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

Performance

IAPD.L vs. ROLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Asia Pacific Dividend UCITS (IAPD.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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Different Trading Currencies

IAPD.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, IAPD.L achieves a 14.62% return, which is significantly lower than ROLG.L's 23.13% return.


IAPD.L

1D
0.00%
1M
1.51%
6M
10.11%
YTD
14.62%
1Y
31.27%
3Y*
19.11%
5Y*
11.12%
10Y*
6.52%

ROLG.L

1D
-0.63%
1M
0.77%
6M
15.88%
YTD
23.13%
1Y
33.33%
3Y*
13.22%
5Y*
12.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IAPD.L
iShares Asia Pacific Dividend UCITS
14.62%20.92%7.89%7.23%9.69%4.75%-12.58%10.23%-4.16%
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
23.13%8.66%6.32%-7.36%30.51%29.23%-2.41%1.84%-30.50%

Correlation

The correlation between IAPD.L and ROLG.L is 0.02, 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

0.02

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

0.14

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

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.29

Over the past year, the correlation between IAPD.L and ROLG.L has dropped to 0.02 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

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Return for Risk

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

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

IAPD.L
IAPD.L Risk / Return Rank: 9191
Overall Rank
IAPD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9393
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IAPD.L Martin Ratio Rank: 8181
Martin Ratio Rank

ROLG.L
ROLG.L Risk / Return Rank: 7171
Overall Rank
ROLG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 7474
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 6262
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS (IAPD.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.

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.


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

+0.86

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.52

1.35

+0.17

Calmar ratioReturn relative to maximum drawdown

4.49

2.65

+1.84

Martin ratioReturn relative to average drawdown

12.47

8.98

+3.49

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

The current IAPD.L Sharpe Ratio is 2.88, which is higher than the ROLG.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of IAPD.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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Drawdowns

IAPD.L vs. ROLG.L - Drawdown Comparison

The maximum IAPD.L drawdown since its inception was -56.01%, which is greater than ROLG.L's maximum drawdown of -40.64%. Use the drawdown chart below to compare losses from any high point for IAPD.L and ROLG.L.


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Drawdown Indicators


IAPD.LROLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.01%

-40.64%

-15.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

-12.50%

+5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-25.00%

+8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.92%

-25.00%

+8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.09%

Current Drawdown

Current decline from peak

-1.69%

-7.94%

+6.25%

Average Drawdown

Average peak-to-trough decline

-8.66%

-18.36%

+9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.70%

-1.20%

Volatility

IAPD.L vs. ROLG.L - Volatility Comparison

The current volatility for iShares Asia Pacific Dividend UCITS (IAPD.L) is 2.70%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 4.19%. This indicates that IAPD.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


IAPD.LROLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

4.19%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.55%

14.27%

-5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

16.45%

-5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

22.17%

-9.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

21.63%

-6.24%

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

IAPD.L has a 0.59% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.


Dividends

IAPD.L vs. ROLG.L - Dividend Comparison

IAPD.L's dividend yield for the trailing twelve months is around 4.16%, while ROLG.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IAPD.L
iShares Asia Pacific Dividend UCITS
4.16%4.20%5.25%5.77%6.84%5.51%3.70%5.67%5.87%4.71%4.22%5.31%
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


IAPD.L and ROLG.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROLG.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROLG.L is cheaper with a 0.28% expense ratio, compared with 0.59% for IAPD.L.

IAPD.L is categorized as Asia Pacific Equities, while ROLG.L is Commodities. IAPD.L tracks MSCI AC Asia Pacific NR USD, while ROLG.L tracks Bloomberg Roll Select Commodity. Their fees differ too: 0.59% for IAPD.L and 0.28% for ROLG.L.

Portfolio Optimizer

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