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TIER vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIER vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity Research ETF (TIER) 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, TIER achieves a 16.51% return, which is significantly lower than ISCMF's 22.87% return.


TIER

1D
0.15%
1M
4.35%
YTD
16.51%
6M
17.17%
1Y
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)

TIER vs. ISCMF - Yearly Performance Comparison


Correlation

The correlation between TIER and ISCMF is -0.05, 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 (All Time)
Calculated using the full available price history since Jun 26, 2025

-0.05

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Return for Risk

TIER vs. ISCMF — Risk / Return Rank

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

TIER

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

TIER vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Research ETF (TIER) 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.


TIERISCMFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.31

Calmar ratioReturn relative to maximum drawdown

5.53

Martin ratioReturn relative to average drawdown

11.95

TIER vs. ISCMF - Sharpe Ratio Comparison


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Drawdowns

TIER vs. ISCMF - Drawdown Comparison

The maximum TIER drawdown since its inception was -12.07%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for TIER and ISCMF.


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Drawdown Indicators


TIERISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-12.07%

-25.42%

+13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

0.00%

-5.26%

+5.26%

Average Drawdown

Average peak-to-trough decline

-1.78%

-13.36%

+11.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

TIER vs. ISCMF - Volatility Comparison


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Volatility by Period


TIERISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

17.87%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

14.29%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

14.29%

+1.96%

TIER vs. ISCMF - Expense Ratio Comparison

TIER has a 0.38% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

TIER vs. ISCMF - Dividend Comparison

TIER's dividend yield for the trailing twelve months is around 0.64%, while ISCMF has not paid dividends to shareholders.


Frequently Asked Questions


TIER and ISCMF have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISCMF is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.38% for TIER.

TIER has the higher dividend yield at 0.64%, compared with 0.00% for ISCMF.

TIER is categorized as Foreign Large Cap Equities, while ISCMF is Commodities. They also come from different issuers: T. Rowe Price and iShares. Their fees differ too: 0.38% for TIER and 0.19% for ISCMF.

Portfolio Optimizer

Find the right allocation for TIER and ISCMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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