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IVRA vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVRA vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Real Assets ESG ETF (IVRA) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVRA achieves a 11.70% return, which is significantly lower than ISCMF's 22.87% return.


IVRA

1D
0.00%
1M
0.00%
YTD
11.70%
6M
12.41%
1Y
15.73%
3Y*
15.46%
5Y*
7.62%
10Y*

ISCMF

1D
0.00%
1M
-0.67%
YTD
22.87%
6M
27.76%
1Y
37.85%
3Y*
15.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVRA vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
IVRA
Invesco Real Assets ESG ETF
11.70%10.20%13.07%9.13%-11.45%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.08%

Correlation

The correlation between IVRA and ISCMF is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

-0.01

The correlation between IVRA and ISCMF shifts across timeframes, from -0.11 (1 year) to 0.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IVRA vs. ISCMF — Risk / Return Rank

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

IVRA
IVRA Risk / Return Rank: 5858
Overall Rank
IVRA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IVRA Sortino Ratio Rank: 5151
Sortino Ratio Rank
IVRA Omega Ratio Rank: 5757
Omega Ratio Rank
IVRA Calmar Ratio Rank: 6969
Calmar Ratio Rank
IVRA Martin Ratio Rank: 6666
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 8383
Overall Rank
ISCMF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 8383
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 8080
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.

IVRA vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Assets ESG ETF (IVRA) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.


IVRAISCMFDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.36

2.53

-1.17

Calmar ratioReturn relative to maximum drawdown

3.46

6.69

-3.23

Martin ratioReturn relative to average drawdown

12.02

15.68

-3.66

IVRA vs. ISCMF - Sharpe Ratio Comparison

The current IVRA Sharpe Ratio is 1.72, which is comparable to the ISCMF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IVRA and ISCMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IVRAISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.05

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.45

+0.28

Drawdowns

IVRA vs. ISCMF - Drawdown Comparison

The maximum IVRA drawdown since its inception was -25.99%, roughly equal to the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for IVRA and ISCMF.


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Drawdown Indicators


IVRAISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-25.99%

-25.42%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

-5.69%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.03%

-7.62%

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.99%

Current Drawdown

Current decline from peak

-0.92%

-5.26%

+4.34%

Average Drawdown

Average peak-to-trough decline

-7.27%

-13.43%

+6.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

2.42%

-1.10%

Volatility

IVRA vs. ISCMF - Volatility Comparison

The current volatility for Invesco Real Assets ESG ETF (IVRA) is 0.00%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 7.14%. This indicates that IVRA experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVRAISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

7.14%

-7.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.45%

15.90%

-10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

9.27%

18.53%

-9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

14.38%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

14.38%

+2.01%

IVRA vs. ISCMF - Expense Ratio Comparison

IVRA has a 0.59% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

IVRA vs. ISCMF - Dividend Comparison

IVRA's dividend yield for the trailing twelve months is around 16.99%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
IVRA
Invesco Real Assets ESG ETF
16.99%5.68%3.71%2.47%2.30%3.01%

Frequently Asked Questions


IVRA and ISCMF have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCMF has higher volatility (7.14%) compared to IVRA (0.00%). In terms of maximum drawdown, IVRA dropped -25.99% vs ISCMF's -25.42%.

On 3-year performance, IVRA leads with 15.46% vs 15.20% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, IVRA has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IVRA has performed better with a 15.46% return vs 15.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.59% for IVRA.

IVRA has the higher dividend yield at 16.99%, compared with 0.00% for ISCMF.

IVRA is categorized as ESG, while ISCMF is Commodities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.59% for IVRA and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (2.05 vs 1.72), 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

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