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CRPS.L vs. ROLG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRPS.L vs. ROLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRPS.L achieves a -1.84% return, which is significantly lower than ROLG.L's 27.75% return.


CRPS.L

1D
0.23%
1M
1.37%
YTD
-1.84%
6M
-2.12%
1Y
1.48%
3Y*
1.73%
5Y*
0.28%
10Y*
2.45%

ROLG.L

1D
-1.64%
1M
-1.90%
YTD
27.75%
6M
27.51%
1Y
44.31%
3Y*
14.24%
5Y*
14.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRPS.L vs. ROLG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CRPS.L
iShares Global Corporate Bond UCITS ETF
-1.84%0.38%2.69%2.88%-5.90%-2.68%6.79%8.38%1.00%
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
27.75%8.64%6.25%-7.36%30.51%29.23%-2.41%1.84%-9.45%

Correlation

The correlation between CRPS.L and ROLG.L is 0.00, 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

0.00

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2018

0.19

The correlation between CRPS.L and ROLG.L shifts across timeframes, from 0.00 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRPS.L vs. ROLG.L — Risk / Return Rank

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

CRPS.L
CRPS.L Risk / Return Rank: 1212
Overall Rank
CRPS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 1212
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 1212
Martin Ratio Rank

ROLG.L
ROLG.L Risk / Return Rank: 8383
Overall Rank
ROLG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 8080
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 8787
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.

CRPS.L vs. ROLG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (CRPS.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L). 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.


CRPS.LROLG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.40

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.05

1.47

-0.42

Calmar ratioReturn relative to maximum drawdown

0.29

6.47

-6.18

Martin ratioReturn relative to average drawdown

0.64

18.28

-17.64

CRPS.L vs. ROLG.L - Sharpe Ratio Comparison

The current CRPS.L Sharpe Ratio is 0.25, which is lower than the ROLG.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of CRPS.L and ROLG.L, 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


CRPS.LROLG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

2.65

-2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.82

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.59

-0.20

Drawdowns

CRPS.L vs. ROLG.L - Drawdown Comparison

The maximum CRPS.L drawdown since its inception was -15.38%, smaller than the maximum ROLG.L drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for CRPS.L and ROLG.L.


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Drawdown Indicators


CRPS.LROLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.38%

-22.66%

+7.28%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-6.81%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-13.27%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-12.26%

-19.85%

+7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-15.38%

Current Drawdown

Current decline from peak

-7.65%

-4.56%

-3.09%

Average Drawdown

Average peak-to-trough decline

-5.89%

-8.98%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.42%

-0.12%

Volatility

CRPS.L vs. ROLG.L - Volatility Comparison

The current volatility for iShares Global Corporate Bond UCITS ETF (CRPS.L) is 1.35%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 5.90%. This indicates that CRPS.L experiences smaller price fluctuations and is considered to be less risky than ROLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRPS.LROLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

5.90%

-4.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

13.98%

-9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

16.69%

-10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

17.69%

-10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.49%

16.98%

-8.49%

CRPS.L vs. ROLG.L - Expense Ratio Comparison

CRPS.L has a 0.20% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.


Dividends

CRPS.L vs. ROLG.L - Dividend Comparison

Neither CRPS.L nor ROLG.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CRPS.L
iShares Global Corporate Bond UCITS ETF
0.00%2.08%3.87%3.34%2.55%2.07%2.42%2.75%2.56%2.61%2.45%2.58%
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CRPS.L and ROLG.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRPS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRPS.L is cheaper with a 0.20% expense ratio, compared with 0.28% for ROLG.L.

CRPS.L is categorized as Global Corporate Bonds, while ROLG.L is Commodities. CRPS.L tracks Bloomberg Gbl Agg Corp TR USD, while ROLG.L tracks Bloomberg Roll Select Commodity. Their fees differ too: 0.20% for CRPS.L and 0.28% for ROLG.L.

Portfolio Optimizer

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