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SHPP vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHPP vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Industrials and Logistics ETF (SHPP) 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, SHPP achieves a 13.34% return, which is significantly lower than ISCMF's 22.87% return.


SHPP

1D
-0.04%
1M
-0.93%
YTD
13.34%
6M
13.14%
1Y
22.88%
3Y*
10.87%
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)

SHPP vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
SHPP
Pacer Industrials and Logistics ETF
13.34%12.88%0.76%20.86%-4.12%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-13.37%

Correlation

The correlation between SHPP and ISCMF is -0.11, 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

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2022

-0.02

The correlation between SHPP and ISCMF shifts across timeframes, from -0.11 (1 year) to -0.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SHPP vs. ISCMF — Risk / Return Rank

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

SHPP
SHPP Risk / Return Rank: 4343
Overall Rank
SHPP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SHPP Sortino Ratio Rank: 4242
Sortino Ratio Rank
SHPP Omega Ratio Rank: 4040
Omega Ratio Rank
SHPP Calmar Ratio Rank: 4343
Calmar Ratio Rank
SHPP Martin Ratio Rank: 4848
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7575
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6868
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.

SHPP vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Industrials and Logistics ETF (SHPP) 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.


SHPPISCMFDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.25

2.31

-1.06

Calmar ratioReturn relative to maximum drawdown

2.04

5.53

-3.49

Martin ratioReturn relative to average drawdown

7.66

12.04

-4.39

SHPP vs. ISCMF - Sharpe Ratio Comparison

The current SHPP Sharpe Ratio is 1.45, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SHPP 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

SHPP vs. ISCMF - Drawdown Comparison

The maximum SHPP drawdown since its inception was -21.57%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for SHPP and ISCMF.


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Drawdown Indicators


SHPPISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-21.57%

-25.42%

+3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-5.69%

-5.37%

Max Drawdown (3Y)

Largest decline over 3 years

-18.84%

-7.62%

-11.22%

Current Drawdown

Current decline from peak

-4.35%

-5.26%

+0.91%

Average Drawdown

Average peak-to-trough decline

-4.23%

-13.36%

+9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.61%

+0.33%

Volatility

SHPP vs. ISCMF - Volatility Comparison

Pacer Industrials and Logistics ETF (SHPP) and iShares Diversified Commodity Swap UCITS ETF (ISCMF) have volatilities of 5.36% 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


SHPPISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.11%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

15.45%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

17.84%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

14.30%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

14.30%

+3.19%

SHPP vs. ISCMF - Expense Ratio Comparison

SHPP has a 0.61% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

SHPP vs. ISCMF - Dividend Comparison

SHPP's dividend yield for the trailing twelve months is around 1.76%, while ISCMF has not paid dividends to shareholders.


PositionTTM2025202420232022
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%
SHPP
Pacer Industrials and Logistics ETF
1.76%1.80%2.41%2.89%1.15%

Frequently Asked Questions


SHPP and ISCMF have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHPP has higher volatility (5.36%) compared to ISCMF (5.11%). In terms of maximum drawdown, SHPP dropped -21.57% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 10.87% for SHPP. 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.

Over the 3-year period, ISCMF has performed better with a 16.78% return vs 10.87%. 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 0.61% for SHPP.

SHPP has the higher dividend yield at 1.76%, compared with 0.00% for ISCMF.

SHPP is categorized as Industrials Equities, while ISCMF is Commodities. SHPP tracks Pacer Global Supply Chain Infrastructure Index - Benchmark TR Net, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.61% for SHPP and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.45), 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 SHPP and ISCMF

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