RSPR vs. ISCMF
RSPR (Invesco S&P 500 Equal Weight Real Estate ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - RSPR is a REIT fund tracking the S&P 500 Equal Weighted / Real Estate - SEC, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, RSPR returned 10.36%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.02, they often move in opposite directions. RSPR charges 0.40%/yr vs 0.19%/yr for ISCMF.
Performance
RSPR vs. ISCMF - Performance Comparison
Loading charts...
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*
- —
RSPR vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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 |
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
RSPR vs. ISCMF — Risk / Return Rank
RSPR
ISCMF
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.
| RSPR | ISCMF | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| RSPR | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.70% | -5.26% | +3.56% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -13.35% | +3.99% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| RSPR | ISCMF | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for RSPR 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