ISCMF vs. COMT
ISCMF (iShares Diversified Commodity Swap UCITS ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both Commodities funds from iShares - ISCMF tracks the Bloomberg Commodity Index while COMT tracks the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 3 years, ISCMF returned 16.78%/yr vs 12.01%/yr for COMT. At a 0.08 correlation, their price movements are largely independent. ISCMF charges 0.19%/yr vs 0.48%/yr for COMT.
Performance
ISCMF vs. COMT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ISCMF having a 22.87% return and COMT slightly higher at 23.88%.
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
ISCMF vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | -2.24% |
Correlation
The correlation between ISCMF and COMT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.08 |
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Return for Risk
ISCMF vs. COMT — Risk / Return Rank
ISCMF
COMT
ISCMF vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 2.31 | 1.22 | +1.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.53 | 1.63 | +3.90 |
| Martin ratioReturn relative to average drawdown | 11.85 | 6.99 | +4.86 |
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Drawdowns
ISCMF vs. COMT - Drawdown Comparison
The maximum ISCMF drawdown since its inception was -25.42%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ISCMF and COMT.
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Drawdown Indicators
| ISCMF | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -51.89% | +26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.69% | -15.58% | +9.89% |
Max Drawdown (3Y)Largest decline over 3 years | -7.62% | -15.58% | +7.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -5.26% | -15.58% | +10.32% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -24.00% | +10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.65% | -1.00% |
Volatility
ISCMF vs. COMT - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (ISCMF) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.11% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISCMF | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 5.02% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.45% | 19.24% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 21.45% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 21.13% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 18.86% | -4.57% |
ISCMF vs. COMT - Expense Ratio Comparison
ISCMF has a 0.19% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
ISCMF vs. COMT - Dividend Comparison
ISCMF has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
ISCMF and COMT 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.
ISCMF has higher volatility (5.11%) compared to COMT (5.02%). In terms of maximum drawdown, ISCMF dropped -25.42% vs COMT's -51.89%.
On 3-year performance, ISCMF leads with 16.78% vs 12.01% for COMT. On fees, ISCMF is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ISCMF has performed better with a 16.78% return vs 12.01%. 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 0.48% for COMT.
COMT has the higher dividend yield at 6.25%, compared with 0.00% for ISCMF.
ISCMF tracks Bloomberg Commodity Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. Their fees differ too: 0.19% for ISCMF and 0.48% for COMT.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.20), 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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