TGLR vs. ISCMF

Last updated Jun 24, 2026

TGLR (LAFFER|TENGLER Equity Income ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - TGLR is a Large Cap Value Equities fund actively managed by LAFFER TENGLER, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. TGLR is actively managed, while ISCMF is passively managed. Over the past year, TGLR returned 29.89% vs 31.30% for ISCMF. At a 0.00 correlation, their price movements are largely independent. TGLR charges 0.95%/yr vs 0.19%/yr for ISCMF.

Performance

TGLR vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LAFFER|TENGLER Equity Income ETF (TGLR) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TGLR achieves a 12.16% return, which is significantly lower than ISCMF's 22.87% return.

TGLR

• 1D: -0.75%
• 1M: 1.45%
• YTD: 12.16%
• 6M: 11.12%
• 1Y: 29.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

TGLR vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TGLR LAFFER|TENGLER Equity Income ETF	12.16%	23.30%	18.71%	4.88%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	19.65%	3.13%	-3.03%

Correlation

The correlation between TGLR and ISCMF is -0.07, 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	-0.07
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023	0.00

Return for Risk

TGLR vs. ISCMF — Risk / Return Rank

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

TGLR

TGLR Risk / Return Rank: 77
TGLR Sharpe Ratio Rank: 77
TGLR Sortino Ratio Rank: 79
TGLR Omega Ratio Rank: 75
TGLR Calmar Ratio Rank: 73
TGLR Martin Ratio Rank: 80

ISCMF

ISCMF Risk / Return Rank: 78
ISCMF Sharpe Ratio Rank: 56
ISCMF Sortino Ratio Rank: 77
ISCMF Omega Ratio Rank: 98
ISCMF Calmar Ratio Rank: 92
ISCMF Martin Ratio Rank: 69

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.

TGLR vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LAFFER|TENGLER Equity Income ETF (TGLR) 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.

	TGLR	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	2.31	1.76	+0.55
Sortino ratio: Return per unit of downside risk	3.26	3.18	+0.08
Omega ratio: Gain probability vs. loss probability	1.41	2.31	-0.90
Calmar ratio: Return relative to maximum drawdown	3.49	5.53	-2.04
Martin ratio: Return relative to average drawdown	14.73	11.85	+2.88

TGLR vs. ISCMF - Sharpe Ratio Comparison

The current TGLR Sharpe Ratio is 2.31, which is higher than the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of TGLR 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.

Drawdowns

TGLR vs. ISCMF - Drawdown Comparison

The maximum TGLR drawdown since its inception was -19.82%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for TGLR and ISCMF.

Drawdown Indicators

	TGLR	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-19.82%	-25.42%	+5.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.62%	-5.69%	-2.93%
Max Drawdown (3Y) Largest decline over 3 years	—	-7.62%	—
Current Drawdown Current decline from peak	-1.49%	-5.26%	+3.77%
Average Drawdown Average peak-to-trough decline	-2.34%	-13.35%	+11.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.65%	-0.62%

Volatility

TGLR vs. ISCMF - Volatility Comparison

The current volatility for LAFFER|TENGLER Equity Income ETF (TGLR) is 3.93%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that TGLR 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.

Volatility by Period

	TGLR	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.93%	5.11%	-1.18%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	15.45%	-5.27%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	17.84%	-4.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.28%	14.29%	+0.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.28%	14.29%	+0.99%

TGLR vs. ISCMF - Expense Ratio Comparison

TGLR has a 0.95% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

TGLR vs. ISCMF - Dividend Comparison

TGLR's dividend yield for the trailing twelve months is around 0.88%, 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%
TGLR LAFFER|TENGLER Equity Income ETF	0.88%	1.16%	1.02%	0.65%

Frequently Asked Questions

Can I hold both TGLR and ISCMF in my portfolio?

TGLR and ISCMF have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TGLR or ISCMF?

ISCMF has higher volatility (5.11%) compared to TGLR (3.93%). In terms of maximum drawdown, TGLR dropped -19.82% vs ISCMF's -25.42%.

Which ETF is better, TGLR or ISCMF?

On 1-year performance, ISCMF leads with 31.30% vs 29.89% for TGLR. On fees, ISCMF is cheaper at 0.19% per year. On volatility, TGLR has been the lower-risk option at 3.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TGLR or ISCMF?

Over the 1-year period, ISCMF has performed better with a 31.30% return vs 29.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TGLR or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.95% for TGLR.

Which ETF pays a higher dividend yield, TGLR or ISCMF?

TGLR has the higher dividend yield at 0.88%, compared with 0.00% for ISCMF.

What is the main difference between TGLR and ISCMF?

TGLR is categorized as Large Cap Value Equities, while ISCMF is Commodities. They also come from different issuers: LAFFER TENGLER and iShares. Their fees differ too: 0.95% for TGLR and 0.19% for ISCMF.

Which has better risk-adjusted returns?

TGLR currently has the higher Sharpe Ratio (2.31 vs 1.76), 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.