MFVL vs. ISCMF

Last updated Jun 23, 2026

MFVL (Motley Fool Value Factor ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - MFVL is a Large Cap Value Equities fund actively managed by Motley Fool, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. MFVL is actively managed, while ISCMF is passively managed. At a correlation of -0.09, they often move in opposite directions. MFVL charges 0.50%/yr vs 0.19%/yr for ISCMF.

Performance

MFVL vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Value Factor ETF (MFVL) 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, MFVL achieves a -3.12% return, which is significantly lower than ISCMF's 22.87% return.

MFVL

• 1D: -0.73%
• 1M: -3.38%
• YTD: -3.12%
• 6M: -3.51%
• 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)

MFVL vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025
MFVL Motley Fool Value Factor ETF	-3.12%	1.22%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	0.00%

Correlation

The correlation between MFVL 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 Dec 9, 2025	-0.09

Return for Risk

MFVL vs. ISCMF — Risk / Return Rank

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

MFVL

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

ISCMF

ISCMF Risk / Return Rank: 77
ISCMF Sharpe Ratio Rank: 53
ISCMF Sortino Ratio Rank: 74
ISCMF Omega Ratio Rank: 98
ISCMF Calmar Ratio Rank: 91
ISCMF Martin Ratio Rank: 67

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.

MFVL vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Value Factor ETF (MFVL) 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.

	MFVL	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	—	11.95	—

Drawdowns

MFVL vs. ISCMF - Drawdown Comparison

The maximum MFVL drawdown since its inception was -7.03%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for MFVL and ISCMF.

Drawdown Indicators

	MFVL	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-7.03%	-25.42%	+18.39%
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	-6.67%	-5.26%	-1.41%
Average Drawdown Average peak-to-trough decline	-2.57%	-13.36%	+10.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.63%	—

Volatility

Volatility by Period

	MFVL	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	12.15%	17.87%	-5.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.15%	14.29%	-2.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.15%	14.29%	-2.14%

MFVL vs. ISCMF - Expense Ratio Comparison

MFVL has a 0.50% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

MFVL vs. ISCMF - Dividend Comparison

Neither MFVL nor ISCMF has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both MFVL and ISCMF in my portfolio?

MFVL 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, MFVL 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, MFVL or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.50% for MFVL.

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

MFVL and ISCMF have nearly identical dividend yields, around 0.00%.

What is the main difference between MFVL and ISCMF?

MFVL is categorized as Large Cap Value Equities, while ISCMF is Commodities. They also come from different issuers: Motley Fool and iShares. Their fees differ too: 0.50% for MFVL and 0.19% for ISCMF.