PortfoliosLab logoPortfoliosLab logo
XIDV vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIDV vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XIDV achieves a 13.30% return, which is significantly higher than ISCMF's 11.96% return.


XIDV

1D
0.31%
1M
-0.70%
6M
12.09%
YTD
13.30%
1Y
27.53%
3Y*
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)

XIDV vs. ISCMF - Yearly Performance Comparison


Correlation

The correlation between XIDV and ISCMF is -0.06, 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

-0.06

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

-0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XIDV vs. ISCMF — Risk / Return Rank

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

XIDV
XIDV Risk / Return Rank: 8181
Overall Rank
XIDV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XIDV Sortino Ratio Rank: 8484
Sortino Ratio Rank
XIDV Omega Ratio Rank: 8383
Omega Ratio Rank
XIDV Calmar Ratio Rank: 7979
Calmar Ratio Rank
XIDV Martin Ratio Rank: 7777
Martin Ratio Rank

ISCMF
ISCMF Risk / Return Rank: 5858
Overall Rank
ISCMF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 4848
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9797
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 4444
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 5757
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.

XIDV vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.


XIDVISCMFDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.39

1.89

-0.50

Calmar ratioReturn relative to maximum drawdown

3.28

1.77

+1.51

Martin ratioReturn relative to average drawdown

11.52

7.87

+3.65

XIDV vs. ISCMF - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.14, which is higher than the ISCMF Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of XIDV 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.


Loading charts...

Drawdowns

XIDV vs. ISCMF - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for XIDV and ISCMF.


Loading charts...

Drawdown Indicators


XIDVISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-25.42%

+13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-13.68%

+5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.68%

Current Drawdown

Current decline from peak

-0.70%

-13.68%

+12.98%

Average Drawdown

Average peak-to-trough decline

-1.43%

-13.31%

+11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

3.08%

-0.73%

Volatility

XIDV vs. ISCMF - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.77%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 9.30%. This indicates that XIDV 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.


Loading charts...

Volatility by Period


XIDVISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

9.30%

-5.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

18.12%

-7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

19.62%

-6.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

14.84%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

14.84%

-0.19%

XIDV vs. ISCMF - Expense Ratio Comparison

Both XIDV and ISCMF have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XIDV vs. ISCMF - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 6.02%, while ISCMF has not paid dividends to shareholders.


Frequently Asked Questions


XIDV and ISCMF have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCMF has higher volatility (9.30%) compared to XIDV (3.77%). In terms of maximum drawdown, XIDV dropped -12.15% vs ISCMF's -25.42%.

On 1-year performance, XIDV leads with 27.53% vs 22.55% for ISCMF. Both ETFs have the same 0.19% expense ratio. On volatility, XIDV has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XIDV has performed better with a 27.53% return vs 22.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XIDV and ISCMF have the same expense ratio: 0.19% per year.

XIDV has the higher dividend yield at 6.02%, compared with 0.00% for ISCMF.

XIDV is categorized as Foreign Large Cap Equities, while ISCMF is Commodities. XIDV tracks VettaFi New Frontier International Dividend Select Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Franklin Templeton and iShares.

XIDV currently has the higher Sharpe Ratio (2.14 vs 1.24), 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 XIDV and ISCMF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer