RIET vs. ISCMF
RIET (Hoya Capital High Dividend Yield ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - RIET is a REIT fund tracking the Hoya Capital High Dividend Yield Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, RIET returned 9.14%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.04, they often move in opposite directions. RIET charges 0.50%/yr vs 0.19%/yr for ISCMF.
Performance
RIET vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, RIET achieves a 7.32% return, which is significantly lower than ISCMF's 22.87% return.
RIET
- 1D
- -0.24%
- 1M
- -0.06%
- YTD
- 7.32%
- 6M
- 7.05%
- 1Y
- 12.20%
- 3Y*
- 9.14%
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
RIET vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
RIET Hoya Capital High Dividend Yield ETF | 7.32% | 2.43% | 1.18% | 13.04% | -20.64% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between RIET and ISCMF is -0.14, 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 | -0.14 |
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 |
The correlation between RIET and ISCMF shifts across timeframes, from -0.14 (1 year) to -0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RIET vs. ISCMF — Risk / Return Rank
RIET
ISCMF
RIET vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hoya Capital High Dividend Yield ETF (RIET) 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.
| RIET | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 2.31 | -1.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 5.53 | -4.13 |
| Martin ratioReturn relative to average drawdown | 3.64 | 11.95 | -8.31 |
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Drawdowns
RIET vs. ISCMF - Drawdown Comparison
The maximum RIET drawdown since its inception was -34.61%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for RIET and ISCMF.
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Drawdown Indicators
| RIET | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.61% | -25.42% | -9.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -5.69% | -3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -7.62% | -10.76% |
Current DrawdownCurrent decline from peak | -7.49% | -5.26% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -16.31% | -13.36% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.63% | +0.73% |
Volatility
RIET vs. ISCMF - Volatility Comparison
The current volatility for Hoya Capital High Dividend Yield ETF (RIET) is 3.86%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that RIET 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
| RIET | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 5.11% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 15.45% | -6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 17.87% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 14.29% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 14.29% | +4.66% |
RIET vs. ISCMF - Expense Ratio Comparison
RIET has a 0.50% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
RIET vs. ISCMF - Dividend Comparison
RIET's dividend yield for the trailing twelve months is around 10.86%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RIET Hoya Capital High Dividend Yield ETF | 10.86% | 11.04% | 10.17% | 9.33% | 9.33% | 1.99% |
Frequently Asked Questions
RIET and ISCMF have a correlation of -0.14, 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 RIET (3.86%). In terms of maximum drawdown, RIET dropped -34.61% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 16.78% vs 9.14% for RIET. On fees, ISCMF is cheaper at 0.19% per year. On volatility, RIET has been the lower-risk option at 3.86%. 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 9.14%. 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 0.50% for RIET.
RIET has the higher dividend yield at 10.86%, compared with 0.00% for ISCMF.
RIET is categorized as REIT, while ISCMF is Commodities. RIET tracks Hoya Capital High Dividend Yield Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Pettee Investors and iShares. Their fees differ too: 0.50% for RIET and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 0.92), 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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