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PSCU vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSCU vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) 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, PSCU achieves a 10.26% return, which is significantly lower than ISCMF's 22.87% return.


PSCU

1D
-0.75%
1M
-1.49%
YTD
10.26%
6M
10.07%
1Y
16.92%
3Y*
8.44%
5Y*
0.37%
10Y*
5.18%

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)

PSCU vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
PSCU
Invesco S&P SmallCap Utilities & Communication Services ETF
10.26%-1.93%10.68%2.12%-14.34%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between PSCU 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

-0.02

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

-0.03

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Return for Risk

PSCU vs. ISCMF — Risk / Return Rank

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

PSCU
PSCU Risk / Return Rank: 3333
Overall Rank
PSCU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PSCU Sortino Ratio Rank: 3030
Sortino Ratio Rank
PSCU Omega Ratio Rank: 2727
Omega Ratio Rank
PSCU Calmar Ratio Rank: 4242
Calmar Ratio Rank
PSCU Martin Ratio Rank: 3535
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7474
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6767
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.

PSCU vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) 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.


PSCUISCMFDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.18

2.31

-1.13

Calmar ratioReturn relative to maximum drawdown

2.04

5.53

-3.49

Martin ratioReturn relative to average drawdown

5.04

11.95

-6.90

PSCU vs. ISCMF - Sharpe Ratio Comparison

The current PSCU Sharpe Ratio is 1.07, which is lower than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of PSCU 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

PSCU vs. ISCMF - Drawdown Comparison

The maximum PSCU drawdown since its inception was -29.97%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for PSCU and ISCMF.


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Drawdown Indicators


PSCUISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-29.97%

-25.42%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-5.69%

-2.63%

Max Drawdown (3Y)

Largest decline over 3 years

-23.55%

-7.62%

-15.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.97%

Max Drawdown (10Y)

Largest decline over 10 years

-29.97%

Current Drawdown

Current decline from peak

-5.20%

-5.26%

+0.06%

Average Drawdown

Average peak-to-trough decline

-7.65%

-13.36%

+5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

2.63%

+0.73%

Volatility

PSCU vs. ISCMF - Volatility Comparison

The current volatility for Invesco S&P SmallCap Utilities & Communication Services ETF (PSCU) is 4.85%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that PSCU 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


PSCUISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

5.11%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

15.45%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

17.87%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

14.29%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

14.29%

+5.21%

PSCU vs. ISCMF - Expense Ratio Comparison

PSCU has a 0.29% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

PSCU vs. ISCMF - Dividend Comparison

PSCU's dividend yield for the trailing twelve months is around 1.05%, 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%
PSCU
Invesco S&P SmallCap Utilities & Communication Services ETF
1.05%1.10%0.98%1.60%1.71%2.69%1.20%2.47%2.35%1.84%6.93%2.94%

Frequently Asked Questions


PSCU 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 PSCU (4.85%). In terms of maximum drawdown, PSCU dropped -29.97% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 8.44% for PSCU. On fees, ISCMF is cheaper at 0.19% per year. On volatility, PSCU has been the lower-risk option at 4.85%. 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 8.44%. 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 0.29% for PSCU.

PSCU has the higher dividend yield at 1.05%, compared with 0.00% for ISCMF.

PSCU is categorized as Utilities Equities, while ISCMF is Commodities. PSCU tracks S&P SmallCap 600 Capped Utilities & Communication Services Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.29% for PSCU and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.07), 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

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