UXRP vs. ISCMF
UXRP (ProShares Ultra XRP ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - UXRP is a Leveraged Cryptocurrency fund tracking the Bloomberg XRP Index, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past year, UXRP returned -95.01% vs 22.55% for ISCMF. At a correlation of -0.08, they often move in opposite directions. UXRP charges 1.67%/yr vs 0.19%/yr for ISCMF.
Performance
UXRP vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, UXRP achieves a -76.11% return, which is significantly lower than ISCMF's 11.96% return.
UXRP
- 1D
- -2.08%
- 1M
- -21.61%
- 6M
- -80.47%
- YTD
- -76.11%
- 1Y
- -95.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -8.88%
- 6M
- 11.96%
- YTD
- 11.96%
- 1Y
- 22.55%
- 3Y*
- 10.82%
- 5Y*
- —
- 10Y*
- —
UXRP vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UXRP ProShares Ultra XRP ETF | -76.11% | -77.43% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 11.96% | 9.46% |
Correlation
The correlation between UXRP and ISCMF is -0.08, 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 | -0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | -0.08 |
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Return for Risk
UXRP vs. ISCMF — Risk / Return Rank
UXRP
ISCMF
UXRP vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra XRP ETF (UXRP) 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.
| UXRP | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.84 | -1.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 1.66 | -2.64 |
| Martin ratioReturn relative to average drawdown | -1.21 | 6.41 | -7.62 |
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Drawdowns
UXRP vs. ISCMF - Drawdown Comparison
The maximum UXRP drawdown since its inception was -96.60%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for UXRP and ISCMF.
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Drawdown Indicators
| UXRP | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.60% | -25.42% | -71.18% |
Max Drawdown (1Y)Largest decline over 1 year | -96.60% | -13.68% | -82.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.68% | — |
Current DrawdownCurrent decline from peak | -96.21% | -13.68% | -82.53% |
Average DrawdownAverage peak-to-trough decline | -74.04% | -13.31% | -60.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 78.15% | 3.53% | +74.62% |
Volatility
UXRP vs. ISCMF - Volatility Comparison
ProShares Ultra XRP ETF (UXRP) has a higher volatility of 27.05% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 9.30%. This indicates that UXRP'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
| UXRP | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.05% | 9.30% | +17.75% |
Volatility (6M)Calculated over the trailing 6-month period | 103.11% | 18.12% | +84.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 146.10% | 19.58% | +126.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.88% | 14.82% | +131.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.88% | 14.82% | +131.06% |
UXRP vs. ISCMF - Expense Ratio Comparison
UXRP has a 1.67% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
UXRP vs. ISCMF - Dividend Comparison
UXRP's dividend yield for the trailing twelve months is around 0.02%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% |
UXRP ProShares Ultra XRP ETF | 0.02% | 0.00% |
Frequently Asked Questions
UXRP and ISCMF have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UXRP has higher volatility (27.05%) compared to ISCMF (9.30%). In terms of maximum drawdown, UXRP dropped -96.60% vs ISCMF's -25.42%.
On 1-year performance, ISCMF leads with 22.55% vs -95.01% for UXRP. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 9.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ISCMF has performed better with a 22.55% return vs -95.01%. 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 1.67% for UXRP.
UXRP has the higher dividend yield at 0.02%, compared with 0.00% for ISCMF.
UXRP is categorized as Leveraged Cryptocurrency, while ISCMF is Commodities. UXRP tracks Bloomberg XRP Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 1.67% for UXRP and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.16 vs -0.65), 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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