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PSWD vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSWD vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Cybersecurity Select Equity ETF (PSWD) 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

The year-to-date returns for both investments are quite close, with PSWD having a 22.48% return and ISCMF slightly higher at 22.87%.


PSWD

1D
-3.24%
1M
22.87%
YTD
22.48%
6M
16.89%
1Y
15.26%
3Y*
5Y*
10Y*

ISCMF

1D
0.00%
1M
-0.67%
YTD
22.87%
6M
27.76%
1Y
37.85%
3Y*
15.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSWD vs. ISCMF - Yearly Performance Comparison


2026 (YTD)202520242023
PSWD
Xtrackers Cybersecurity Select Equity ETF
22.48%1.69%9.46%18.58%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-1.49%

Correlation

The correlation between PSWD 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 (All Time)
Calculated using the full available price history since Jul 14, 2023

-0.05

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Return for Risk

PSWD vs. ISCMF — Risk / Return Rank

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

PSWD
PSWD Risk / Return Rank: 1818
Overall Rank
PSWD Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 1818
Sortino Ratio Rank
PSWD Omega Ratio Rank: 1919
Omega Ratio Rank
PSWD Calmar Ratio Rank: 1717
Calmar Ratio Rank
PSWD Martin Ratio Rank: 1616
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 8383
Overall Rank
ISCMF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 8383
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 8080
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.

PSWD vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Cybersecurity Select Equity ETF (PSWD) 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.


PSWDISCMFDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-2.78

Omega ratioGain probability vs. loss probability

1.12

2.53

-1.41

Calmar ratioReturn relative to maximum drawdown

0.65

6.69

-6.04

Martin ratioReturn relative to average drawdown

1.47

15.68

-14.21

PSWD vs. ISCMF - Sharpe Ratio Comparison

The current PSWD Sharpe Ratio is 0.60, which is lower than the ISCMF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of PSWD 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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Sharpe Ratios by Period


PSWDISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

2.05

-1.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.45

+0.32

Drawdowns

PSWD vs. ISCMF - Drawdown Comparison

The maximum PSWD drawdown since its inception was -23.70%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for PSWD and ISCMF.


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Drawdown Indicators


PSWDISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-23.70%

-25.42%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-23.70%

-5.69%

-18.01%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

-3.32%

-5.26%

+1.94%

Average Drawdown

Average peak-to-trough decline

-6.46%

-13.43%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.38%

2.42%

+7.96%

Volatility

PSWD vs. ISCMF - Volatility Comparison

Xtrackers Cybersecurity Select Equity ETF (PSWD) has a higher volatility of 11.00% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 7.14%. This indicates that PSWD's price experiences larger fluctuations and is considered to be riskier 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


PSWDISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

7.14%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.87%

15.90%

+4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

25.46%

18.53%

+6.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.68%

14.38%

+9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.68%

14.38%

+9.30%

PSWD vs. ISCMF - Expense Ratio Comparison

PSWD has a 0.20% expense ratio, which is higher than ISCMF's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PSWD vs. ISCMF - Dividend Comparison

PSWD's dividend yield for the trailing twelve months is around 0.72%, while ISCMF has not paid dividends to shareholders.


PositionTTM202520242023
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.72%0.88%1.49%0.55%

Frequently Asked Questions


PSWD 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.

PSWD has higher volatility (11.00%) compared to ISCMF (7.14%). In terms of maximum drawdown, PSWD dropped -23.70% vs ISCMF's -25.42%.

On 1-year performance, ISCMF leads with 37.85% vs 15.26% for PSWD. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 7.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISCMF has performed better with a 37.85% return vs 15.26%. 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 0.20% for PSWD.

PSWD has the higher dividend yield at 0.72%, compared with 0.00% for ISCMF.

PSWD is categorized as Technology Equities, while ISCMF is Commodities. PSWD tracks Solactive Cyber Security ESG Screened Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for PSWD and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (2.05 vs 0.60), 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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