ISCMF vs. USCI
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (ISCMF) and United States Commodity Index Fund (USCI).
ISCMF and USCI 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. USCI is a passively managed fund by Concierge Technologies that tracks the performance of the SummerHaven Dynamic Commodity (TR). It was launched on Aug 10, 2010. Both ISCMF and USCI 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. USCI - Performance Comparison
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ISCMF vs. USCI - 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% |
USCI United States Commodity Index Fund | 22.82% | 17.63% | 17.24% | -0.00% | 4.61% |
Returns By Period
In the year-to-date period, ISCMF achieves a 17.84% return, which is significantly lower than USCI's 22.82% return.
ISCMF
- 1D
- 0.00%
- 1M
- 7.22%
- YTD
- 17.84%
- 6M
- 26.76%
- 1Y
- 29.86%
- 3Y*
- 12.27%
- 5Y*
- —
- 10Y*
- —
USCI
- 1D
- -0.70%
- 1M
- 11.64%
- YTD
- 22.82%
- 6M
- 22.37%
- 1Y
- 32.16%
- 3Y*
- 20.66%
- 5Y*
- 21.59%
- 10Y*
- 9.00%
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ISCMF vs. USCI - Expense Ratio Comparison
ISCMF has a 0.19% expense ratio, which is lower than USCI's 1.03% expense ratio.
Return for Risk
ISCMF vs. USCI — Risk / Return Rank
ISCMF
USCI
ISCMF vs. USCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and United States Commodity Index Fund (USCI). 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 | USCI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 1.76 | +0.04 |
Sortino ratioReturn per unit of downside risk | 3.44 | 2.28 | +1.16 |
Omega ratioGain probability vs. loss probability | 2.36 | 1.30 | +1.05 |
Calmar ratioReturn relative to maximum drawdown | 5.25 | 2.76 | +2.49 |
Martin ratioReturn relative to average drawdown | 12.38 | 9.39 | +2.99 |
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 | USCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.76 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.18 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.29 | +0.12 |
Correlation
The correlation between ISCMF and USCI is 0.09, 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. USCI - Dividend Comparison
Neither ISCMF nor USCI has paid dividends to shareholders.
Drawdowns
ISCMF vs. USCI - Drawdown Comparison
The maximum ISCMF drawdown since its inception was -25.42%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for ISCMF and USCI.
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Drawdown Indicators
| ISCMF | USCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -66.41% | +40.99% |
Max Drawdown (1Y)Largest decline over 1 year | -5.69% | -12.01% | +6.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.82% | — |
Current DrawdownCurrent decline from peak | -2.55% | -0.70% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -29.82% | +15.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 3.53% | -1.12% |
Volatility
ISCMF vs. USCI - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a higher volatility of 9.72% compared to United States Commodity Index Fund (USCI) at 6.98%. This indicates that ISCMF's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISCMF | USCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 6.98% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.85% | 13.85% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 18.38% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 18.42% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.05% | 15.78% | -1.73% |