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VICE vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VICE vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Vice ETF (VICE) 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, VICE achieves a 3.62% return, which is significantly lower than ISCMF's 22.87% return.


VICE

1D
-0.84%
1M
-0.02%
YTD
3.62%
6M
2.59%
1Y
-1.03%
3Y*
7.32%
5Y*
-0.32%
10Y*

ISCMF

1D
0.00%
1M
-0.67%
YTD
22.87%
6M
27.76%
1Y
37.85%
3Y*
15.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VICE vs. ISCMF - Yearly Performance Comparison


2026 (YTD)2025202420232022
VICE
AdvisorShares Vice ETF
3.62%1.56%18.27%3.01%-9.58%
ISCMF
iShares Diversified Commodity Swap UCITS ETF
22.87%19.65%3.13%-9.58%-5.08%

Correlation

The correlation between VICE and ISCMF is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2022

-0.05

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Return for Risk

VICE vs. ISCMF — Risk / Return Rank

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

VICE
VICE Risk / Return Rank: 88
Overall Rank
VICE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VICE Sortino Ratio Rank: 77
Sortino Ratio Rank
VICE Omega Ratio Rank: 77
Omega Ratio Rank
VICE Calmar Ratio Rank: 88
Calmar Ratio Rank
VICE Martin Ratio Rank: 88
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 8383
Overall Rank
ISCMF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 8383
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9999
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 9393
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 8080
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.

VICE vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) 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.


VICEISCMFDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-3.75

Omega ratioGain probability vs. loss probability

1.00

2.53

-1.53

Calmar ratioReturn relative to maximum drawdown

-0.08

6.69

-6.76

Martin ratioReturn relative to average drawdown

-0.13

15.68

-15.81

VICE vs. ISCMF - Sharpe Ratio Comparison

The current VICE Sharpe Ratio is -0.08, which is lower than the ISCMF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of VICE 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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Sharpe Ratios by Period


VICEISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

2.05

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.45

-0.22

Drawdowns

VICE vs. ISCMF - Drawdown Comparison

The maximum VICE drawdown since its inception was -38.27%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for VICE and ISCMF.


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Drawdown Indicators


VICEISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-38.27%

-25.42%

-12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-5.69%

-7.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.55%

-7.62%

-11.93%

Max Drawdown (5Y)

Largest decline over 5 years

-35.23%

Current Drawdown

Current decline from peak

-8.14%

-5.26%

-2.88%

Average Drawdown

Average peak-to-trough decline

-12.37%

-13.43%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

2.42%

+5.31%

Volatility

VICE vs. ISCMF - Volatility Comparison

The current volatility for AdvisorShares Vice ETF (VICE) is 4.53%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 7.14%. This indicates that VICE 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


VICEISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

7.14%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

15.90%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

13.19%

18.53%

-5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

14.38%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

14.38%

+4.81%

VICE vs. ISCMF - Expense Ratio Comparison

VICE has a 0.99% expense ratio, which is higher than ISCMF's 0.19% expense ratio.


Dividends

VICE vs. ISCMF - Dividend Comparison

VICE's dividend yield for the trailing twelve months is around 0.76%, while ISCMF has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
VICE
AdvisorShares Vice ETF
0.76%0.79%1.46%1.69%0.96%0.99%0.00%2.47%1.72%0.17%

Frequently Asked Questions


VICE 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.

ISCMF has higher volatility (7.14%) compared to VICE (4.53%). In terms of maximum drawdown, VICE dropped -38.27% vs ISCMF's -25.42%.

On 3-year performance, ISCMF leads with 15.20% vs 7.32% for VICE. On fees, ISCMF is cheaper at 0.19% per year. On volatility, VICE has been the lower-risk option at 4.53%. 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 15.20% return vs 7.32%. 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 0.99% for VICE.

VICE has the higher dividend yield at 0.76%, compared with 0.00% for ISCMF.

VICE is categorized as Consumer Discretionary Equities, while ISCMF is Commodities. They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 0.99% for VICE and 0.19% for ISCMF.

ISCMF currently has the higher Sharpe Ratio (2.05 vs -0.08), 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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