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LSAF vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LSAF vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares AlphaFactor US Core Equity ETF (LSAF) 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, LSAF achieves a 13.78% return, which is significantly lower than ISCMF's 22.87% return.


LSAF

1D
-0.21%
1M
3.98%
YTD
13.78%
6M
11.61%
1Y
25.54%
3Y*
19.66%
5Y*
10.56%
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)

LSAF vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
LSAF
LeaderShares AlphaFactor US Core Equity ETF
13.78%12.01%18.09%15.48%-6.79%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between LSAF and ISCMF is -0.06, 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

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.04

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Return for Risk

LSAF vs. ISCMF — Risk / Return Rank

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

LSAF
LSAF Risk / Return Rank: 6262
Overall Rank
LSAF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
LSAF Sortino Ratio Rank: 5757
Sortino Ratio Rank
LSAF Omega Ratio Rank: 5050
Omega Ratio Rank
LSAF Calmar Ratio Rank: 7878
Calmar Ratio Rank
LSAF Martin Ratio Rank: 7171
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.

LSAF vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares AlphaFactor US Core Equity ETF (LSAF) 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.


LSAFISCMFDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.31

2.31

-1.00

Calmar ratioReturn relative to maximum drawdown

3.90

5.53

-1.63

Martin ratioReturn relative to average drawdown

12.78

11.95

+0.83

LSAF vs. ISCMF - Sharpe Ratio Comparison

The current LSAF Sharpe Ratio is 1.79, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LSAF 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

LSAF vs. ISCMF - Drawdown Comparison

The maximum LSAF drawdown since its inception was -41.67%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for LSAF and ISCMF.


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Drawdown Indicators


LSAFISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-25.42%

-16.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-5.69%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-7.62%

-12.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

Current Drawdown

Current decline from peak

-1.25%

-5.26%

+4.01%

Average Drawdown

Average peak-to-trough decline

-6.29%

-13.36%

+7.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.63%

-0.63%

Volatility

LSAF vs. ISCMF - Volatility Comparison

The current volatility for LeaderShares AlphaFactor US Core Equity ETF (LSAF) is 3.54%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that LSAF 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


LSAFISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

5.11%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

15.45%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

17.87%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

14.29%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.84%

14.29%

+7.55%

LSAF vs. ISCMF - Expense Ratio Comparison

LSAF has a 0.75% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

LSAF vs. ISCMF - Dividend Comparison

LSAF's dividend yield for the trailing twelve months is around 0.60%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LSAF
LeaderShares AlphaFactor US Core Equity ETF
0.60%0.69%0.42%0.84%0.96%0.37%0.53%0.71%0.20%

Frequently Asked Questions


LSAF and ISCMF have a correlation of -0.06, 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 LSAF (3.54%). In terms of maximum drawdown, LSAF dropped -41.67% vs ISCMF's -25.42%.

On 3-year performance, LSAF leads with 19.66% vs 16.78% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, LSAF has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, LSAF has performed better with a 19.66% return vs 16.78%. 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 0.75% for LSAF.

LSAF has the higher dividend yield at 0.60%, compared with 0.00% for ISCMF.

LSAF is categorized as Mid Cap Blend Equities, while ISCMF is Commodities. LSAF tracks AlphaFactor US Core Equity Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Redwood and iShares. Their fees differ too: 0.75% for LSAF and 0.19% for ISCMF.

LSAF currently has the higher Sharpe Ratio (1.79 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

Find the right allocation for LSAF and ISCMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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