ISCMF vs. IVV
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (ISCMF) and iShares Core S&P 500 ETF (IVV).
ISCMF and IVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCMF is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity Index. It was launched on Mar 4, 2022. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000. Both ISCMF and IVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ISCMF vs. IVV - Performance Comparison
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ISCMF vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 17.84% | 19.65% | 3.13% | -9.58% | -5.08% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -11.87% |
Returns By Period
In the year-to-date period, ISCMF achieves a 17.84% return, which is significantly higher than IVV's -4.38% return.
ISCMF
- 1D
- 0.00%
- 1M
- 7.22%
- YTD
- 17.84%
- 6M
- 26.76%
- 1Y
- 29.86%
- 3Y*
- 12.27%
- 5Y*
- —
- 10Y*
- —
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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ISCMF vs. IVV - Expense Ratio Comparison
ISCMF has a 0.19% expense ratio, which is higher than IVV's 0.03% 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%.
Return for Risk
ISCMF vs. IVV — Risk / Return Rank
ISCMF
IVV
ISCMF vs. IVV - 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 S&P 500 ETF (IVV). 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.
| ISCMF | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.97 | +0.82 |
Sortino ratioReturn per unit of downside risk | 3.44 | 1.49 | +1.95 |
Omega ratioGain probability vs. loss probability | 2.36 | 1.23 | +1.13 |
Calmar ratioReturn relative to maximum drawdown | 5.25 | 1.53 | +3.72 |
Martin ratioReturn relative to average drawdown | 12.38 | 7.32 | +5.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISCMF | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.97 | +0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.42 | -0.02 |
Correlation
The correlation between ISCMF and IVV is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ISCMF vs. IVV - Dividend Comparison
ISCMF has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
ISCMF vs. IVV - Drawdown Comparison
The maximum ISCMF drawdown since its inception was -25.42%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ISCMF and IVV.
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Drawdown Indicators
| ISCMF | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -55.25% | +29.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.69% | -12.06% | +6.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -2.55% | -6.26% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -10.85% | -3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.53% | -0.12% |
Volatility
ISCMF vs. IVV - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a higher volatility of 9.72% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that ISCMF's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISCMF | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 5.30% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 9.45% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 18.31% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 16.89% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.05% | 18.04% | -3.99% |