XRPR vs. ISCMF
XRPR (REX-Osprey XRP ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - XRPR is a fund fund actively managed by REX, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. XRPR is actively managed, while ISCMF is passively managed. At a correlation of -0.12, they often move in opposite directions. XRPR charges 0.75%/yr vs 0.19%/yr for ISCMF.
Performance
XRPR vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, XRPR achieves a -39.45% return, which is significantly lower than ISCMF's 11.96% return.
XRPR
- 1D
- 1.45%
- 1M
- -2.30%
- 6M
- -47.21%
- YTD
- -39.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -8.88%
- 6M
- 11.96%
- YTD
- 11.96%
- 1Y
- 22.55%
- 3Y*
- 10.82%
- 5Y*
- —
- 10Y*
- —
XRPR vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XRPR REX-Osprey XRP ETF | -39.45% | -41.98% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 11.96% | 11.40% |
Correlation
The correlation between XRPR and ISCMF is -0.12, 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 (All Time) Calculated using the full available price history since Sep 18, 2025 | -0.12 |
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Return for Risk
XRPR vs. ISCMF — Risk / Return Rank
XRPR
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISCMF
XRPR vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX-Osprey XRP ETF (XRPR) 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.
| XRPR | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.89 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.77 | — |
| Martin ratioReturn relative to average drawdown | — | 7.87 | — |
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Drawdowns
XRPR vs. ISCMF - Drawdown Comparison
The maximum XRPR drawdown since its inception was -67.27%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for XRPR and ISCMF.
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Drawdown Indicators
| XRPR | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.27% | -25.42% | -41.85% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.68% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.68% | — |
Current DrawdownCurrent decline from peak | -64.87% | -13.68% | -51.19% |
Average DrawdownAverage peak-to-trough decline | -43.66% | -13.31% | -30.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.08% | — |
Volatility
XRPR vs. ISCMF - Volatility Comparison
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Volatility by Period
| XRPR | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.30% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 76.43% | 19.62% | +56.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.43% | 14.84% | +61.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.43% | 14.84% | +61.59% |
XRPR vs. ISCMF - Expense Ratio Comparison
XRPR has a 0.75% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
XRPR vs. ISCMF - Dividend Comparison
Neither XRPR nor ISCMF has paid dividends to shareholders.
Frequently Asked Questions
XRPR and ISCMF have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISCMF is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.75% for XRPR.
XRPR and ISCMF have nearly identical dividend yields, around 0.00%.
They also come from different issuers: REX and iShares. Their fees differ too: 0.75% for XRPR and 0.19% for ISCMF.
Find the right allocation for XRPR and ISCMF
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