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UJUN vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UJUN vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) 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, UJUN achieves a 2.66% return, which is significantly lower than ISCMF's 22.87% return.


UJUN

1D
-0.16%
1M
-0.54%
YTD
2.66%
6M
2.81%
1Y
9.74%
3Y*
10.71%
5Y*
6.12%
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)

UJUN vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
UJUN
Innovator U.S. Equity Ultra Buffer ETF - June
2.66%10.63%12.49%12.17%-7.16%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.82%

Correlation

The correlation between UJUN 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 (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2022

-0.04

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Return for Risk

UJUN vs. ISCMF — Risk / Return Rank

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

UJUN
UJUN Risk / Return Rank: 7777
Overall Rank
UJUN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
UJUN Sortino Ratio Rank: 7575
Sortino Ratio Rank
UJUN Omega Ratio Rank: 8585
Omega Ratio Rank
UJUN Calmar Ratio Rank: 7171
Calmar Ratio Rank
UJUN Martin Ratio Rank: 8888
Martin Ratio Rank

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.

UJUN vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) 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.


UJUNISCMFDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.49

2.31

-0.82

Calmar ratioReturn relative to maximum drawdown

3.45

5.53

-2.08

Martin ratioReturn relative to average drawdown

18.38

11.95

+6.44

UJUN vs. ISCMF - Sharpe Ratio Comparison

The current UJUN Sharpe Ratio is 2.15, which is comparable to the ISCMF Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of UJUN 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.


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Drawdowns

UJUN vs. ISCMF - Drawdown Comparison

The maximum UJUN drawdown since its inception was -13.73%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for UJUN and ISCMF.


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Drawdown Indicators


UJUNISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-13.73%

-25.42%

+11.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-5.69%

+2.85%

Max Drawdown (3Y)

Largest decline over 3 years

-11.24%

-7.62%

-3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

Current Drawdown

Current decline from peak

-0.93%

-5.26%

+4.33%

Average Drawdown

Average peak-to-trough decline

-2.06%

-13.36%

+11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

2.63%

-2.10%

Volatility

UJUN vs. ISCMF - Volatility Comparison

The current volatility for Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) is 2.14%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that UJUN 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


UJUNISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

5.11%

-2.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

15.45%

-11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.55%

17.87%

-13.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

14.29%

-5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

14.29%

-5.52%

UJUN vs. ISCMF - Expense Ratio Comparison

UJUN has a 0.79% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

UJUN vs. ISCMF - Dividend Comparison

Neither UJUN nor ISCMF has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ISCMF
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UJUN
Innovator U.S. Equity Ultra Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.89%

Frequently Asked Questions


UJUN 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.

ISCMF has higher volatility (5.11%) compared to UJUN (2.14%). In terms of maximum drawdown, UJUN dropped -13.73% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 16.78% vs 10.71% for UJUN. On fees, ISCMF is cheaper at 0.19% per year. On volatility, UJUN has been the lower-risk option at 2.14%. 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 10.71%. 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 0.79% for UJUN.

UJUN and ISCMF have nearly identical dividend yields, around 0.00%.

UJUN is categorized as Large Cap Blend Equities, while ISCMF is Commodities. UJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for UJUN and 0.19% for ISCMF.

UJUN currently has the higher Sharpe Ratio (2.15 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.

Portfolio Optimizer

Find the right allocation for UJUN and ISCMF

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