ISCMF vs. KRBN
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (ISCMF) and KraneShares Global Carbon ETF (KRBN).
ISCMF and KRBN 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. KRBN is a passively managed fund by CICC that tracks the performance of the IHS Markit Global Carbon Index. It was launched on Jul 30, 2020. Both ISCMF and KRBN 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. KRBN - Performance Comparison
Loading graphics...
ISCMF vs. KRBN - 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% |
KRBN KraneShares Global Carbon ETF | -14.77% | 23.11% | -13.56% | 8.01% | -5.31% |
Returns By Period
In the year-to-date period, ISCMF achieves a 17.84% return, which is significantly higher than KRBN's -14.77% return.
ISCMF
- 1D
- 0.00%
- 1M
- 7.22%
- YTD
- 17.84%
- 6M
- 26.76%
- 1Y
- 29.86%
- 3Y*
- 12.27%
- 5Y*
- —
- 10Y*
- —
KRBN
- 1D
- 1.62%
- 1M
- 2.72%
- YTD
- -14.77%
- 6M
- -5.87%
- 1Y
- 7.56%
- 3Y*
- -3.42%
- 5Y*
- 8.78%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ISCMF vs. KRBN - Expense Ratio Comparison
ISCMF has a 0.19% expense ratio, which is lower than KRBN's 0.79% expense ratio.
Return for Risk
ISCMF vs. KRBN — Risk / Return Rank
ISCMF
KRBN
ISCMF vs. KRBN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and KraneShares Global Carbon ETF (KRBN). 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 | KRBN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.38 | +1.42 |
Sortino ratioReturn per unit of downside risk | 3.44 | 0.63 | +2.81 |
Omega ratioGain probability vs. loss probability | 2.36 | 1.08 | +1.27 |
Calmar ratioReturn relative to maximum drawdown | 5.25 | 0.36 | +4.89 |
Martin ratioReturn relative to average drawdown | 12.35 | 1.14 | +11.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ISCMF | KRBN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.38 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.51 | -0.11 |
Correlation
The correlation between ISCMF and KRBN is -0.02. 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. KRBN - Dividend Comparison
ISCMF has not paid dividends to shareholders, while KRBN's dividend yield for the trailing twelve months is around 2.23%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KRBN KraneShares Global Carbon ETF | 2.23% | 1.90% | 7.10% | 7.60% | 22.91% | 0.49% |
Drawdowns
ISCMF vs. KRBN - Drawdown Comparison
The maximum ISCMF drawdown since its inception was -25.42%, smaller than the maximum KRBN drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for ISCMF and KRBN.
Loading graphics...
Drawdown Indicators
| ISCMF | KRBN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -36.42% | +11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.69% | -24.98% | +19.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.42% | — |
Current DrawdownCurrent decline from peak | -2.55% | -22.31% | +19.76% |
Average DrawdownAverage peak-to-trough decline | -13.97% | -16.06% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 7.84% | -5.42% |
Volatility
ISCMF vs. KRBN - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a higher volatility of 9.72% compared to KraneShares Global Carbon ETF (KRBN) at 7.81%. This indicates that ISCMF's price experiences larger fluctuations and is considered to be riskier than KRBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ISCMF | KRBN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 7.81% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 15.60% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 20.12% | -3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 28.49% | -14.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.05% | 28.88% | -14.83% |