ISAC.L vs. ROLG.L
ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both exchange-traded funds - ISAC.L is a Global Equities fund tracking the MSCI ACWI Index, while ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, ISAC.L returned 11.38%/yr vs 13.34%/yr for ROLG.L. At a 0.24 correlation, their price movements are largely independent. ISAC.L charges 0.20%/yr vs 0.28%/yr for ROLG.L.
Performance
ISAC.L vs. ROLG.L - Performance Comparison
Loading charts...
Different Trading Currencies
ISAC.L is traded in USD, while ROLG.L is traded in GBP. To make them comparable, the ROLG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ISAC.L achieves a 11.54% return, which is significantly lower than ROLG.L's 27.44% return.
ISAC.L
- 1D
- -0.10%
- 1M
- 4.26%
- YTD
- 11.54%
- 6M
- 13.01%
- 1Y
- 28.81%
- 3Y*
- 21.19%
- 5Y*
- 11.38%
- 10Y*
- 12.63%
ROLG.L
- 1D
- -1.60%
- 1M
- -2.74%
- YTD
- 27.44%
- 6M
- 28.45%
- 1Y
- 42.94%
- 3Y*
- 17.18%
- 5Y*
- 13.34%
- 10Y*
- —
ISAC.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.54% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -12.48% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 27.44% | 16.84% | 4.48% | -2.47% | 16.56% | 28.06% | 0.58% | 5.92% | -10.83% |
Correlation
The correlation between ISAC.L and ROLG.L is -0.12, 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 | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.24 |
The correlation between ISAC.L and ROLG.L shifts across timeframes, from -0.12 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISAC.L vs. ROLG.L — Risk / Return Rank
ISAC.L
ROLG.L
ISAC.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| ISAC.L | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.46 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 6.36 | -3.09 |
| Martin ratioReturn relative to average drawdown | 13.72 | 18.09 | -4.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ISAC.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.65 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.74 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.61 | +0.15 |
Drawdowns
ISAC.L vs. ROLG.L - Drawdown Comparison
The maximum ISAC.L drawdown since its inception was -33.82%, which is greater than ROLG.L's maximum drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for ISAC.L and ROLG.L.
Loading charts...
Drawdown Indicators
| ISAC.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -30.44% | -3.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -6.72% | -2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -11.53% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -20.09% | -5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -4.89% | +4.17% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -8.95% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.37% | -0.27% |
Volatility
ISAC.L vs. ROLG.L - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) is 3.84%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 6.06%. This indicates that ISAC.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.
Loading charts...
Volatility by Period
| ISAC.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 6.06% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 13.97% | -4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 16.15% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 18.07% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 17.35% | -1.40% |
ISAC.L vs. ROLG.L - Expense Ratio Comparison
ISAC.L has a 0.20% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.
Dividends
ISAC.L vs. ROLG.L - Dividend Comparison
Neither ISAC.L nor ROLG.L has paid dividends to shareholders.
Frequently Asked Questions
ISAC.L and ROLG.L have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.28% for ROLG.L.
ISAC.L is categorized as Global Equities, while ROLG.L is Commodities. ISAC.L tracks MSCI ACWI Index, while ROLG.L tracks Bloomberg Roll Select Commodity. Their fees differ too: 0.20% for ISAC.L and 0.28% for ROLG.L.
Find the right allocation for ISAC.L and ROLG.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer