LPRE vs. ISCMF

Last updated Jun 25, 2026

LPRE (Long Pond Real Estate Select ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - LPRE is a REIT fund actively managed by Long Pond, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. LPRE is actively managed, while ISCMF is passively managed. Over the past year, LPRE returned 20.16% vs 31.30% for ISCMF. At a correlation of -0.07, they often move in opposite directions. LPRE charges 1.00%/yr vs 0.19%/yr for ISCMF.

Performance

LPRE vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Long Pond Real Estate Select ETF (LPRE) 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, LPRE achieves a 13.49% return, which is significantly lower than ISCMF's 22.87% return.

LPRE

• 1D: 1.19%
• 1M: 3.76%
• YTD: 13.49%
• 6M: 13.92%
• 1Y: 20.16%
• 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)

LPRE vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025
LPRE Long Pond Real Estate Select ETF	13.49%	16.34%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	10.20%

Correlation

The correlation between LPRE 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 (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (All Time) Calculated using the full available price history since Apr 4, 2025	-0.07

Return for Risk

LPRE vs. ISCMF — Risk / Return Rank

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

LPRE

LPRE Risk / Return Rank: 43
LPRE Sharpe Ratio Rank: 42
LPRE Sortino Ratio Rank: 44
LPRE Omega Ratio Rank: 39
LPRE Calmar Ratio Rank: 45
LPRE Martin Ratio Rank: 46

ISCMF

ISCMF Risk / Return Rank: 81
ISCMF Sharpe Ratio Rank: 60
ISCMF Sortino Ratio Rank: 81
ISCMF Omega Ratio Rank: 98
ISCMF Calmar Ratio Rank: 92
ISCMF Martin Ratio Rank: 72

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.

LPRE vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Long Pond Real Estate Select ETF (LPRE) 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.

	LPRE	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.76	-0.46
Sortino ratio: Return per unit of downside risk	1.97	3.18	-1.22
Omega ratio: Gain probability vs. loss probability	1.23	2.31	-1.08
Calmar ratio: Return relative to maximum drawdown	1.96	5.53	-3.57
Martin ratio: Return relative to average drawdown	6.73	11.76	-5.03

LPRE vs. ISCMF - Sharpe Ratio Comparison

The current LPRE Sharpe Ratio is 1.31, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LPRE 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.

Drawdowns

LPRE vs. ISCMF - Drawdown Comparison

The maximum LPRE drawdown since its inception was -10.33%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for LPRE and ISCMF.

Drawdown Indicators

	LPRE	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-10.33%	-25.42%	+15.09%
Max Drawdown (1Y) Largest decline over 1 year	-10.33%	-5.69%	-4.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-7.62%	—
Current Drawdown Current decline from peak	-0.44%	-5.26%	+4.82%
Average Drawdown Average peak-to-trough decline	-2.09%	-13.34%	+11.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.67%	+0.34%

Volatility

LPRE vs. ISCMF - Volatility Comparison

The current volatility for Long Pond Real Estate Select ETF (LPRE) is 4.16%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that LPRE 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.

Volatility by Period

	LPRE	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	5.11%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	15.45%	-4.38%
Volatility (1Y) Calculated over the trailing 1-year period	15.52%	17.84%	-2.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	14.28%	+3.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	14.28%	+3.76%

LPRE vs. ISCMF - Expense Ratio Comparison

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

Dividends

LPRE vs. ISCMF - Dividend Comparison

LPRE's dividend yield for the trailing twelve months is around 1.12%, while ISCMF has not paid dividends to shareholders.

Position	TTM	2025
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%
LPRE Long Pond Real Estate Select ETF	1.12%	0.93%

Frequently Asked Questions

Can I hold both LPRE and ISCMF in my portfolio?

LPRE 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 is riskier, LPRE or ISCMF?

ISCMF has higher volatility (5.11%) compared to LPRE (4.16%). In terms of maximum drawdown, LPRE dropped -10.33% vs ISCMF's -25.42%.

Which ETF is better, LPRE or ISCMF?

On 1-year performance, ISCMF leads with 31.30% vs 20.16% for LPRE. On fees, ISCMF is cheaper at 0.19% per year. On volatility, LPRE has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LPRE or ISCMF?

Over the 1-year period, ISCMF has performed better with a 31.30% return vs 20.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LPRE or ISCMF?

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

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

LPRE has the higher dividend yield at 1.12%, compared with 0.00% for ISCMF.

What is the main difference between LPRE and ISCMF?

LPRE is categorized as REIT, while ISCMF is Commodities. They also come from different issuers: Long Pond and iShares. Their fees differ too: 1.00% for LPRE and 0.19% for ISCMF.

Which has better risk-adjusted returns?

ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.31), 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.