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ISCMF vs. EVSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCMF vs. EVSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Eaton Vance Short Duration Municipal Income ETF (EVSM). 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 22.87% return, which is significantly higher than EVSM's 1.15% return.


ISCMF

1D
0.00%
1M
-0.67%
YTD
22.87%
6M
27.76%
1Y
37.85%
3Y*
15.20%
5Y*
10Y*

EVSM

1D
0.06%
1M
0.42%
YTD
1.15%
6M
1.48%
1Y
4.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCMF vs. EVSM - Yearly Performance Comparison


Correlation

The correlation between ISCMF and EVSM is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

-0.04

The correlation between ISCMF and EVSM shifts across timeframes, from -0.18 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISCMF vs. EVSM — Risk / Return Rank

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

ISCMF
ISCMF Risk / Return Rank: 8383
Overall Rank
ISCMF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 8383
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 8080
Martin Ratio Rank

EVSM
EVSM Risk / Return Rank: 8686
Overall Rank
EVSM Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EVSM Sortino Ratio Rank: 9595
Sortino Ratio Rank
EVSM Omega Ratio Rank: 9494
Omega Ratio Rank
EVSM Calmar Ratio Rank: 7676
Calmar Ratio Rank
EVSM Martin Ratio Rank: 7373
Martin Ratio Rank
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. EVSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Eaton Vance Short Duration Municipal Income ETF (EVSM). 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.


ISCMFEVSMDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

2.53

1.70

+0.83

Calmar ratioReturn relative to maximum drawdown

6.69

3.79

+2.89

Martin ratioReturn relative to average drawdown

15.68

13.52

+2.16

ISCMF vs. EVSM - Sharpe Ratio Comparison

The current ISCMF Sharpe Ratio is 2.05, which is lower than the EVSM Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of ISCMF and EVSM, 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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Sharpe Ratios by Period


ISCMFEVSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

3.23

-1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.89

-1.44

Drawdowns

ISCMF vs. EVSM - Drawdown Comparison

The maximum ISCMF drawdown since its inception was -25.42%, which is greater than EVSM's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for ISCMF and EVSM.


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Drawdown Indicators


ISCMFEVSMDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-1.50%

-23.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-1.07%

-4.62%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

-5.26%

-0.06%

-5.20%

Average Drawdown

Average peak-to-trough decline

-13.43%

-0.24%

-13.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

0.30%

+2.12%

Volatility

ISCMF vs. EVSM - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a higher volatility of 7.14% compared to Eaton Vance Short Duration Municipal Income ETF (EVSM) at 0.33%. This indicates that ISCMF's price experiences larger fluctuations and is considered to be riskier than EVSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCMFEVSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

0.33%

+6.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

0.83%

+15.07%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

1.27%

+17.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

1.92%

+12.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.38%

1.92%

+12.46%

ISCMF vs. EVSM - Expense Ratio Comparison

Both ISCMF and EVSM have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ISCMF vs. EVSM - Dividend Comparison

ISCMF has not paid dividends to shareholders, while EVSM's dividend yield for the trailing twelve months is around 3.00%.


Frequently Asked Questions


ISCMF and EVSM have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCMF has higher volatility (7.14%) compared to EVSM (0.33%). In terms of maximum drawdown, ISCMF dropped -25.42% vs EVSM's -1.50%.

On 1-year performance, ISCMF leads with 37.85% vs 4.06% for EVSM. Both ETFs have the same 0.19% expense ratio. On volatility, EVSM has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISCMF has performed better with a 37.85% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCMF and EVSM have the same expense ratio: 0.19% per year.

EVSM has the higher dividend yield at 3.00%, compared with 0.00% for ISCMF.

ISCMF is categorized as Commodities, while EVSM is Municipal Bonds. ISCMF tracks Bloomberg Commodity Index, while EVSM tracks ICE BofA 1-3 Year Municipal Securities Index. They also come from different issuers: iShares and Eaton Vance.

EVSM currently has the higher Sharpe Ratio (3.23 vs 2.05), 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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