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. Their 0.02 correlation means their historical movements had little consistent relationship. 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
- 0.00%
- 6M
- 1.00%
- YTD
- 11.96%
- 1Y
- 21.66%
- 3Y*
- 10.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.78%
CCOM
- 1D
- -0.06%
- 1M
- -1.27%
- 6M
- 0.22%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $489.06 | $1.63K | $4.84K | |
| $0.00 | $8.28K | $54.64K |
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 | -3.71% |
Correlation
The correlation between ISCMF and CCOM is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| 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 | 1.81 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | — | — |
| Martin ratioReturn relative to average drawdown | 4.71 | — | — |
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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 -7.44%. 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% | -7.44% | -17.98% |
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% | -5.67% | -8.01% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -3.35% | -9.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | — | — |
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 | 0.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 12.48% | +7.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 12.48% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 12.48% | +2.26% |
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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