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XUDV vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUDV vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Dividend Booster Index ETF (XUDV) 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, XUDV achieves a 19.02% return, which is significantly lower than ISCMF's 22.87% return.


XUDV

1D
-1.47%
1M
4.20%
YTD
19.02%
6M
19.23%
1Y
29.58%
3Y*
5Y*
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)

XUDV vs. ISCMF - Yearly Performance Comparison


Correlation

The correlation between XUDV and ISCMF is -0.10, 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

-0.10

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2025

-0.02

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Return for Risk

XUDV vs. ISCMF — Risk / Return Rank

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

XUDV
XUDV Risk / Return Rank: 7777
Overall Rank
XUDV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XUDV Sortino Ratio Rank: 7777
Sortino Ratio Rank
XUDV Omega Ratio Rank: 6868
Omega Ratio Rank
XUDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
XUDV Martin Ratio Rank: 8181
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.

XUDV vs. ISCMF - Risk-Adjusted Trends Comparison

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


XUDVISCMFDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.40

2.53

-1.12

Calmar ratioReturn relative to maximum drawdown

4.69

6.69

-2.00

Martin ratioReturn relative to average drawdown

15.94

15.68

+0.26

XUDV vs. ISCMF - Sharpe Ratio Comparison

The current XUDV Sharpe Ratio is 2.43, which is comparable to the ISCMF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of XUDV 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


XUDVISCMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.05

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

0.45

+0.81

Drawdowns

XUDV vs. ISCMF - Drawdown Comparison

The maximum XUDV drawdown since its inception was -15.98%, smaller than the maximum ISCMF drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for XUDV and ISCMF.


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Drawdown Indicators


XUDVISCMFDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-25.42%

+9.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-5.69%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

Current Drawdown

Current decline from peak

-1.85%

-5.26%

+3.41%

Average Drawdown

Average peak-to-trough decline

-2.10%

-13.43%

+11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.42%

-0.56%

Volatility

XUDV vs. ISCMF - Volatility Comparison

The current volatility for Franklin U.S. Dividend Booster Index ETF (XUDV) is 3.69%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 7.14%. This indicates that XUDV 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


XUDVISCMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

7.14%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

15.90%

-7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

18.53%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

14.38%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

14.38%

+1.96%

XUDV vs. ISCMF - Expense Ratio Comparison

XUDV has a 0.09% expense ratio, which is lower than ISCMF's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XUDV vs. ISCMF - Dividend Comparison

XUDV's dividend yield for the trailing twelve months is around 3.48%, while ISCMF has not paid dividends to shareholders.


Frequently Asked Questions


XUDV 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 XUDV (3.69%). In terms of maximum drawdown, XUDV dropped -15.98% vs ISCMF's -25.42%.

On 1-year performance, ISCMF leads with 37.85% vs 29.58% for XUDV. On fees, XUDV is cheaper at 0.09% per year. On volatility, XUDV has been the lower-risk option at 3.69%. 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 37.85% return vs 29.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XUDV is cheaper with a 0.09% expense ratio, compared with 0.19% for ISCMF.

XUDV has the higher dividend yield at 3.48%, compared with 0.00% for ISCMF.

XUDV is categorized as Dividend, while ISCMF is Commodities. XUDV tracks VettaFi New Frontier U.S. Dividend Select Index, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Franklin and iShares. Their fees differ too: 0.09% for XUDV and 0.19% for ISCMF.

XUDV currently has the higher Sharpe Ratio (2.43 vs 2.05), 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

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