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ISCMF vs. HGER
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISCMF vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Harbor Commodity All-Weather Strategy ETF (HGER). The values are adjusted to include any dividend payments, if applicable.

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ISCMF vs. HGER - Yearly Performance Comparison


2026 (YTD)2025202420232022
ISCMF
iShares Diversified Commodity Swap UCITS ETF
17.84%19.65%3.13%-9.58%-5.08%
HGER
Harbor Commodity All-Weather Strategy ETF
24.94%20.08%9.25%1.93%-1.43%

Returns By Period

In the year-to-date period, ISCMF achieves a 17.84% return, which is significantly lower than HGER's 24.94% return.


ISCMF

1D
0.00%
1M
7.22%
YTD
17.84%
6M
26.76%
1Y
29.86%
3Y*
12.27%
5Y*
10Y*

HGER

1D
0.16%
1M
9.58%
YTD
24.94%
6M
28.72%
1Y
38.09%
3Y*
18.44%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISCMF vs. HGER - Expense Ratio Comparison

ISCMF has a 0.19% expense ratio, which is lower than HGER's 0.68% expense ratio.


Return for Risk

ISCMF vs. HGER — Risk / Return Rank

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

ISCMF
ISCMF Risk / Return Rank: 9494
Overall Rank
ISCMF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 9696
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 9191
Martin Ratio Rank

HGER
HGER Risk / Return Rank: 9494
Overall Rank
HGER Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 9393
Sortino Ratio Rank
HGER Omega Ratio Rank: 9292
Omega Ratio Rank
HGER Calmar Ratio Rank: 9696
Calmar Ratio Rank
HGER Martin Ratio Rank: 9696
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. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.


ISCMFHGERDifference

Sharpe ratio

Return per unit of total volatility

1.79

2.12

-0.32

Sortino ratio

Return per unit of downside risk

3.44

2.79

+0.65

Omega ratio

Gain probability vs. loss probability

2.36

1.39

+0.96

Calmar ratio

Return relative to maximum drawdown

5.25

4.51

+0.74

Martin ratio

Return relative to average drawdown

12.38

15.96

-3.58

ISCMF vs. HGER - Sharpe Ratio Comparison

The current ISCMF Sharpe Ratio is 1.79, which is comparable to the HGER Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ISCMF and HGER, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ISCMFHGERDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.12

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.89

-0.49

Correlation

The correlation between ISCMF and HGER is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ISCMF vs. HGER - Dividend Comparison

ISCMF has not paid dividends to shareholders, while HGER's dividend yield for the trailing twelve months is around 5.67%.


TTM2025202420232022
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%
HGER
Harbor Commodity All-Weather Strategy ETF
5.67%7.09%3.28%7.24%0.64%

Drawdowns

ISCMF vs. HGER - Drawdown Comparison

The maximum ISCMF drawdown since its inception was -25.42%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for ISCMF and HGER.


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Drawdown Indicators


ISCMFHGERDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-23.31%

-2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-8.84%

+3.15%

Current Drawdown

Current decline from peak

-2.55%

-0.61%

-1.94%

Average Drawdown

Average peak-to-trough decline

-13.98%

-7.91%

-6.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.50%

-0.09%

Volatility

ISCMF vs. HGER - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a higher volatility of 9.72% compared to Harbor Commodity All-Weather Strategy ETF (HGER) at 7.42%. This indicates that ISCMF's price experiences larger fluctuations and is considered to be riskier than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCMFHGERDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.72%

7.42%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

14.60%

-0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

18.10%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

17.79%

-3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.05%

17.79%

-3.74%