EPRA.L vs. ROLG.L

Last updated Jun 5, 2026

EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both exchange-traded funds - EPRA.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, EPRA.L returned 2.03%/yr vs 14.55%/yr for ROLG.L. At a 0.16 correlation, their price movements are largely independent. EPRA.L charges 0.10%/yr vs 0.28%/yr for ROLG.L.

Performance

EPRA.L vs. ROLG.L - Performance Comparison

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

Different Trading Currencies

EPRA.L is traded in GBp, while ROLG.L is traded in GBP. To make them comparable, the ROLG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EPRA.L achieves a 6.79% return, which is significantly lower than ROLG.L's 27.75% return.

EPRA.L

• 1D: 0.23%
• 1M: -0.61%
• YTD: 6.79%
• 6M: 6.50%
• 1Y: 12.77%
• 3Y*: 6.12%
• 5Y*: 2.03%
• 10Y*: —

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)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR	6.79%	3.12%	1.31%	4.40%	-16.02%	27.84%	-11.99%	17.30%	-2.96%
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 EPRA.L and ROLG.L is -0.16, 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 (1Y) Calculated over the trailing 1-year period	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
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	0.16

The correlation between EPRA.L and ROLG.L shifts across timeframes, from -0.16 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

Return for Risk

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

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

EPRA.L

EPRA.L Risk / Return Rank: 33
EPRA.L Sharpe Ratio Rank: 35
EPRA.L Sortino Ratio Rank: 35
EPRA.L Omega Ratio Rank: 33
EPRA.L Calmar Ratio Rank: 29
EPRA.L Martin Ratio Rank: 34

ROLG.L

ROLG.L Risk / Return Rank: 83
ROLG.L Sharpe Ratio Rank: 82
ROLG.L Sortino Ratio Rank: 74
ROLG.L Omega Ratio Rank: 80
ROLG.L Calmar Ratio Rank: 93
ROLG.L Martin Ratio Rank: 87

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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.

	EPRA.L	ROLG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.21	2.65	-1.44
Sortino ratio: Return per unit of downside risk	1.80	3.27	-1.47
Omega ratio: Gain probability vs. loss probability	1.22	1.47	-0.25
Calmar ratio: Return relative to maximum drawdown	1.42	6.47	-5.05
Martin ratio: Return relative to average drawdown	5.00	18.28	-13.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EPRA.L Sharpe Ratio is 1.21, which is lower than the ROLG.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of EPRA.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.

Sharpe Ratios by Period

	EPRA.L	ROLG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.21	2.65	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.82	-0.67
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.59	-0.40

Drawdowns

EPRA.L vs. ROLG.L - Drawdown Comparison

The maximum EPRA.L drawdown since its inception was -35.65%, which is greater than ROLG.L's maximum drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for EPRA.L and ROLG.L.

Drawdown Indicators

	EPRA.L	ROLG.L	Difference
Max Drawdown Largest peak-to-trough decline	-35.65%	-22.66%	-12.99%
Max Drawdown (1Y) Largest decline over 1 year	-8.95%	-6.81%	-2.14%
Max Drawdown (3Y) Largest decline over 3 years	-17.01%	-13.27%	-3.74%
Max Drawdown (5Y) Largest decline over 5 years	-26.59%	-19.85%	-6.74%
Current Drawdown Current decline from peak	-3.51%	-4.56%	+1.05%
Average Drawdown Average peak-to-trough decline	-9.83%	-8.98%	-0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.42%	+0.13%

Volatility

EPRA.L vs. ROLG.L - Volatility Comparison

The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) is 3.19%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 5.90%. This indicates that EPRA.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.

Volatility by Period

	EPRA.L	ROLG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	5.90%	-2.71%
Volatility (6M) Calculated over the trailing 6-month period	8.50%	13.98%	-5.48%
Volatility (1Y) Calculated over the trailing 1-year period	10.52%	16.69%	-6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.74%	17.69%	-3.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.50%	16.98%	-1.48%

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

EPRA.L has a 0.10% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.

Dividends

EPRA.L vs. ROLG.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EPRA.L and ROLG.L in my portfolio?

EPRA.L and ROLG.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EPRA.L or ROLG.L?

On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EPRA.L or ROLG.L?

EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.28% for ROLG.L.

What is the main difference between EPRA.L and ROLG.L?

EPRA.L is categorized as REIT, while ROLG.L is Commodities. EPRA.L tracks FTSE EPRA Nareit Global TR USD, while ROLG.L tracks Bloomberg Roll Select Commodity. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for EPRA.L and 0.28% for ROLG.L.