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RSPR vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) 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, RSPR achieves a 10.68% return, which is significantly lower than ISCMF's 22.87% return.


RSPR

1D
1.27%
1M
1.57%
YTD
10.68%
6M
11.84%
1Y
6.50%
3Y*
10.36%
5Y*
2.90%
10Y*
6.30%

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)

RSPR vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
10.68%-1.88%8.61%11.59%-19.48%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between RSPR and ISCMF is -0.06, 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

-0.06

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

-0.02

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Return for Risk

RSPR vs. ISCMF — Risk / Return Rank

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

RSPR
RSPR Risk / Return Rank: 1616
Overall Rank
RSPR Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
RSPR Sortino Ratio Rank: 1515
Sortino Ratio Rank
RSPR Omega Ratio Rank: 1414
Omega Ratio Rank
RSPR Calmar Ratio Rank: 1818
Calmar Ratio Rank
RSPR Martin Ratio Rank: 1717
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.

RSPR vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) 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.


RSPRISCMFDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.09

2.31

-1.22

Calmar ratioReturn relative to maximum drawdown

0.75

5.53

-4.78

Martin ratioReturn relative to average drawdown

1.65

11.85

-10.21

RSPR vs. ISCMF - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.45, which is lower than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of RSPR 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

RSPR vs. ISCMF - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for RSPR and ISCMF.


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Drawdown Indicators


RSPRISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-25.42%

-16.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-5.69%

-3.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-7.62%

-10.16%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

Current Drawdown

Current decline from peak

-1.70%

-5.26%

+3.56%

Average Drawdown

Average peak-to-trough decline

-9.36%

-13.35%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.65%

+1.30%

Volatility

RSPR vs. ISCMF - Volatility Comparison

Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and iShares Diversified Commodity Swap UCITS ETF (ISCMF) have volatilities of 4.92% 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


RSPRISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.11%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

15.45%

-4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

17.84%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

14.29%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

14.29%

+7.13%

RSPR vs. ISCMF - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

RSPR vs. ISCMF - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.84%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
2.84%2.70%2.58%2.91%3.14%2.56%3.82%2.48%3.02%3.01%2.06%1.03%

Frequently Asked Questions


RSPR and ISCMF have a correlation of -0.06, 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 RSPR (4.92%). In terms of maximum drawdown, RSPR dropped -41.96% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 10.36% for RSPR. On fees, ISCMF is cheaper at 0.19% per year. On volatility, RSPR has been the lower-risk option at 4.92%. 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 10.36%. 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 0.40% for RSPR.

RSPR has the higher dividend yield at 2.84%, compared with 0.00% for ISCMF.

RSPR is categorized as REIT, while ISCMF is Commodities. RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for RSPR and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs 0.45), 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 RSPR and ISCMF

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