SUPL vs. ISCMF
SUPL (ProShares Supply Chain Logistics ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - SUPL is a Industrials Equities fund tracking the FactSet Supply Chain Logistics Index - Benchmark TR Net, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, SUPL returned 10.39%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.02, they often move in opposite directions. SUPL charges 0.58%/yr vs 0.19%/yr for ISCMF.
Performance
SUPL vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, SUPL achieves a 13.92% return, which is significantly lower than ISCMF's 22.87% return.
SUPL
- 1D
- -0.67%
- 1M
- -0.06%
- YTD
- 13.92%
- 6M
- 13.11%
- 1Y
- 23.18%
- 3Y*
- 10.39%
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
SUPL vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SUPL ProShares Supply Chain Logistics ETF | 13.92% | 9.25% | -2.44% | 23.69% | -11.01% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.08% |
Correlation
The correlation between SUPL and ISCMF is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2022 | -0.02 |
The correlation between SUPL and ISCMF shifts across timeframes, from -0.13 (1 year) to -0.00 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SUPL vs. ISCMF — Risk / Return Rank
SUPL
ISCMF
SUPL vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Supply Chain Logistics ETF (SUPL) 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.
| SUPL | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 2.31 | -1.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 5.53 | -3.14 |
| Martin ratioReturn relative to average drawdown | 7.41 | 11.85 | -4.44 |
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Drawdowns
SUPL vs. ISCMF - Drawdown Comparison
The maximum SUPL drawdown since its inception was -24.42%, roughly equal to the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for SUPL and ISCMF.
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Drawdown Indicators
| SUPL | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.42% | -25.42% | +1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -5.69% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -21.71% | -7.62% | -14.09% |
Current DrawdownCurrent decline from peak | -5.73% | -5.26% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -13.35% | +7.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.65% | +0.49% |
Volatility
SUPL vs. ISCMF - Volatility Comparison
ProShares Supply Chain Logistics ETF (SUPL) has a higher volatility of 5.62% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 5.11%. This indicates that SUPL's price experiences larger fluctuations and is considered to be riskier 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
| SUPL | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 5.11% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 15.45% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 17.84% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 14.29% | +4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 14.29% | +4.71% |
SUPL vs. ISCMF - Expense Ratio Comparison
SUPL has a 0.58% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
SUPL vs. ISCMF - Dividend Comparison
SUPL's dividend yield for the trailing twelve months is around 2.75%, 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% |
SUPL ProShares Supply Chain Logistics ETF | 2.75% | 3.03% | 4.78% | 4.71% | 3.00% |
Frequently Asked Questions
SUPL and ISCMF have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SUPL has higher volatility (5.62%) compared to ISCMF (5.11%). In terms of maximum drawdown, SUPL dropped -24.42% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 16.78% vs 10.39% for SUPL. 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 10.39%. 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 SUPL.
SUPL has the higher dividend yield at 2.75%, compared with 0.00% for ISCMF.
SUPL is categorized as Industrials Equities, while ISCMF is Commodities. SUPL tracks FactSet Supply Chain Logistics Index - Benchmark TR Net, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.58% for SUPL and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.41), 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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