SRHR vs. ISCMF
SRHR (SRH REIT Covered Call ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - SRHR is a REIT fund actively managed by SRH, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. SRHR is actively managed, while ISCMF is passively managed. Over the past year, SRHR returned 12.74% vs 31.30% for ISCMF. At a correlation of -0.01, they often move in opposite directions. SRHR charges 0.75%/yr vs 0.19%/yr for ISCMF.
Performance
SRHR vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, SRHR achieves a 12.13% return, which is significantly lower than ISCMF's 22.87% return.
SRHR
- 1D
- 0.56%
- 1M
- 0.23%
- YTD
- 12.13%
- 6M
- 13.55%
- 1Y
- 12.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
SRHR vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SRHR SRH REIT Covered Call ETF | 12.13% | -0.91% | 3.94% | 15.98% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -5.12% |
Correlation
The correlation between SRHR 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 Nov 2, 2023 | -0.01 |
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Return for Risk
SRHR vs. ISCMF — Risk / Return Rank
SRHR
ISCMF
SRHR vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SRH REIT Covered Call ETF (SRHR) 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.
| SRHR | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 2.31 | -1.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 5.53 | -3.99 |
| Martin ratioReturn relative to average drawdown | 4.51 | 12.04 | -7.53 |
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Drawdowns
SRHR vs. ISCMF - Drawdown Comparison
The maximum SRHR drawdown since its inception was -18.68%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for SRHR and ISCMF.
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Drawdown Indicators
| SRHR | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.68% | -25.42% | +6.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -5.69% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.62% | — |
Current DrawdownCurrent decline from peak | -2.46% | -5.26% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -13.36% | +8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.61% | +0.22% |
Volatility
SRHR vs. ISCMF - Volatility Comparison
The current volatility for SRH REIT Covered Call ETF (SRHR) is 4.33%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that SRHR 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
| SRHR | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.11% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 15.45% | -5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 17.84% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 14.30% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 14.30% | +1.53% |
SRHR vs. ISCMF - Expense Ratio Comparison
SRHR has a 0.75% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
SRHR vs. ISCMF - Dividend Comparison
SRHR's dividend yield for the trailing twelve months is around 6.33%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
SRHR SRH REIT Covered Call ETF | 6.33% | 7.07% | 6.90% | 0.95% |
Frequently Asked Questions
SRHR 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.
ISCMF has higher volatility (5.11%) compared to SRHR (4.33%). In terms of maximum drawdown, SRHR dropped -18.68% vs ISCMF's -25.42%.
On 1-year performance, ISCMF leads with 31.30% vs 12.74% for SRHR. On fees, ISCMF is cheaper at 0.19% per year. On volatility, SRHR has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ISCMF has performed better with a 31.30% return vs 12.74%. 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 0.75% for SRHR.
SRHR has the higher dividend yield at 6.33%, compared with 0.00% for ISCMF.
SRHR is categorized as REIT, while ISCMF is Commodities. They also come from different issuers: SRH and iShares. Their fees differ too: 0.75% for SRHR and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 0.97), 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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