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ISCMF vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCMF vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ISCMF) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISCMF achieves a 11.96% return, which is significantly lower than DGRO's 13.79% 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%

DGRO

1D
0.35%
1M
1.32%
6M
9.21%
YTD
13.79%
1Y
24.64%
3Y*
17.09%
5Y*
11.15%
10Y*
13.38%
ALL TIME*
12.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$107.57M$103.25M$110.55M
$0.00$8.28K$54.64K

ISCMF vs. DGRO - Yearly Performance Comparison


2026 (YTD)2025202420232022
ISCMF
iShares Diversified Commodity Swap UCITS ETF
11.96%19.65%3.13%-9.58%-5.82%
DGRO
iShares Core Dividend Growth ETF
13.79%15.69%16.62%10.47%-2.89%

Correlation

The correlation between ISCMF and DGRO is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.03

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Return for Risk

ISCMF vs. DGRO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ISCMF
ISCMF Risk / Return Rank: 5454
Overall Rank
ISCMF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 4747
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9797
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 4343
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 4242
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 9292
Overall Rank
DGRO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 9494
Sortino Ratio Rank
DGRO Omega Ratio Rank: 9393
Omega Ratio Rank
DGRO Calmar Ratio Rank: 9090
Calmar Ratio Rank
DGRO Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISCMF vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and iShares Core Dividend Growth ETF (DGRO). 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.


ISCMFDGRODifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-2.00

Omega ratioGain probability vs. loss probability

1.81

1.48

+0.33

Calmar ratioReturn relative to maximum drawdown

1.59

3.83

-2.24

Martin ratioReturn relative to average drawdown

4.71

14.91

-10.20

ISCMF vs. DGRO - Sharpe Ratio Comparison

The current ISCMF Sharpe Ratio is 1.11, which is lower than the DGRO Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of ISCMF and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ISCMF vs. DGRO - Drawdown Comparison

The maximum ISCMF drawdown since its inception was -25.42%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ISCMF and DGRO.


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Drawdown Indicators


ISCMFDGRODifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-35.10%

+9.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-6.47%

-7.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

-14.03%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-13.68%

-1.01%

-12.67%

Average Drawdown

Average peak-to-trough decline

-13.31%

-3.41%

-9.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

1.66%

+2.95%

Volatility

ISCMF vs. DGRO - Volatility Comparison

The current volatility for iShares Diversified Commodity Swap UCITS ETF (ISCMF) is 0.00%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 2.88%. This indicates that ISCMF experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCMFDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.88%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.04%

7.12%

+9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

9.54%

+10.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

13.79%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

16.58%

-1.84%

ISCMF vs. DGRO - Expense Ratio Comparison

ISCMF has a 0.19% expense ratio, which is higher than DGRO's 0.08% expense ratio. However, 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. DGRO - Dividend Comparison

ISCMF has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.89%.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.89%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
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 DGRO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRO has higher volatility (2.88%) compared to ISCMF (0.00%). In terms of maximum drawdown, ISCMF dropped -25.42% vs DGRO's -35.10%.

On 3-year performance, DGRO leads with 17.09% vs 10.24% for ISCMF. On fees, DGRO is cheaper at 0.08% 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, DGRO has performed better with a 17.09% return vs 10.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.19% for ISCMF.

DGRO has the higher dividend yield at 1.89%, compared with 0.00% for ISCMF.

ISCMF is categorized as Commodities, while DGRO is Large Cap Growth Equities. ISCMF tracks Bloomberg Commodity Index, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.19% for ISCMF and 0.08% for DGRO.

DGRO currently has the higher Sharpe Ratio (2.60 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.

Portfolio Optimizer

Find the right allocation for ISCMF and DGRO

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