REVS vs. ISCMF
REVS (Columbia Research Enhanced Value ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - REVS is a Large Cap Value Equities fund tracking the Beta Advantage Research Enhanced U.S. Value Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, REVS returned 18.49%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.03, they often move in opposite directions. Both charge a 0.19% expense ratio.
Performance
REVS vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, REVS achieves a 12.15% return, which is significantly lower than ISCMF's 22.87% return.
REVS
- 1D
- 0.30%
- 1M
- 1.12%
- YTD
- 12.15%
- 6M
- 10.79%
- 1Y
- 26.32%
- 3Y*
- 18.49%
- 5Y*
- 11.96%
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
REVS vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 12.15% | 16.80% | 16.36% | 13.46% | -4.29% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between REVS and ISCMF is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | -0.03 |
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Return for Risk
REVS vs. ISCMF — Risk / Return Rank
REVS
ISCMF
REVS vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) 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.
| REVS | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 2.31 | -0.92 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 5.53 | -1.72 |
| Martin ratioReturn relative to average drawdown | 13.86 | 11.95 | +1.91 |
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Drawdowns
REVS vs. ISCMF - Drawdown Comparison
The maximum REVS drawdown since its inception was -37.85%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for REVS and ISCMF.
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Drawdown Indicators
| REVS | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.85% | -25.42% | -12.43% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -5.69% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -7.62% | -8.75% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -5.26% | +4.37% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -13.36% | +8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.63% | -0.73% |
Volatility
REVS vs. ISCMF - Volatility Comparison
The current volatility for Columbia Research Enhanced Value ETF (REVS) is 3.17%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that REVS 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
| REVS | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.17% | 5.11% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.50% | 15.45% | -6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 17.87% | -6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.90% | 14.29% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 14.29% | +4.79% |
REVS vs. ISCMF - Expense Ratio Comparison
Both REVS and ISCMF have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
REVS vs. ISCMF - Dividend Comparison
REVS's dividend yield for the trailing twelve months is around 1.90%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REVS Columbia Research Enhanced Value ETF | 1.90% | 2.13% | 1.89% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% |
Frequently Asked Questions
REVS and ISCMF have a correlation of -0.05, 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 REVS (3.17%). In terms of maximum drawdown, REVS dropped -37.85% vs ISCMF's -25.42%.
On 3-year performance, REVS leads with 18.49% vs 16.78% for ISCMF. Both ETFs have the same 0.19% expense ratio. On volatility, REVS has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, REVS has performed better with a 18.49% return vs 16.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
REVS and ISCMF have the same expense ratio: 0.19% per year.
REVS has the higher dividend yield at 1.90%, compared with 0.00% for ISCMF.
REVS is categorized as Large Cap Value Equities, while ISCMF is Commodities. REVS tracks Beta Advantage Research Enhanced U.S. Value Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Ameriprise Financial and iShares.
REVS currently has the higher Sharpe Ratio (2.29 vs 1.76), 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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