SNPD vs. ISCMF
SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - SNPD is a Mid Cap Value Equities fund tracking the S&P ESG High Yield Dividend Aristocrats Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, SNPD returned 9.24%/yr vs 16.78%/yr for ISCMF. At a 0.01 correlation, their price movements are largely independent. SNPD charges 0.15%/yr vs 0.19%/yr for ISCMF.
Performance
SNPD vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, SNPD achieves a 9.90% return, which is significantly lower than ISCMF's 22.87% return.
SNPD
- 1D
- -0.38%
- 1M
- 1.55%
- YTD
- 9.90%
- 6M
- 9.28%
- 1Y
- 16.80%
- 3Y*
- 9.24%
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
SNPD vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 9.90% | 6.66% | 5.41% | 2.68% | 3.49% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -2.34% |
Correlation
The correlation between SNPD and ISCMF is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | 0.01 |
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Return for Risk
SNPD vs. ISCMF — Risk / Return Rank
SNPD
ISCMF
SNPD vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) 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.
| SNPD | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 2.31 | -1.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 5.53 | -3.58 |
| Martin ratioReturn relative to average drawdown | 5.77 | 11.95 | -6.17 |
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Drawdowns
SNPD vs. ISCMF - Drawdown Comparison
The maximum SNPD drawdown since its inception was -15.80%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for SNPD and ISCMF.
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Drawdown Indicators
| SNPD | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -25.42% | +9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -5.69% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -7.62% | -8.18% |
Current DrawdownCurrent decline from peak | -1.69% | -5.26% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -13.36% | +9.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.63% | +0.29% |
Volatility
SNPD vs. ISCMF - Volatility Comparison
The current volatility for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) is 3.11%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that SNPD experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNPD | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 5.11% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 15.45% | -7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 17.87% | -6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.12% | 14.29% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.12% | 14.29% | -1.17% |
SNPD vs. ISCMF - Expense Ratio Comparison
SNPD has a 0.15% expense ratio, which is lower than ISCMF's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SNPD vs. ISCMF - Dividend Comparison
SNPD's dividend yield for the trailing twelve months is around 3.30%, 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% |
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF | 3.30% | 3.10% | 2.78% | 2.63% | 0.57% |
Frequently Asked Questions
SNPD and ISCMF have a correlation of -0.09, 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 SNPD (3.11%). In terms of maximum drawdown, SNPD dropped -15.80% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 16.78% vs 9.24% for SNPD. On fees, SNPD is cheaper at 0.15% per year. On volatility, SNPD has been the lower-risk option at 3.11%. 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 9.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SNPD is cheaper with a 0.15% expense ratio, compared with 0.19% for ISCMF.
SNPD has the higher dividend yield at 3.30%, compared with 0.00% for ISCMF.
SNPD is categorized as Mid Cap Value Equities, while ISCMF is Commodities. SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for SNPD and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.52), 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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