PPTY vs. ISCMF
PPTY (US Diversified Real Estate ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - PPTY is a REIT fund tracking the USREX - U.S. Diversified Real Estate Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, PPTY returned 11.23%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.03, they often move in opposite directions. PPTY charges 0.49%/yr vs 0.19%/yr for ISCMF.
Performance
PPTY vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, PPTY achieves a 13.64% return, which is significantly lower than ISCMF's 22.87% return.
PPTY
- 1D
- 1.21%
- 1M
- 2.70%
- YTD
- 13.64%
- 6M
- 14.29%
- 1Y
- 13.03%
- 3Y*
- 11.23%
- 5Y*
- 3.03%
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
PPTY vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PPTY US Diversified Real Estate ETF | 13.64% | -3.47% | 9.85% | 12.66% | -20.67% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between PPTY and ISCMF is -0.08, 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 | -0.08 |
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 | -0.03 |
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Return for Risk
PPTY vs. ISCMF — Risk / Return Rank
PPTY
ISCMF
PPTY vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) 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.
| PPTY | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 2.31 | -1.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 5.53 | -3.91 |
| Martin ratioReturn relative to average drawdown | 4.68 | 11.85 | -7.17 |
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Drawdowns
PPTY vs. ISCMF - Drawdown Comparison
The maximum PPTY drawdown since its inception was -41.69%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for PPTY and ISCMF.
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Drawdown Indicators
| PPTY | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.69% | -25.42% | -16.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -5.69% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -21.06% | -7.62% | -13.44% |
Max Drawdown (5Y)Largest decline over 5 years | -32.37% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -5.26% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -13.35% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.65% | +0.14% |
Volatility
PPTY vs. ISCMF - Volatility Comparison
US Diversified Real Estate ETF (PPTY) and iShares Diversified Commodity Swap UCITS ETF (ISCMF) have volatilities of 4.88% and 5.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PPTY | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 5.11% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 15.45% | -5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 17.84% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.60% | 14.29% | +4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 14.29% | +7.61% |
PPTY vs. ISCMF - Expense Ratio Comparison
PPTY has a 0.49% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
PPTY vs. ISCMF - Dividend Comparison
PPTY's dividend yield for the trailing twelve months is around 2.56%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
PPTY US Diversified Real Estate ETF | 2.56% | 3.04% | 3.29% | 4.08% | 4.29% | 2.87% | 3.43% | 3.30% | 1.97% |
Frequently Asked Questions
PPTY and ISCMF have a correlation of -0.08, 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 PPTY (4.88%). In terms of maximum drawdown, PPTY dropped -41.69% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 16.78% vs 11.23% for PPTY. On fees, ISCMF is cheaper at 0.19% per year. On volatility, PPTY has been the lower-risk option at 4.88%. 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 11.23%. 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 0.49% for PPTY.
PPTY has the higher dividend yield at 2.56%, compared with 0.00% for ISCMF.
PPTY is categorized as REIT, while ISCMF is Commodities. PPTY tracks USREX - U.S. Diversified Real Estate Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Vident and iShares. Their fees differ too: 0.49% for PPTY and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 0.93), 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.
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