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

Performance

IIND.L vs. ROLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI India UCITS ETF USD (Acc) (IIND.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, IIND.L achieves a -9.63% return, which is significantly lower than ROLG.L's 24.53% return.


IIND.L

1D
1.08%
1M
-0.45%
6M
-7.85%
YTD
-9.63%
1Y
-10.85%
3Y*
3.48%
5Y*
5.16%
10Y*

ROLG.L

1D
0.76%
1M
2.18%
6M
18.25%
YTD
24.53%
1Y
34.40%
3Y*
13.37%
5Y*
13.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IIND.L
iShares MSCI India UCITS ETF USD (Acc)
-9.63%-2.94%11.13%12.43%2.72%26.95%10.48%3.72%5.30%
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
24.53%8.66%6.32%-7.36%30.51%29.23%-2.41%1.84%-30.50%

Correlation

The correlation between IIND.L and ROLG.L is -0.28, 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

-0.28

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

-0.05

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

0.04

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

0.14

The correlation between IIND.L and ROLG.L shifts across timeframes, from -0.28 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IIND.L
IIND.L Risk / Return Rank: 44
Overall Rank
IIND.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IIND.L Sortino Ratio Rank: 44
Sortino Ratio Rank
IIND.L Omega Ratio Rank: 44
Omega Ratio Rank
IIND.L Calmar Ratio Rank: 55
Calmar Ratio Rank
IIND.L Martin Ratio Rank: 44
Martin Ratio Rank

ROLG.L
ROLG.L Risk / Return Rank: 7575
Overall Rank
ROLG.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 7878
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 6767
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India UCITS ETF USD (Acc) (IIND.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.


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

-2.75

Sortino ratioReturn per unit of downside risk

-3.59

Omega ratioGain probability vs. loss probability

0.90

1.36

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.55

2.74

-3.29

Martin ratioReturn relative to average drawdown

-1.09

9.13

-10.22

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

The current IIND.L Sharpe Ratio is -0.67, which is lower than the ROLG.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IIND.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

IIND.L vs. ROLG.L - Drawdown Comparison

The maximum IIND.L drawdown since its inception was -45.07%, 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 IIND.L and ROLG.L.


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Drawdown Indicators


IIND.LROLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.07%

-40.64%

-4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-19.76%

-12.50%

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-24.81%

-25.00%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-25.00%

+0.19%

Current Drawdown

Current decline from peak

-18.89%

-6.89%

-12.00%

Average Drawdown

Average peak-to-trough decline

-13.09%

-18.35%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.98%

3.76%

+6.22%

Volatility

IIND.L vs. ROLG.L - Volatility Comparison

iShares MSCI India UCITS ETF USD (Acc) (IIND.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) have volatilities of 4.24% and 4.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIND.LROLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.17%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

14.26%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

16.45%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.38%

22.16%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.90%

21.62%

+3.28%

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

IIND.L has a 0.65% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.


Dividends

IIND.L vs. ROLG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IIND.L and ROLG.L have a correlation of -0.28, 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 0.65% for IIND.L.

IIND.L is categorized as India Equities, while ROLG.L is Commodities. IIND.L tracks MSCI India NR USD, while ROLG.L tracks Bloomberg Roll Select Commodity. Their fees differ too: 0.65% for IIND.L and 0.28% for ROLG.L.

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