PortfoliosLab logoPortfoliosLab logo
Issuer
iShares
Inception Date
Sep 28, 2018
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF
Distribution Policy
Accumulating
Asset Class
Commodity

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

ROLL.L Performance Chart

iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) is up 23.9% since the beginning of the year. ROLL.L is currently trading at $11 per share. Investors who bought $1,000 worth of ROLL.L shares 5 years ago would now be looking at an investment worth $1,812.


Loading charts...

S&P 500 Index

Returns By Period

iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) has returned 23.85% so far this year and 34.95% over the past 12 months.


iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF

1D
0.55%
1M
1.79%
6M
17.06%
YTD
23.85%
1Y
34.95%
3Y*
14.61%
5Y*
12.62%
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROLL.L Monthly Returns History

Based on dividend-adjusted daily data since Oct 3, 2018, ROLL.L's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2026 with a return of +10.2%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ROLL.L closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Jul 5, 2022 at -5.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.20%2.42%9.24%4.89%-1.70%-8.66%6.67%23.85%
20254.47%-0.91%3.80%-4.79%-0.40%3.46%1.16%1.78%2.12%1.96%2.40%1.05%16.94%
20240.85%-0.84%4.11%2.86%0.40%-0.92%-3.60%-0.00%2.90%-0.94%-0.14%0.14%4.68%
20232.08%-4.21%0.14%-0.85%-5.00%3.16%7.00%-0.41%0.14%-0.55%-1.79%-1.40%-2.22%
20227.77%7.21%8.68%2.19%1.77%-8.43%0.41%-2.29%-5.79%1.46%3.90%0.14%16.67%
20212.89%5.82%-2.47%7.98%4.32%-0.17%3.98%-0.50%4.85%2.39%-6.85%3.34%27.69%

Benchmark Metrics

iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF has an annualized alpha of 7.52%, beta of 0.16, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since October 03, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (37.90%) than losses (31.96%) - typical of diversified or defensive assets.
  • Beta of 0.16 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
7.52%
Beta
0.16
0.04
Upside Capture
37.90%
Downside Capture
31.96%

Expense Ratio

ROLL.L has an expense ratio of 0.28%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ROLL.L ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ROLL.L Risk / Return Rank: 7373
Overall Rank
ROLL.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ROLL.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ROLL.L Omega Ratio Rank: 8181
Omega Ratio Rank
ROLL.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROLL.L Martin Ratio Rank: 6161
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) and compare them to S&P 500 Index.

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.


ROLL.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.37

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

2.50

2.35

+0.15

Martin ratioReturn relative to average drawdown

8.63

10.19

-1.56

Dividends

Dividend History


iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF was 26.90%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.

The current iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF drawdown is 7.46%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.90%Mar 2020
1y 5mo10mo 22d
2y 4moOct 2018 - Feb 2021
COVID crash2020
-20.45%May 2023
11mo 26d2y 4mo
3y 4moJun 2022 - Oct 2025
-13.94%Jun 2026
1mo 11d
2mo 3dMay 2026 - now
-11.61%Mar 2022
7d2mo 24d
3mo 1dMar 2022 - Jun 2022
Bear market2022
-9.74%Dec 2021
1mo 25d1mo 1d
2mo 26dOct 2021 - Jan 2022

Drawdown Indicators


ROLL.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.90%

-56.78%

+29.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-9.10%

-4.84%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

-18.90%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

-25.43%

+4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-7.46%

-0.49%

-6.97%

Average Drawdown

Average peak-to-trough decline

-9.17%

-10.70%

+1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

2.09%

+1.95%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with ROLL.L

Add iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ROLL.L