ISCMF vs. CCOM
ISCMF (iShares Diversified Commodity Swap UCITS ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. ISCMF is passively managed, while CCOM is actively managed. At a 0.02 correlation, their price movements are largely independent. ISCMF charges 0.19%/yr vs 0.99%/yr for CCOM.
Performance
ISCMF vs. CCOM - Performance Comparison
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Returns By Period
ISCMF
- 1D
- 0.00%
- 1M
- -8.88%
- 6M
- 11.96%
- YTD
- 11.96%
- 1Y
- 22.55%
- 3Y*
- 10.82%
- 5Y*
- —
- 10Y*
- —
CCOM
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 4.18% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.69% |
Correlation
The correlation between ISCMF and CCOM is 0.02, 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 (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.02 |
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Return for Risk
ISCMF vs. CCOM — Risk / Return Rank
ISCMF
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISCMF vs. CCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.
| ISCMF | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | — | — |
| Martin ratioReturn relative to average drawdown | 7.07 | — | — |
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Drawdowns
ISCMF vs. CCOM - Drawdown Comparison
The maximum ISCMF drawdown since its inception was -25.42%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for ISCMF and CCOM.
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Drawdown Indicators
| ISCMF | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -6.38% | -19.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | — | — |
Current DrawdownCurrent decline from peak | -13.68% | -5.65% | -8.03% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -2.92% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | — | — |
Volatility
ISCMF vs. CCOM - Volatility Comparison
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Volatility by Period
| ISCMF | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 18.12% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.62% | 12.78% | +6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 12.78% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 12.78% | +2.06% |
ISCMF vs. CCOM - Expense Ratio Comparison
ISCMF has a 0.19% expense ratio, which is lower than CCOM's 0.99% expense ratio.
Dividends
ISCMF vs. CCOM - Dividend Comparison
ISCMF has not paid dividends to shareholders, while CCOM's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM |
|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% |
Frequently Asked Questions
ISCMF and CCOM have a correlation of 0.02, 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 CCOM.
CCOM has the higher dividend yield at 1.26%, compared with 0.00% for ISCMF.
They also come from different issuers: iShares and Simplify. Their fees differ too: 0.19% for ISCMF and 0.99% for CCOM.
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