PRAY vs. ISCMF

Last updated Jun 21, 2026

PRAY (FIS Biblically Responsible Risk Managed ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - PRAY is a Large Cap Blend Equities fund tracking the NONE, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, PRAY returned 15.54%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.04, they often move in opposite directions. PRAY charges 0.69%/yr vs 0.19%/yr for ISCMF.

Performance

PRAY vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FIS Biblically Responsible Risk Managed ETF (PRAY) 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, PRAY achieves a 15.33% return, which is significantly lower than ISCMF's 22.87% return.

PRAY

• 1D: 1.73%
• 1M: 2.49%
• YTD: 15.33%
• 6M: 15.46%
• 1Y: 21.66%
• 3Y*: 15.54%
• 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)

PRAY vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PRAY FIS Biblically Responsible Risk Managed ETF	15.33%	9.08%	13.02%	20.02%	-9.04%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	19.65%	3.13%	-9.58%	-5.82%

Correlation

The correlation between PRAY 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 (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022	-0.04

Return for Risk

PRAY vs. ISCMF — Risk / Return Rank

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

PRAY

PRAY Risk / Return Rank: 52
PRAY Sharpe Ratio Rank: 49
PRAY Sortino Ratio Rank: 50
PRAY Omega Ratio Rank: 47
PRAY Calmar Ratio Rank: 52
PRAY Martin Ratio Rank: 61

ISCMF

ISCMF Risk / Return Rank: 77
ISCMF Sharpe Ratio Rank: 54
ISCMF Sortino Ratio Rank: 75
ISCMF Omega Ratio Rank: 98
ISCMF Calmar Ratio Rank: 91
ISCMF Martin Ratio Rank: 68

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.

PRAY vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FIS Biblically Responsible Risk Managed ETF (PRAY) 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.

	PRAY	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	1.62	1.76	-0.14
Sortino ratio: Return per unit of downside risk	2.39	3.18	-0.80
Omega ratio: Gain probability vs. loss probability	1.29	2.31	-1.02
Calmar ratio: Return relative to maximum drawdown	2.47	5.53	-3.06
Martin ratio: Return relative to average drawdown	10.59	12.04	-1.45

PRAY vs. ISCMF - Sharpe Ratio Comparison

The current PRAY Sharpe Ratio is 1.62, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of PRAY 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

PRAY vs. ISCMF - Drawdown Comparison

The maximum PRAY drawdown since its inception was -21.40%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for PRAY and ISCMF.

Drawdown Indicators

	PRAY	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-21.40%	-25.42%	+4.02%
Max Drawdown (1Y) Largest decline over 1 year	-8.80%	-5.69%	-3.11%
Max Drawdown (3Y) Largest decline over 3 years	-17.13%	-7.62%	-9.51%
Current Drawdown Current decline from peak	-0.33%	-5.26%	+4.93%
Average Drawdown Average peak-to-trough decline	-5.39%	-13.36%	+7.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.61%	-0.56%

Volatility

PRAY vs. ISCMF - Volatility Comparison

FIS Biblically Responsible Risk Managed ETF (PRAY) and iShares Diversified Commodity Swap UCITS ETF (ISCMF) have volatilities of 5.33% 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.

Volatility by Period

	PRAY	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	5.11%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	11.42%	15.45%	-4.03%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	17.84%	-4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.08%	14.30%	+1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.08%	14.30%	+1.78%

PRAY vs. ISCMF - Expense Ratio Comparison

PRAY has a 0.69% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

PRAY vs. ISCMF - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%
PRAY FIS Biblically Responsible Risk Managed ETF	0.60%	0.69%	0.76%	0.83%	1.20%

Frequently Asked Questions

Can I hold both PRAY and ISCMF in my portfolio?

PRAY 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, PRAY or ISCMF?

PRAY has higher volatility (5.33%) compared to ISCMF (5.11%). In terms of maximum drawdown, PRAY dropped -21.40% vs ISCMF's -25.42%.

Which ETF is better, PRAY or ISCMF?

On 3-year performance, ISCMF leads with 16.78% vs 15.54% for PRAY. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 5.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PRAY or ISCMF?

Over the 3-year period, ISCMF has performed better with a 16.78% return vs 15.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRAY or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.69% for PRAY.

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

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

What is the main difference between PRAY and ISCMF?

PRAY is categorized as Large Cap Blend Equities, while ISCMF is Commodities. PRAY tracks NONE, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Faith Investor Services and iShares. Their fees differ too: 0.69% for PRAY and 0.19% for ISCMF.

Which has better risk-adjusted returns?

ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.62), 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.