IPRV.L vs. ROLG.L
IPRV.L (iShares Listed Private Equity UCITS ETF USD (Dist)) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both exchange-traded funds - IPRV.L is a Financials Equities fund tracking the S&P Listed Private Equity Index, while ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, IPRV.L returned 6.33%/yr vs 14.55%/yr for ROLG.L. At a 0.16 correlation, their price movements are largely independent. IPRV.L charges 0.75%/yr vs 0.28%/yr for ROLG.L.
Performance
IPRV.L vs. ROLG.L - Performance Comparison
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Different Trading Currencies
IPRV.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, IPRV.L achieves a -12.08% return, which is significantly lower than ROLG.L's 27.75% return.
IPRV.L
- 1D
- 2.62%
- 1M
- -2.90%
- YTD
- -12.08%
- 6M
- -10.54%
- 1Y
- -7.71%
- 3Y*
- 10.33%
- 5Y*
- 6.33%
- 10Y*
- 12.65%
ROLG.L
- 1D
- -1.64%
- 1M
- -1.90%
- YTD
- 27.75%
- 6M
- 27.51%
- 1Y
- 44.31%
- 3Y*
- 14.24%
- 5Y*
- 14.55%
- 10Y*
- —
IPRV.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IPRV.L iShares Listed Private Equity UCITS ETF USD (Dist) | -12.08% | -4.65% | 26.96% | 32.91% | -19.32% | 45.11% | 2.39% | 40.72% | -15.34% |
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 IPRV.L and ROLG.L is -0.21, 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 | -0.21 |
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 IPRV.L and ROLG.L shifts across timeframes, from -0.21 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IPRV.L vs. ROLG.L — Risk / Return Rank
IPRV.L
ROLG.L
IPRV.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.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.
| IPRV.L | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.05 | ||
| Sortino ratioReturn per unit of downside risk | -3.72 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.47 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 6.47 | -6.80 |
| Martin ratioReturn relative to average drawdown | -0.69 | 18.28 | -18.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IPRV.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.41 | 2.65 | -3.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.82 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.59 | -0.42 |
Drawdowns
IPRV.L vs. ROLG.L - Drawdown Comparison
The maximum IPRV.L drawdown since its inception was -74.08%, 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 IPRV.L and ROLG.L.
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Drawdown Indicators
| IPRV.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -22.66% | -51.42% |
Max Drawdown (1Y)Largest decline over 1 year | -23.47% | -6.81% | -16.66% |
Max Drawdown (3Y)Largest decline over 3 years | -27.90% | -13.27% | -14.63% |
Max Drawdown (5Y)Largest decline over 5 years | -27.90% | -19.85% | -8.05% |
Max Drawdown (10Y)Largest decline over 10 years | -44.53% | — | — |
Current DrawdownCurrent decline from peak | -22.45% | -4.56% | -17.89% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -8.98% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.08% | 2.42% | +8.66% |
Volatility
IPRV.L vs. ROLG.L - Volatility Comparison
iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) have volatilities of 5.75% and 5.90%, 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
| IPRV.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 5.90% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 13.98% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 16.69% | +2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 17.69% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.36% | 16.98% | +3.38% |
IPRV.L vs. ROLG.L - Expense Ratio Comparison
IPRV.L has a 0.75% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.
Dividends
IPRV.L vs. ROLG.L - Dividend Comparison
IPRV.L's dividend yield for the trailing twelve months is around 5.23%, while ROLG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPRV.L iShares Listed Private Equity UCITS ETF USD (Dist) | 5.23% | 3.98% | 3.81% | 4.27% | 5.26% | 3.42% | 4.85% | 4.28% | 6.46% | 6.70% | 5.33% | 8.21% |
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
IPRV.L and ROLG.L have a correlation of -0.21, 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 0.75% for IPRV.L.
IPRV.L is categorized as Financials Equities, while ROLG.L is Commodities. IPRV.L tracks S&P Listed Private Equity Index, while ROLG.L tracks Bloomberg Roll Select Commodity. Their fees differ too: 0.75% for IPRV.L and 0.28% for ROLG.L.
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