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ISCMF vs. CCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCMF vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCMF vs. CCOM - Yearly Performance Comparison


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

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

ISCMF
ISCMF Risk / Return Rank: 5555
Overall Rank
ISCMF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 4545
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9797
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 4040
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 5252
Martin Ratio Rank

CCOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.


ISCMFCCOMDifference
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

ISCMF vs. CCOM - Sharpe Ratio Comparison


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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


ISCMFCCOMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.68%

-5.65%

-8.03%

Average Drawdown

Average peak-to-trough decline

-13.31%

-2.92%

-10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

Volatility

ISCMF vs. CCOM - Volatility Comparison


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Volatility by Period


ISCMFCCOMDifference

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%.


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.

Portfolio Optimizer

Find the right allocation for ISCMF and CCOM

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

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