TMFM vs. ISCMF

Last updated Jul 12, 2026

TMFM (Motley Fool Mid-Cap Growth ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - TMFM is a Mid Cap Growth Equities fund actively managed by Motley Fool, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. TMFM is actively managed, while ISCMF is passively managed. Over the past 3 years, TMFM returned 2.32%/yr vs 10.82%/yr for ISCMF. At a correlation of -0.06, they often move in opposite directions. TMFM charges 0.85%/yr vs 0.19%/yr for ISCMF.

Performance

TMFM vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Mid-Cap Growth ETF (TMFM) 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, TMFM achieves a -6.92% return, which is significantly lower than ISCMF's 11.96% return.

TMFM

• 1D: -0.55%
• 1M: 2.44%
• 6M: -10.09%
• YTD: -6.92%
• 1Y: -16.67%
• 3Y*: 2.32%
• 5Y*: —
• 10Y*: —

ISCMF

• 1D: 0.00%
• 1M: -8.88%
• 6M: 11.96%
• YTD: 11.96%
• 1Y: 22.55%
• 3Y*: 10.82%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFM vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TMFM Motley Fool Mid-Cap Growth ETF	-6.92%	-8.98%	17.54%	21.81%	-15.74%
ISCMF iShares Diversified Commodity Swap UCITS ETF	11.96%	19.65%	3.13%	-9.58%	-5.82%

Correlation

The correlation between TMFM and ISCMF is -0.10, 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	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022	-0.06

Return for Risk

TMFM vs. ISCMF — Risk / Return Rank

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

TMFM

TMFM Risk / Return Rank: 3
TMFM Sharpe Ratio Rank: 2
TMFM Sortino Ratio Rank: 2
TMFM Omega Ratio Rank: 3
TMFM Calmar Ratio Rank: 4
TMFM Martin Ratio Rank: 3

ISCMF

ISCMF Risk / Return Rank: 58
ISCMF Sharpe Ratio Rank: 43
ISCMF Sortino Ratio Rank: 48
ISCMF Omega Ratio Rank: 97
ISCMF Calmar Ratio Rank: 44
ISCMF Martin Ratio Rank: 57

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.

TMFM vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Mid-Cap Growth ETF (TMFM) 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.

	TMFM	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	-0.95	1.24	-2.19
Sortino ratio: Return per unit of downside risk	-1.34	1.94	-3.28
Omega ratio: Gain probability vs. loss probability	0.86	1.89	-1.03
Calmar ratio: Return relative to maximum drawdown	-0.68	1.77	-2.46
Martin ratio: Return relative to average drawdown	-1.19	7.87	-9.05

TMFM vs. ISCMF - Sharpe Ratio Comparison

The current TMFM Sharpe Ratio is -0.95, which is lower than the ISCMF Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of TMFM 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

TMFM vs. ISCMF - Drawdown Comparison

The maximum TMFM drawdown since its inception was -31.75%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for TMFM and ISCMF.

Drawdown Indicators

	TMFM	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-31.75%	-25.42%	-6.33%
Max Drawdown (1Y) Largest decline over 1 year	-26.59%	-13.68%	-12.91%
Max Drawdown (3Y) Largest decline over 3 years	-31.75%	-13.68%	-18.07%
Current Drawdown Current decline from peak	-24.26%	-13.68%	-10.58%
Average Drawdown Average peak-to-trough decline	-16.05%	-13.31%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.30%	3.08%	+12.22%

Volatility

TMFM vs. ISCMF - Volatility Comparison

The current volatility for Motley Fool Mid-Cap Growth ETF (TMFM) is 5.49%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 9.30%. This indicates that TMFM 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

	TMFM	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.49%	9.30%	-3.81%
Volatility (6M) Calculated over the trailing 6-month period	15.91%	18.12%	-2.21%
Volatility (1Y) Calculated over the trailing 1-year period	19.22%	19.62%	-0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.58%	14.84%	+5.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.58%	14.84%	+5.74%

TMFM vs. ISCMF - Expense Ratio Comparison

TMFM has a 0.85% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

TMFM vs. ISCMF - Dividend Comparison

TMFM's dividend yield for the trailing twelve months is around 0.07%, 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%
TMFM Motley Fool Mid-Cap Growth ETF	0.07%	0.06%	16.27%	2.55%

Frequently Asked Questions

Can I hold both TMFM and ISCMF in my portfolio?

TMFM and ISCMF have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFM or ISCMF?

ISCMF has higher volatility (9.30%) compared to TMFM (5.49%). In terms of maximum drawdown, TMFM dropped -31.75% vs ISCMF's -25.42%.

Which ETF is better, TMFM or ISCMF?

On 3-year performance, ISCMF leads with 10.82% vs 2.32% for TMFM. On fees, ISCMF is cheaper at 0.19% per year. On volatility, TMFM has been the lower-risk option at 5.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TMFM or ISCMF?

Over the 3-year period, ISCMF has performed better with a 10.82% return vs 2.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TMFM or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.85% for TMFM.

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

TMFM has the higher dividend yield at 0.07%, compared with 0.00% for ISCMF.

What is the main difference between TMFM and ISCMF?

TMFM is categorized as Mid Cap Growth Equities, while ISCMF is Commodities. They also come from different issuers: Motley Fool and iShares. Their fees differ too: 0.85% for TMFM and 0.19% for ISCMF.

Which has better risk-adjusted returns?

ISCMF currently has the higher Sharpe Ratio (1.24 vs -0.95), 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.