MYLD vs. ISCMF

Last updated Jun 23, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. MYLD is actively managed, while ISCMF is passively managed. Over the past year, MYLD returned 39.32% vs 31.30% for ISCMF. At a correlation of -0.04, they often move in opposite directions. MYLD charges 0.59%/yr vs 0.19%/yr for ISCMF.

Performance

MYLD vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) 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, MYLD achieves a 17.05% return, which is significantly lower than ISCMF's 22.87% return.

MYLD

• 1D: -0.07%
• 1M: 3.47%
• YTD: 17.05%
• 6M: 15.43%
• 1Y: 39.32%
• 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)

MYLD vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	17.05%	10.48%	6.53%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	19.65%	3.68%

Correlation

The correlation between MYLD and ISCMF is -0.11, 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	-0.11
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024	-0.04

Return for Risk

MYLD vs. ISCMF — Risk / Return Rank

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

MYLD

MYLD Risk / Return Rank: 70
MYLD Sharpe Ratio Rank: 69
MYLD Sortino Ratio Rank: 72
MYLD Omega Ratio Rank: 66
MYLD Calmar Ratio Rank: 79
MYLD Martin Ratio Rank: 65

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.

MYLD vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) 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.

	MYLD	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	2.15	1.76	+0.39
Sortino ratio: Return per unit of downside risk	3.13	3.18	-0.06
Omega ratio: Gain probability vs. loss probability	1.38	2.31	-0.93
Calmar ratio: Return relative to maximum drawdown	3.98	5.53	-1.55
Martin ratio: Return relative to average drawdown	11.53	11.95	-0.41

MYLD vs. ISCMF - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.15, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of MYLD 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

MYLD vs. ISCMF - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for MYLD and ISCMF.

Drawdown Indicators

	MYLD	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-25.42%	-2.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-5.69%	-4.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-7.62%	—
Current Drawdown Current decline from peak	-2.31%	-5.26%	+2.95%
Average Drawdown Average peak-to-trough decline	-5.89%	-13.36%	+7.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	2.63%	+0.79%

Volatility

MYLD vs. ISCMF - Volatility Comparison

The current volatility for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) is 4.61%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that MYLD 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

	MYLD	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	5.11%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	12.07%	15.45%	-3.38%
Volatility (1Y) Calculated over the trailing 1-year period	18.39%	17.87%	+0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.91%	14.29%	+5.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	14.29%	+5.62%

MYLD vs. ISCMF - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

MYLD vs. ISCMF - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.25%, while ISCMF has not paid dividends to shareholders.

Position	TTM	2025	2024
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%	0.00%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.25%	6.22%	3.26%

Frequently Asked Questions

Can I hold both MYLD and ISCMF in my portfolio?

MYLD and ISCMF have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MYLD or ISCMF?

ISCMF has higher volatility (5.11%) compared to MYLD (4.61%). In terms of maximum drawdown, MYLD dropped -28.23% vs ISCMF's -25.42%.

Which ETF is better, MYLD or ISCMF?

On 1-year performance, MYLD leads with 39.32% vs 31.30% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, MYLD has been the lower-risk option at 4.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYLD or ISCMF?

Over the 1-year period, MYLD has performed better with a 39.32% return vs 31.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYLD or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.59% for MYLD.

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

MYLD has the higher dividend yield at 2.25%, compared with 0.00% for ISCMF.

What is the main difference between MYLD and ISCMF?

MYLD is categorized as Small Cap Value Equities, while ISCMF is Commodities. They also come from different issuers: Cambria and iShares. Their fees differ too: 0.59% for MYLD and 0.19% for ISCMF.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.15 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.