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SPFF vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFF vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperIncome Preferred ETF (SPFF) 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, SPFF achieves a 5.25% return, which is significantly lower than ISCMF's 22.87% return.


SPFF

1D
-0.52%
1M
1.66%
YTD
5.25%
6M
4.12%
1Y
16.51%
3Y*
9.03%
5Y*
1.77%
10Y*
3.11%

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)

SPFF vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
SPFF
Global X SuperIncome Preferred ETF
5.25%7.52%8.62%3.00%-9.02%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between SPFF and ISCMF is -0.14, 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

-0.14

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.05

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Return for Risk

SPFF vs. ISCMF — Risk / Return Rank

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

SPFF
SPFF Risk / Return Rank: 4646
Overall Rank
SPFF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPFF Omega Ratio Rank: 4646
Omega Ratio Rank
SPFF Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPFF Martin Ratio Rank: 4242
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 7777
Overall Rank
ISCMF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 7474
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9191
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 6767
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.

SPFF vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) 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.


SPFFISCMFDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.29

2.31

-1.02

Calmar ratioReturn relative to maximum drawdown

2.19

5.53

-3.34

Martin ratioReturn relative to average drawdown

6.59

11.95

-5.35

SPFF vs. ISCMF - Sharpe Ratio Comparison

The current SPFF Sharpe Ratio is 1.67, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SPFF 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

SPFF vs. ISCMF - Drawdown Comparison

The maximum SPFF drawdown since its inception was -35.92%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for SPFF and ISCMF.


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Drawdown Indicators


SPFFISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-35.92%

-25.42%

-10.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-5.69%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-12.51%

-7.62%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

Current Drawdown

Current decline from peak

-1.75%

-5.26%

+3.51%

Average Drawdown

Average peak-to-trough decline

-4.05%

-13.36%

+9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.63%

-0.12%

Volatility

SPFF vs. ISCMF - Volatility Comparison

The current volatility for Global X SuperIncome Preferred ETF (SPFF) is 3.60%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that SPFF 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


SPFFISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

5.11%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

15.45%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

17.87%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

14.29%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.54%

14.29%

-0.75%

SPFF vs. ISCMF - Expense Ratio Comparison

SPFF has a 0.58% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

SPFF vs. ISCMF - Dividend Comparison

SPFF's dividend yield for the trailing twelve months is around 6.44%, while ISCMF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SPFF
Global X SuperIncome Preferred ETF
6.44%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%

Frequently Asked Questions


SPFF and ISCMF have a correlation of -0.14, 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 SPFF (3.60%). In terms of maximum drawdown, SPFF dropped -35.92% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 9.03% for SPFF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, SPFF has been the lower-risk option at 3.60%. 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 9.03%. 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 0.58% for SPFF.

SPFF has the higher dividend yield at 6.44%, compared with 0.00% for ISCMF.

SPFF is categorized as Preferred Stock/Convertible Bonds, while ISCMF is Commodities. SPFF tracks S&P Enhanced Yield North American Preferred Stock Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.58% for SPFF and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.67), 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 SPFF and ISCMF

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