001. Both ICOM.L and ISAC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ICOM.L vs. ISAC.L - Performance Comparison
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ICOM.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICOM.L iShares Diversified Commodity Swap UCITS ETF | 22.93% | 16.45% | 5.07% | -8.06% | 14.83% | 27.05% | -3.74% | 6.75% | -10.19% | 5.58% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | -1.59% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -9.73% | 8.86% |
Returns By Period
In the year-to-date period, ICOM.L achieves a 22.93% return, which is significantly higher than ISAC.L's -1.59% return.
ICOM.L
- 1D
- -1.35%
- 1M
- 8.93%
- YTD
- 22.93%
- 6M
- 30.67%
- 1Y
- 30.93%
- 3Y*
- 13.52%
- 5Y*
- 13.50%
- 10Y*
- —
ISAC.L
- 1D
- 2.98%
- 1M
- -3.99%
- YTD
- -1.59%
- 6M
- 1.99%
- 1Y
- 22.01%
- 3Y*
- 17.57%
- 5Y*
- 9.82%
- 10Y*
- 11.61%
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ICOM.L vs. ISAC.L - Expense Ratio Comparison
ICOM.L has a 0.19% expense ratio, which is lower than ISAC.L's 0.20% 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%.
Return for Risk
ICOM.L vs. ISAC.L — Risk / Return Rank
ICOM.L
ISAC.L
ICOM.L vs. ISAC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L). 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.
| ICOM.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.41 | +0.49 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.97 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 2.44 | +1.85 |
Martin ratioReturn relative to average drawdown | 10.16 | 9.75 | +0.40 |
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
| ICOM.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 1.41 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.63 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.70 | -0.14 |
Correlation
The correlation between ICOM.L and ISAC.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ICOM.L vs. ISAC.L - Dividend Comparison
Neither ICOM.L nor ISAC.L has paid dividends to shareholders.
Drawdowns
ICOM.L vs. ISAC.L - Drawdown Comparison
The maximum ICOM.L drawdown since its inception was -33.13%, roughly equal to the maximum ISAC.L drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for ICOM.L and ISAC.L.
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Drawdown Indicators
| ICOM.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -33.82% | +0.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -11.58% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -26.07% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.82% | — |
Current DrawdownCurrent decline from peak | -1.35% | -5.55% | +4.20% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -4.74% | -8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.21% | +0.83% |
Volatility
ICOM.L vs. ISAC.L - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (ICOM.L) has a higher volatility of 7.29% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 5.71%. This indicates that ICOM.L's price experiences larger fluctuations and is considered to be riskier than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICOM.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 5.71% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 9.25% | +3.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 15.59% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 15.47% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 15.88% | -0.81% |