RUSC vs. ISCMF

Last updated Jun 23, 2026

RUSC (U.S. Small Cap Equity Active ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - RUSC is a Small Cap Blend Equities fund actively managed by Russell, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. RUSC is actively managed, while ISCMF is passively managed. Over the past year, RUSC returned 43.83% vs 31.30% for ISCMF. At a correlation of -0.07, they often move in opposite directions. RUSC charges 0.64%/yr vs 0.19%/yr for ISCMF.

Performance

RUSC vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Small Cap Equity Active ETF (RUSC) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with RUSC having a 23.06% return and ISCMF slightly lower at 22.87%.

RUSC

• 1D: 0.58%
• 1M: 5.41%
• YTD: 23.06%
• 6M: 20.35%
• 1Y: 43.83%
• 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)

RUSC vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025
RUSC U.S. Small Cap Equity Active ETF	23.06%	16.87%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	11.78%

Correlation

The correlation between RUSC and ISCMF is -0.08, 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	-0.08
Correlation (All Time) Calculated using the full available price history since May 14, 2025	-0.07

Return for Risk

RUSC vs. ISCMF — Risk / Return Rank

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

RUSC

RUSC Risk / Return Rank: 79
RUSC Sharpe Ratio Rank: 77
RUSC Sortino Ratio Rank: 77
RUSC Omega Ratio Rank: 71
RUSC Calmar Ratio Rank: 87
RUSC Martin Ratio Rank: 85

ISCMF

ISCMF Risk / Return Rank: 77
ISCMF Sharpe Ratio Rank: 53
ISCMF Sortino Ratio Rank: 74
ISCMF Omega Ratio Rank: 98
ISCMF Calmar Ratio Rank: 91
ISCMF Martin Ratio Rank: 67

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.

RUSC vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Small Cap Equity Active ETF (RUSC) 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.

	RUSC	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	2.37	1.76	+0.61
Sortino ratio: Return per unit of downside risk	3.28	3.18	+0.10
Omega ratio: Gain probability vs. loss probability	1.40	2.31	-0.91
Calmar ratio: Return relative to maximum drawdown	4.80	5.53	-0.73
Martin ratio: Return relative to average drawdown	17.10	11.95	+5.15

RUSC vs. ISCMF - Sharpe Ratio Comparison

The current RUSC Sharpe Ratio is 2.37, which is higher than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of RUSC 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.

Drawdowns

RUSC vs. ISCMF - Drawdown Comparison

The maximum RUSC drawdown since its inception was -9.18%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for RUSC and ISCMF.

Drawdown Indicators

	RUSC	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-9.18%	-25.42%	+16.24%
Max Drawdown (1Y) Largest decline over 1 year	-9.18%	-5.69%	-3.49%
Max Drawdown (3Y) Largest decline over 3 years	—	-7.62%	—
Current Drawdown Current decline from peak	0.00%	-5.26%	+5.26%
Average Drawdown Average peak-to-trough decline	-1.71%	-13.36%	+11.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	2.63%	-0.06%

Volatility

RUSC vs. ISCMF - Volatility Comparison

U.S. Small Cap Equity Active ETF (RUSC) has a higher volatility of 5.84% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 5.11%. This indicates that RUSC's price experiences larger fluctuations and is considered to be riskier than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RUSC	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	5.11%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	13.63%	15.45%	-1.82%
Volatility (1Y) Calculated over the trailing 1-year period	18.60%	17.87%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.34%	14.29%	+4.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.34%	14.29%	+4.05%

RUSC vs. ISCMF - Expense Ratio Comparison

RUSC has a 0.64% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

RUSC vs. ISCMF - Dividend Comparison

RUSC's dividend yield for the trailing twelve months is around 0.31%, while ISCMF has not paid dividends to shareholders.

Position	TTM	2025
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%
RUSC U.S. Small Cap Equity Active ETF	0.31%	0.38%

Frequently Asked Questions

Can I hold both RUSC and ISCMF in my portfolio?

RUSC and ISCMF have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RUSC or ISCMF?

RUSC has higher volatility (5.84%) compared to ISCMF (5.11%). In terms of maximum drawdown, RUSC dropped -9.18% vs ISCMF's -25.42%.

Which ETF is better, RUSC or ISCMF?

On 1-year performance, RUSC leads with 43.83% vs 31.30% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 5.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RUSC or ISCMF?

Over the 1-year period, RUSC has performed better with a 43.83% return vs 31.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RUSC or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.64% for RUSC.

Which ETF pays a higher dividend yield, RUSC or ISCMF?

RUSC has the higher dividend yield at 0.31%, compared with 0.00% for ISCMF.

What is the main difference between RUSC and ISCMF?

RUSC is categorized as Small Cap Blend Equities, while ISCMF is Commodities. They also come from different issuers: Russell and iShares. Their fees differ too: 0.64% for RUSC and 0.19% for ISCMF.

Which has better risk-adjusted returns?

RUSC currently has the higher Sharpe Ratio (2.37 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.