PortfoliosLab logoPortfoliosLab logo
ISCMF vs. VTEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCMF vs. VTEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ISCMF achieves a 11.96% return, which is significantly higher than VTEI's 1.13% return.


ISCMF

1D
0.00%
1M
-8.88%
6M
11.96%
YTD
11.96%
1Y
22.55%
3Y*
10.82%
5Y*
10Y*

VTEI

1D
-0.10%
1M
0.04%
6M
0.48%
YTD
1.13%
1Y
5.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCMF vs. VTEI - Yearly Performance Comparison


Correlation

The correlation between ISCMF and VTEI is -0.14, 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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

-0.01

The correlation between ISCMF and VTEI shifts across timeframes, from -0.14 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISCMF vs. VTEI — Risk / Return Rank

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

ISCMF
ISCMF Risk / Return Rank: 5555
Overall Rank
ISCMF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 4545
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9797
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 4040
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 5252
Martin Ratio Rank

VTEI
VTEI Risk / Return Rank: 7474
Overall Rank
VTEI Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 9191
Sortino Ratio Rank
VTEI Omega Ratio Rank: 9393
Omega Ratio Rank
VTEI Calmar Ratio Rank: 5151
Calmar Ratio Rank
VTEI 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. VTEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI). 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.


ISCMFVTEIDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

1.84

1.51

+0.33

Calmar ratioReturn relative to maximum drawdown

1.66

2.05

-0.40

Martin ratioReturn relative to average drawdown

7.07

6.48

+0.59

ISCMF vs. VTEI - Sharpe Ratio Comparison

The current ISCMF Sharpe Ratio is 1.16, which is lower than the VTEI Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of ISCMF and VTEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ISCMF vs. VTEI - Drawdown Comparison

The maximum ISCMF drawdown since its inception was -25.42%, which is greater than VTEI's maximum drawdown of -3.64%. Use the drawdown chart below to compare losses from any high point for ISCMF and VTEI.


Loading charts...

Drawdown Indicators


ISCMFVTEIDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-3.64%

-21.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-2.61%

-11.07%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

Current Drawdown

Current decline from peak

-13.68%

-0.84%

-12.84%

Average Drawdown

Average peak-to-trough decline

-13.31%

-0.77%

-12.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

0.82%

+2.38%

Volatility

ISCMF vs. VTEI - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a higher volatility of 9.30% compared to Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) at 0.54%. This indicates that ISCMF's price experiences larger fluctuations and is considered to be riskier than VTEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISCMFVTEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.30%

0.54%

+8.76%

Volatility (6M)

Calculated over the trailing 6-month period

18.12%

1.78%

+16.34%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

2.37%

+17.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

3.00%

+11.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.84%

3.00%

+11.84%

ISCMF vs. VTEI - Expense Ratio Comparison

ISCMF has a 0.19% expense ratio, which is higher than VTEI's 0.08% 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%.


Dividends

ISCMF vs. VTEI - Dividend Comparison

ISCMF has not paid dividends to shareholders, while VTEI's dividend yield for the trailing twelve months is around 3.05%.


Frequently Asked Questions


ISCMF and VTEI have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCMF has higher volatility (9.30%) compared to VTEI (0.54%). In terms of maximum drawdown, ISCMF dropped -25.42% vs VTEI's -3.64%.

On 1-year performance, ISCMF leads with 22.55% vs 5.32% for VTEI. On fees, VTEI is cheaper at 0.08% per year. On volatility, VTEI 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 1-year period, ISCMF has performed better with a 22.55% return vs 5.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEI is cheaper with a 0.08% expense ratio, compared with 0.19% for ISCMF.

VTEI has the higher dividend yield at 3.05%, compared with 0.00% for ISCMF.

ISCMF is categorized as Commodities, while VTEI is Municipal Bonds. ISCMF tracks Bloomberg Commodity Index, while VTEI tracks S&P Intermediate Term National AMT-Free Municipal Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.19% for ISCMF and 0.08% for VTEI.

VTEI currently has the higher Sharpe Ratio (2.26 vs 1.16), 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 VTEI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer