KYLD vs. ISCMF

Last updated Jun 24, 2026

KYLD (Kurv High Income ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - KYLD is a Derivative Income fund actively managed by Kurv, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. KYLD is actively managed, while ISCMF is passively managed. At a correlation of -0.09, they often move in opposite directions. KYLD charges 1.00%/yr vs 0.19%/yr for ISCMF.

Performance

KYLD vs. ISCMF - Performance Comparison

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

Returns By Period

In the year-to-date period, KYLD achieves a 19.76% return, which is significantly lower than ISCMF's 22.87% return.

KYLD

• 1D: -2.96%
• 1M: 6.33%
• YTD: 19.76%
• 6M: 16.13%
• 1Y: —
• 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)

KYLD vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025
KYLD Kurv High Income ETF	19.76%	-11.41%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	7.57%

Correlation

The correlation between KYLD and ISCMF is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 31, 2025	-0.09

Return for Risk

KYLD vs. ISCMF — Risk / Return Rank

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

KYLD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ISCMF

ISCMF Risk / Return Rank: 78
ISCMF Sharpe Ratio Rank: 56
ISCMF Sortino Ratio Rank: 77
ISCMF Omega Ratio Rank: 98
ISCMF Calmar Ratio Rank: 92
ISCMF Martin Ratio Rank: 69

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.

KYLD vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv High Income ETF (KYLD) 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.

	KYLD	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	—	1.76	—
Sortino ratio: Return per unit of downside risk	—	3.18	—
Omega ratio: Gain probability vs. loss probability	—	2.31	—
Calmar ratio: Return relative to maximum drawdown	—	5.53	—
Martin ratio: Return relative to average drawdown	—	11.85	—

Drawdowns

KYLD vs. ISCMF - Drawdown Comparison

The maximum KYLD drawdown since its inception was -21.14%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for KYLD and ISCMF.

Drawdown Indicators

	KYLD	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-21.14%	-25.42%	+4.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.69%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-7.62%	—
Current Drawdown Current decline from peak	-2.96%	-5.26%	+2.30%
Average Drawdown Average peak-to-trough decline	-8.41%	-13.35%	+4.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.65%	—

Volatility

Volatility by Period

	KYLD	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.11%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.45%	—
Volatility (1Y) Calculated over the trailing 1-year period	33.23%	17.84%	+15.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.23%	14.29%	+18.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	14.29%	+18.94%

KYLD vs. ISCMF - Expense Ratio Comparison

KYLD has a 1.00% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

KYLD vs. ISCMF - Dividend Comparison

KYLD's dividend yield for the trailing twelve months is around 17.89%, while ISCMF has not paid dividends to shareholders.

Position	TTM	2025
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%
KYLD Kurv High Income ETF	17.89%	6.14%

Frequently Asked Questions

Can I hold both KYLD and ISCMF in my portfolio?

KYLD and ISCMF have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, KYLD or ISCMF?

On fees, ISCMF is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, KYLD or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 1.00% for KYLD.

Which ETF pays a higher dividend yield, KYLD or ISCMF?

KYLD has the higher dividend yield at 17.89%, compared with 0.00% for ISCMF.

What is the main difference between KYLD and ISCMF?

KYLD is categorized as Derivative Income, while ISCMF is Commodities. They also come from different issuers: Kurv and iShares. Their fees differ too: 1.00% for KYLD and 0.19% for ISCMF.