UYM vs. ISCMF
UYM (ProShares Ultra Basic Materials) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - UYM is a Leveraged Equities fund tracking the Dow Jones U.S. Basic Materials Index (200%), while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, UYM returned 11.26%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.02, they often move in opposite directions. UYM charges 0.95%/yr vs 0.19%/yr for ISCMF.
Performance
UYM vs. ISCMF - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with UYM having a 22.19% return and ISCMF slightly higher at 22.87%.
UYM
- 1D
- -2.78%
- 1M
- 2.44%
- YTD
- 22.19%
- 6M
- 20.07%
- 1Y
- 29.81%
- 3Y*
- 11.26%
- 5Y*
- 5.73%
- 10Y*
- 12.37%
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
UYM vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
UYM ProShares Ultra Basic Materials | 22.19% | 9.46% | -8.00% | 17.47% | -16.04% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between UYM and ISCMF is -0.03, 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 | -0.03 |
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 | -0.02 |
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Return for Risk
UYM vs. ISCMF — Risk / Return Rank
UYM
ISCMF
UYM vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Basic Materials (UYM) 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.
| UYM | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 2.31 | -1.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 5.53 | -4.27 |
| Martin ratioReturn relative to average drawdown | 3.31 | 11.85 | -8.54 |
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Drawdowns
UYM vs. ISCMF - Drawdown Comparison
The maximum UYM drawdown since its inception was -92.77%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for UYM and ISCMF.
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Drawdown Indicators
| UYM | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.77% | -25.42% | -67.35% |
Max Drawdown (1Y)Largest decline over 1 year | -23.85% | -5.69% | -18.16% |
Max Drawdown (3Y)Largest decline over 3 years | -43.88% | -7.62% | -36.26% |
Max Drawdown (5Y)Largest decline over 5 years | -48.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -73.31% | — | — |
Current DrawdownCurrent decline from peak | -11.50% | -5.26% | -6.24% |
Average DrawdownAverage peak-to-trough decline | -42.02% | -13.35% | -28.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 2.65% | +6.38% |
Volatility
UYM vs. ISCMF - Volatility Comparison
ProShares Ultra Basic Materials (UYM) has a higher volatility of 12.24% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 5.11%. This indicates that UYM'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
| UYM | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 5.11% | +7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 27.35% | 15.45% | +11.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.13% | 17.84% | +17.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.40% | 14.29% | +25.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.77% | 14.29% | +28.48% |
UYM vs. ISCMF - Expense Ratio Comparison
UYM has a 0.95% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
UYM vs. ISCMF - Dividend Comparison
UYM's dividend yield for the trailing twelve months is around 1.24%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UYM ProShares Ultra Basic Materials | 1.24% | 1.47% | 0.98% | 0.28% | 0.88% | 0.52% | 0.56% | 1.24% | 0.94% | 0.38% | 0.55% | 0.42% |
Frequently Asked Questions
UYM and ISCMF have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UYM has higher volatility (12.24%) compared to ISCMF (5.11%). In terms of maximum drawdown, UYM dropped -92.77% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 16.78% vs 11.26% for UYM. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 5.11%. 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 11.26%. 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 0.95% for UYM.
UYM has the higher dividend yield at 1.24%, compared with 0.00% for ISCMF.
UYM is categorized as Leveraged Equities, while ISCMF is Commodities. UYM tracks Dow Jones U.S. Basic Materials Index (200%), while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for UYM and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 0.85), 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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