PortfoliosLab logoPortfoliosLab logo
RGTU vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGTU vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long RGTI Daily ETF (RGTU) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RGTU achieves a -47.21% return, which is significantly lower than ISCMF's 22.87% return.


RGTU

1D
-1.12%
1M
-43.27%
YTD
-47.21%
6M
-59.39%
1Y
0.54%
3Y*
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)

RGTU vs. ISCMF - Yearly Performance Comparison


Correlation

The correlation between RGTU 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 (All Time)
Calculated using the full available price history since Jun 24, 2025

-0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RGTU vs. ISCMF — Risk / Return Rank

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

RGTU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

RGTU vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) 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.


RGTUISCMFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.31

Calmar ratioReturn relative to maximum drawdown

5.53

Martin ratioReturn relative to average drawdown

11.85

RGTU vs. ISCMF - Sharpe Ratio Comparison


Loading charts...

Drawdowns

RGTU vs. ISCMF - Drawdown Comparison

The maximum RGTU drawdown since its inception was -96.96%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for RGTU and ISCMF.


Loading charts...

Drawdown Indicators


RGTUISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-96.96%

-25.42%

-71.54%

Max Drawdown (1Y)

Largest decline over 1 year

-96.96%

-5.69%

-91.27%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

-94.10%

-5.26%

-88.84%

Average Drawdown

Average peak-to-trough decline

-63.61%

-13.35%

-50.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

Volatility

RGTU vs. ISCMF - Volatility Comparison


Loading charts...

Volatility by Period


RGTUISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

218.91%

17.84%

+201.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

218.91%

14.29%

+204.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

218.91%

14.29%

+204.62%

RGTU vs. ISCMF - Expense Ratio Comparison

RGTU has a 1.30% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

RGTU vs. ISCMF - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 39.08%, while ISCMF has not paid dividends to shareholders.


Frequently Asked Questions


RGTU 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.

On 1-year performance, ISCMF leads with 31.30% vs 0.54% for RGTU. On fees, ISCMF is cheaper at 0.19% per year. 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 31.30% return vs 0.54%. 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 1.30% for RGTU.

RGTU has the higher dividend yield at 39.08%, compared with 0.00% for ISCMF.

RGTU is categorized as Leveraged Equities, while ISCMF is Commodities. They also come from different issuers: Tradr and iShares. Their fees differ too: 1.30% for RGTU and 0.19% for ISCMF.

Portfolio Optimizer

Find the right allocation for RGTU 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.

Open Portfolio Optimizer