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QINT vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QINT vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Diversified International ETF (QINT) 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, QINT achieves a 8.57% return, which is significantly lower than ISCMF's 22.87% return.


QINT

1D
-1.85%
1M
-0.16%
YTD
8.57%
6M
8.11%
1Y
25.26%
3Y*
20.37%
5Y*
8.94%
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)

QINT vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
QINT
American Century Quality Diversified International ETF
8.57%38.12%6.53%20.36%-9.24%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between QINT and ISCMF is -0.07, 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

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

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

-0.04

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Return for Risk

QINT vs. ISCMF — Risk / Return Rank

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

QINT
QINT Risk / Return Rank: 5151
Overall Rank
QINT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QINT Sortino Ratio Rank: 5252
Sortino Ratio Rank
QINT Omega Ratio Rank: 5151
Omega Ratio Rank
QINT Calmar Ratio Rank: 4848
Calmar Ratio Rank
QINT Martin Ratio Rank: 5555
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7878
Overall Rank
ISCMF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6969
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.

QINT vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) 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.


QINTISCMFDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.30

2.31

-1.01

Calmar ratioReturn relative to maximum drawdown

2.22

5.53

-3.31

Martin ratioReturn relative to average drawdown

8.95

11.85

-2.90

QINT vs. ISCMF - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.65, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of QINT 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

QINT vs. ISCMF - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.86%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for QINT and ISCMF.


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Drawdown Indicators


QINTISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-33.86%

-25.42%

-8.44%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-5.69%

-5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-13.56%

-7.62%

-5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.86%

Current Drawdown

Current decline from peak

-2.47%

-5.26%

+2.79%

Average Drawdown

Average peak-to-trough decline

-7.50%

-13.35%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.65%

+0.18%

Volatility

QINT vs. ISCMF - Volatility Comparison

American Century Quality Diversified International ETF (QINT) and iShares Diversified Commodity Swap UCITS ETF (ISCMF) have volatilities of 5.26% 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


QINTISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.11%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

15.45%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

17.84%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.33%

14.29%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

14.29%

+3.79%

QINT vs. ISCMF - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

QINT vs. ISCMF - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 3.81%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
QINT
American Century Quality Diversified International ETF
3.81%2.66%3.49%3.12%3.56%2.30%1.61%1.83%0.42%

Frequently Asked Questions


QINT and ISCMF have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QINT has higher volatility (5.26%) compared to ISCMF (5.11%). In terms of maximum drawdown, QINT dropped -33.86% vs ISCMF's -25.42%.

On 3-year performance, QINT leads with 20.37% vs 16.78% for ISCMF. 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.

Over the 3-year period, QINT has performed better with a 20.37% return vs 16.78%. 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 0.39% for QINT.

QINT has the higher dividend yield at 3.81%, compared with 0.00% for ISCMF.

QINT is categorized as Foreign Large Cap Equities, while ISCMF is Commodities. QINT tracks Alpha Vee American Century Diversified International Equity Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: American Century and iShares. Their fees differ too: 0.39% for QINT and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.65), 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

Find the right allocation for QINT and ISCMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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