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LOCT vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOCT vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 15 Buffer ETF - October (LOCT) 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, LOCT achieves a 2.55% return, which is significantly lower than ISCMF's 22.87% return.


LOCT

1D
0.00%
1M
0.39%
YTD
2.55%
6M
2.56%
1Y
5.80%
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)

LOCT vs. ISCMF - Yearly Performance Comparison


2026 (YTD)202520242023
LOCT
Innovator Premium Income 15 Buffer ETF - October
2.55%5.56%5.21%2.86%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-5.76%

Correlation

The correlation between LOCT and ISCMF is -0.04, 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 (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

-0.02

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Return for Risk

LOCT vs. ISCMF — Risk / Return Rank

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

LOCT
LOCT Risk / Return Rank: 9191
Overall Rank
LOCT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LOCT Sortino Ratio Rank: 9191
Sortino Ratio Rank
LOCT Omega Ratio Rank: 9494
Omega Ratio Rank
LOCT Calmar Ratio Rank: 8787
Calmar Ratio Rank
LOCT Martin Ratio Rank: 9494
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7474
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6767
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.

LOCT vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 15 Buffer ETF - October (LOCT) 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.


LOCTISCMFDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.67

2.31

-0.64

Calmar ratioReturn relative to maximum drawdown

4.74

5.53

-0.79

Martin ratioReturn relative to average drawdown

25.31

11.95

+13.37

LOCT vs. ISCMF - Sharpe Ratio Comparison

The current LOCT Sharpe Ratio is 2.70, which is higher than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LOCT 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

LOCT vs. ISCMF - Drawdown Comparison

The maximum LOCT drawdown since its inception was -4.69%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for LOCT and ISCMF.


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Drawdown Indicators


LOCTISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-4.69%

-25.42%

+20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-1.23%

-5.69%

+4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

0.00%

-5.26%

+5.26%

Average Drawdown

Average peak-to-trough decline

-0.14%

-13.36%

+13.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.23%

2.63%

-2.40%

Volatility

LOCT vs. ISCMF - Volatility Comparison

The current volatility for Innovator Premium Income 15 Buffer ETF - October (LOCT) is 0.31%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that LOCT 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


LOCTISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

5.11%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

1.66%

15.45%

-13.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.16%

17.87%

-15.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

14.29%

-10.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

14.29%

-10.72%

LOCT vs. ISCMF - Expense Ratio Comparison

LOCT has a 0.79% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

LOCT vs. ISCMF - Dividend Comparison

LOCT's dividend yield for the trailing twelve months is around 5.13%, while ISCMF has not paid dividends to shareholders.


PositionTTM202520242023
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%
LOCT
Innovator Premium Income 15 Buffer ETF - October
5.13%5.12%6.27%1.64%

Frequently Asked Questions


LOCT and ISCMF have a correlation of -0.04, 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 LOCT (0.31%). In terms of maximum drawdown, LOCT dropped -4.69% vs ISCMF's -25.42%.

On 1-year performance, ISCMF leads with 31.30% vs 5.80% for LOCT. On fees, ISCMF is cheaper at 0.19% per year. On volatility, LOCT has been the lower-risk option at 0.31%. 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 5.80%. 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 0.79% for LOCT.

LOCT has the higher dividend yield at 5.13%, compared with 0.00% for ISCMF.

LOCT is categorized as Options Trading, while ISCMF is Commodities. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for LOCT and 0.19% for ISCMF.

LOCT currently has the higher Sharpe Ratio (2.70 vs 1.76), 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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