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MOTI vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOTI vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar International Moat ETF (MOTI) 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, MOTI achieves a -9.93% return, which is significantly lower than ISCMF's 22.87% return.


MOTI

1D
-1.04%
1M
-5.33%
YTD
-9.93%
6M
-9.29%
1Y
0.81%
3Y*
5.68%
5Y*
1.74%
10Y*
6.50%

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)

MOTI vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
MOTI
VanEck Vectors Morningstar International Moat ETF
-9.93%25.01%1.94%10.18%-4.88%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between MOTI and ISCMF is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

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

-0.02

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

-0.03

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Return for Risk

MOTI vs. ISCMF — Risk / Return Rank

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

MOTI
MOTI Risk / Return Rank: 99
Overall Rank
MOTI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MOTI Sortino Ratio Rank: 99
Sortino Ratio Rank
MOTI Omega Ratio Rank: 99
Omega Ratio Rank
MOTI Calmar Ratio Rank: 99
Calmar Ratio Rank
MOTI Martin Ratio Rank: 99
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7878
Overall Rank
ISCMF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6969
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.

MOTI vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar International Moat ETF (MOTI) 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.


MOTIISCMFDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-3.01

Omega ratioGain probability vs. loss probability

1.02

2.31

-1.29

Calmar ratioReturn relative to maximum drawdown

0.05

5.53

-5.48

Martin ratioReturn relative to average drawdown

0.13

11.85

-11.73

MOTI vs. ISCMF - Sharpe Ratio Comparison

The current MOTI Sharpe Ratio is 0.06, which is lower than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MOTI 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

MOTI vs. ISCMF - Drawdown Comparison

The maximum MOTI drawdown since its inception was -36.70%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for MOTI and ISCMF.


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Drawdown Indicators


MOTIISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-36.70%

-25.42%

-11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

-5.69%

-9.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-7.62%

-8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-28.77%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

Current Drawdown

Current decline from peak

-15.20%

-5.26%

-9.94%

Average Drawdown

Average peak-to-trough decline

-9.15%

-13.35%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.44%

2.65%

+3.79%

Volatility

MOTI vs. ISCMF - Volatility Comparison

The current volatility for VanEck Vectors Morningstar International Moat ETF (MOTI) is 3.06%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that MOTI 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


MOTIISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

5.11%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

15.45%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.40%

17.84%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

14.29%

+3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

14.29%

+3.53%

MOTI vs. ISCMF - Expense Ratio Comparison

MOTI has a 0.57% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

MOTI vs. ISCMF - Dividend Comparison

MOTI's dividend yield for the trailing twelve months is around 3.58%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
MOTI
VanEck Vectors Morningstar International Moat ETF
3.58%3.22%4.79%2.34%3.27%4.67%2.14%3.90%3.73%8.87%1.33%0.84%

Frequently Asked Questions


MOTI and ISCMF have a correlation of -0.12, 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 MOTI (3.06%). In terms of maximum drawdown, MOTI dropped -36.70% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 5.68% for MOTI. On fees, ISCMF is cheaper at 0.19% per year. On volatility, MOTI has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ISCMF has performed better with a 16.78% return vs 5.68%. 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 0.57% for MOTI.

MOTI has the higher dividend yield at 3.58%, compared with 0.00% for ISCMF.

MOTI is categorized as Foreign Large Cap Equities, while ISCMF is Commodities. MOTI tracks Morningstar Global ex-US Moat Focus Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.57% for MOTI and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs 0.06), 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 MOTI and ISCMF

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