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KEUA vs. ISCMF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KEUA vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares European Carbon Allowance Strategy ETF (KEUA) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

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KEUA vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
KEUA
KraneShares European Carbon Allowance Strategy ETF
-19.02%32.81%-14.52%-3.14%0.10%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
17.84%19.65%3.13%-9.58%-5.08%

Returns By Period

In the year-to-date period, KEUA achieves a -19.02% return, which is significantly lower than ISCMF's 17.84% return.


KEUA

1D
0.00%
1M
-0.46%
YTD
-19.02%
6M
-8.94%
1Y
8.03%
3Y*
-6.52%
5Y*
10Y*

ISCMF

1D
0.00%
1M
7.22%
YTD
17.84%
6M
26.76%
1Y
29.86%
3Y*
12.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KEUA vs. ISCMF - Expense Ratio Comparison

KEUA has a 0.87% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Return for Risk

KEUA vs. ISCMF — Risk / Return Rank

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

KEUA
KEUA Risk / Return Rank: 1414
Overall Rank
KEUA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KEUA Sortino Ratio Rank: 1515
Sortino Ratio Rank
KEUA Omega Ratio Rank: 1515
Omega Ratio Rank
KEUA Calmar Ratio Rank: 1212
Calmar Ratio Rank
KEUA Martin Ratio Rank: 1212
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 9393
Overall Rank
ISCMF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 9696
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 8989
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.

KEUA vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares European Carbon Allowance Strategy ETF (KEUA) 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.


KEUAISCMFDifference

Sharpe ratio

Return per unit of total volatility

0.11

1.79

-1.68

Sortino ratio

Return per unit of downside risk

0.34

3.44

-3.10

Omega ratio

Gain probability vs. loss probability

1.04

2.36

-1.31

Calmar ratio

Return relative to maximum drawdown

0.05

5.25

-5.20

Martin ratio

Return relative to average drawdown

0.15

12.35

-12.21

KEUA vs. ISCMF - Sharpe Ratio Comparison

The current KEUA Sharpe Ratio is 0.11, which is lower than the ISCMF Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of KEUA and ISCMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KEUAISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.79

-1.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.40

-0.37

Correlation

The correlation between KEUA and ISCMF 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

KEUA vs. ISCMF - Dividend Comparison

KEUA's dividend yield for the trailing twelve months is around 2.83%, while ISCMF has not paid dividends to shareholders.


TTM202520242023
KEUA
KraneShares European Carbon Allowance Strategy ETF
2.83%2.29%7.71%5.67%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%

Drawdowns

KEUA vs. ISCMF - Drawdown Comparison

The maximum KEUA drawdown since its inception was -49.21%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for KEUA and ISCMF.


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Drawdown Indicators


KEUAISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-49.21%

-25.42%

-23.79%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

-5.69%

-17.37%

Current Drawdown

Current decline from peak

-28.26%

-2.55%

-25.71%

Average Drawdown

Average peak-to-trough decline

-23.35%

-13.97%

-9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.25%

2.42%

+5.83%

Volatility

KEUA vs. ISCMF - Volatility Comparison

The current volatility for KraneShares European Carbon Allowance Strategy ETF (KEUA) is 5.87%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 9.72%. This indicates that KEUA 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


KEUAISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

9.72%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

13.85%

+6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

27.55%

16.72%

+10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.09%

14.05%

+27.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.09%

14.05%

+27.04%