SHPP vs. ISCMF
SHPP (Pacer Industrials and Logistics ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - SHPP is a Industrials Equities fund tracking the Pacer Global Supply Chain Infrastructure Index - Benchmark TR Net, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, SHPP returned 10.87%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.02, they often move in opposite directions. SHPP charges 0.61%/yr vs 0.19%/yr for ISCMF.
Performance
SHPP vs. ISCMF - Performance Comparison
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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*
- —
SHPP vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
SHPP
ISCMF
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.
| SHPP | ISCMF | Difference | |
|---|---|---|---|
| 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 |
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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
| SHPP | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.35% | -5.26% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -13.36% | +9.13% |
Ulcer IndexDepth 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
| SHPP | ISCMF | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
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