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KPRO vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KPRO vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) 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, KPRO achieves a -6.19% return, which is significantly lower than ISCMF's 22.87% return.


KPRO

1D
-0.11%
1M
-1.22%
YTD
-6.19%
6M
-11.82%
1Y
-4.43%
3Y*
5Y*
10Y*

ISCMF

1D
0.00%
1M
-4.99%
YTD
22.87%
6M
22.87%
1Y
31.30%
3Y*
16.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KPRO vs. ISCMF - Yearly Performance Comparison


Correlation

The correlation between KPRO 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 (All Time)
Calculated using the full available price history since Feb 8, 2024

-0.05

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Return for Risk

KPRO vs. ISCMF — Risk / Return Rank

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

KPRO
KPRO Risk / Return Rank: 55
Overall Rank
KPRO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KPRO Sortino Ratio Rank: 55
Sortino Ratio Rank
KPRO Omega Ratio Rank: 44
Omega Ratio Rank
KPRO Calmar Ratio Rank: 66
Calmar Ratio Rank
KPRO Martin Ratio Rank: 66
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7878
Overall Rank
ISCMF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6969
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.

KPRO vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) 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.

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.


KPROISCMFDifference
Sharpe ratioReturn per unit of total volatility

-2.27

Sortino ratioReturn per unit of downside risk

-3.74

Omega ratioGain probability vs. loss probability

0.90

2.31

-1.41

Calmar ratioReturn relative to maximum drawdown

-0.34

5.53

-5.87

Martin ratioReturn relative to average drawdown

-0.67

11.85

-12.52

KPRO vs. ISCMF - Sharpe Ratio Comparison

The current KPRO Sharpe Ratio is -0.50, which is lower than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of KPRO 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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Drawdowns

KPRO vs. ISCMF - Drawdown Comparison

The maximum KPRO drawdown since its inception was -12.91%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for KPRO and ISCMF.


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Drawdown Indicators


KPROISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-12.91%

-25.42%

+12.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.91%

-5.69%

-7.22%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

-12.91%

-5.26%

-7.65%

Average Drawdown

Average peak-to-trough decline

-2.61%

-13.35%

+10.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

2.65%

+3.98%

Volatility

KPRO vs. ISCMF - Volatility Comparison

The current volatility for KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) is 1.52%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that KPRO 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


KPROISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

5.11%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

15.45%

-7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

8.86%

17.84%

-8.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.77%

14.29%

-6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.77%

14.29%

-6.52%

KPRO vs. ISCMF - Expense Ratio Comparison

KPRO has a 0.95% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

KPRO vs. ISCMF - Dividend Comparison

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


Frequently Asked Questions


KPRO 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 (5.11%) compared to KPRO (1.52%). In terms of maximum drawdown, KPRO dropped -12.91% vs ISCMF's -25.42%.

On 1-year performance, ISCMF leads with 31.30% vs -4.43% for KPRO. On fees, ISCMF is cheaper at 0.19% per year. On volatility, KPRO has been the lower-risk option at 1.52%. 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 31.30% return vs -4.43%. 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 0.95% for KPRO.

KPRO has the higher dividend yield at 2.83%, compared with 0.00% for ISCMF.

KPRO is categorized as Options Trading, while ISCMF is Commodities. They also come from different issuers: KraneShares and iShares. Their fees differ too: 0.95% for KPRO and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs -0.50), 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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