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ISCMF vs. FMNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCMF vs. FMNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ISCMF) and First Trust New York High Income Municipal ETF (FMNY). 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 FMNY's 2.09% return.


ISCMF

1D
0.00%
1M
-4.99%
YTD
22.87%
6M
22.87%
1Y
31.30%
3Y*
16.78%
5Y*
10Y*

FMNY

1D
-0.06%
1M
1.34%
YTD
2.09%
6M
2.24%
1Y
7.10%
3Y*
3.86%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCMF vs. FMNY - Yearly Performance Comparison


2026 (YTD)2025202420232022
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%
FMNY
First Trust New York High Income Municipal ETF
2.09%3.94%1.74%6.14%-3.99%

Correlation

The correlation between ISCMF and FMNY is -0.17, 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

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

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

-0.03

The correlation between ISCMF and FMNY shifts across timeframes, from -0.17 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ISCMF vs. FMNY — Risk / Return Rank

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

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7474
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6767
Martin Ratio Rank

FMNY
FMNY Risk / Return Rank: 6565
Overall Rank
FMNY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FMNY Sortino Ratio Rank: 7575
Sortino Ratio Rank
FMNY Omega Ratio Rank: 8080
Omega Ratio Rank
FMNY Calmar Ratio Rank: 5252
Calmar Ratio Rank
FMNY Martin Ratio Rank: 4949
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. FMNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and First Trust New York High Income Municipal ETF (FMNY). 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.


ISCMFFMNYDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

2.31

1.46

+0.86

Calmar ratioReturn relative to maximum drawdown

5.53

2.52

+3.01

Martin ratioReturn relative to average drawdown

11.95

8.07

+3.88

ISCMF vs. FMNY - Sharpe Ratio Comparison

The current ISCMF Sharpe Ratio is 1.76, which is comparable to the FMNY Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of ISCMF and FMNY, 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. FMNY - Drawdown Comparison

The maximum ISCMF drawdown since its inception was -25.42%, which is greater than FMNY's maximum drawdown of -15.90%. Use the drawdown chart below to compare losses from any high point for ISCMF and FMNY.


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Drawdown Indicators


ISCMFFMNYDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-15.90%

-9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-2.83%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

-5.88%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-15.90%

Current Drawdown

Current decline from peak

-5.26%

-0.50%

-4.76%

Average Drawdown

Average peak-to-trough decline

-13.36%

-5.64%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

0.88%

+1.75%

Volatility

ISCMF vs. FMNY - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a higher volatility of 5.11% compared to First Trust New York High Income Municipal ETF (FMNY) at 0.54%. This indicates that ISCMF's price experiences larger fluctuations and is considered to be riskier than FMNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCMFFMNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

0.54%

+4.57%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

2.35%

+13.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

3.26%

+14.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

4.00%

+10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

3.97%

+10.32%

ISCMF vs. FMNY - Expense Ratio Comparison

ISCMF has a 0.19% expense ratio, which is lower than FMNY's 0.65% expense ratio.


Dividends

ISCMF vs. FMNY - Dividend Comparison

ISCMF has not paid dividends to shareholders, while FMNY's dividend yield for the trailing twelve months is around 3.68%.


PositionTTM20252024202320222021
FMNY
First Trust New York High Income Municipal ETF
3.68%3.64%3.56%3.25%2.34%0.72%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISCMF and FMNY have a correlation of -0.17, 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 FMNY (0.54%). In terms of maximum drawdown, ISCMF dropped -25.42% vs FMNY's -15.90%.

On 3-year performance, ISCMF leads with 16.78% vs 3.86% for FMNY. On fees, ISCMF is cheaper at 0.19% per year. On volatility, FMNY has been the lower-risk option at 0.54%. 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 3.86%. 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 0.65% for FMNY.

FMNY has the higher dividend yield at 3.68%, compared with 0.00% for ISCMF.

ISCMF is categorized as Commodities, while FMNY is Municipal Bonds. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.19% for ISCMF and 0.65% for FMNY.

FMNY currently has the higher Sharpe Ratio (2.19 vs 1.76), 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 FMNY

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