ISCMF vs. COMB
ISCMF (iShares Diversified Commodity Swap UCITS ETF) and COMB (GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF) are both Commodities funds tracking the Bloomberg Commodity Index, from iShares and GraniteShares respectively. Both are passively managed. Over the past 3 years, ISCMF returned 10.24%/yr vs 11.89%/yr for COMB. Their 0.07 correlation means their historical movements had little consistent relationship. ISCMF charges 0.19%/yr vs 0.25%/yr for COMB.
Performance
ISCMF vs. COMB - Performance Comparison
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Returns By Period
In the year-to-date period, ISCMF achieves a 11.96% return, which is significantly lower than COMB's 20.94% return.
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%
COMB
- 1D
- -1.39%
- 1M
- 6.12%
- 6M
- 14.47%
- YTD
- 20.94%
- 1Y
- 33.79%
- 3Y*
- 11.89%
- 5Y*
- 10.20%
- 10Y*
- —
- ALL TIME*
- 7.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.64M | $1.63M | $1.76M | |
| $0.00 | $8.28K | $54.64K |
ISCMF vs. COMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 11.96% | 19.65% | 3.13% | -9.58% | -5.82% |
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 20.94% | 15.12% | 5.24% | -7.75% | -4.32% |
Correlation
The correlation between ISCMF and COMB is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.07 |
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Return for Risk
ISCMF vs. COMB — Risk / Return Rank
ISCMF
COMB
ISCMF vs. COMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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 | COMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.34 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.29 | -0.70 |
| Martin ratioReturn relative to average drawdown | 4.71 | 7.25 | -2.55 |
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Drawdowns
ISCMF vs. COMB - Drawdown Comparison
The maximum ISCMF drawdown since its inception was -25.42%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ISCMF and COMB.
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Drawdown Indicators
| ISCMF | COMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -33.50% | +8.08% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -14.84% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -14.84% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.63% | — |
Current DrawdownCurrent decline from peak | -13.68% | -8.78% | -4.90% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -12.02% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 4.67% | -0.06% |
Volatility
ISCMF vs. COMB - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (ISCMF) is 0.00%, while GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a volatility of 5.39%. This indicates that ISCMF experiences smaller price fluctuations and is considered to be less risky than COMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISCMF | COMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.39% | -5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 15.04% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 17.78% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 16.74% | -2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 15.18% | -0.44% |
ISCMF vs. COMB - Expense Ratio Comparison
ISCMF has a 0.19% expense ratio, which is lower than COMB's 0.25% 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
ISCMF vs. COMB - Dividend Comparison
ISCMF has not paid dividends to shareholders, while COMB's dividend yield for the trailing twelve months is around 7.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 7.48% | 9.05% | 2.48% | 6.57% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% |
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% |
Frequently Asked Questions
ISCMF and COMB have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMB has higher volatility (5.39%) compared to ISCMF (0.00%). In terms of maximum drawdown, ISCMF dropped -25.42% vs COMB's -33.50%.
On 3-year performance, COMB leads with 11.89% vs 10.24% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COMB has performed better with a 11.89% return vs 10.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.25% for COMB.
COMB has the higher dividend yield at 7.48%, compared with 0.00% for ISCMF.
Both ETFs track Bloomberg Commodity Index. They also come from different issuers: iShares and GraniteShares. Their fees differ too: 0.19% for ISCMF and 0.25% for COMB.
COMB currently has the higher Sharpe Ratio (1.91 vs 1.11), 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.
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