RICI.L vs. ROLG.L
RICI.L (Market Access Rogers International Commodity UCITS ETF) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both Commodities funds - RICI.L tracks the Rogers International Commodity (RICI) while ROLG.L tracks the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, RICI.L returned 13.77%/yr vs 14.55%/yr for ROLG.L. Their correlation of 0.84 suggests significant overlap in exposure. RICI.L charges 0.60%/yr vs 0.28%/yr for ROLG.L.
Performance
RICI.L vs. ROLG.L - Performance Comparison
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Returns By Period
In the year-to-date period, RICI.L achieves a 32.73% return, which is significantly higher than ROLG.L's 27.75% return.
RICI.L
- 1D
- -1.29%
- 1M
- -3.28%
- YTD
- 32.73%
- 6M
- 31.58%
- 1Y
- 43.29%
- 3Y*
- 11.94%
- 5Y*
- 13.77%
- 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*
- —
RICI.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RICI.L Market Access Rogers International Commodity UCITS ETF | 32.73% | -0.85% | 6.32% | -10.69% | 30.66% | 42.40% | 19.41% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 27.75% | 8.64% | 6.25% | -7.36% | 30.51% | 29.23% | 11.99% |
Correlation
The correlation between RICI.L and ROLG.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.84 |
The correlation between RICI.L and ROLG.L has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
RICI.L vs. ROLG.L — Risk / Return Rank
RICI.L
ROLG.L
RICI.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Market Access Rogers International Commodity UCITS ETF (RICI.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.
| RICI.L | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.47 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.16 | 6.47 | -1.32 |
| Martin ratioReturn relative to average drawdown | 11.22 | 18.28 | -7.06 |
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
| RICI.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 2.65 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.82 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.59 | +0.38 |
Drawdowns
RICI.L vs. ROLG.L - Drawdown Comparison
The maximum RICI.L drawdown since its inception was -26.97%, 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 RICI.L and ROLG.L.
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Drawdown Indicators
| RICI.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.97% | -22.66% | -4.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.35% | -6.81% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.40% | -13.27% | -3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.97% | -19.85% | -7.12% |
Current DrawdownCurrent decline from peak | -5.90% | -4.56% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -8.98% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.42% | +1.43% |
Volatility
RICI.L vs. ROLG.L - Volatility Comparison
Market Access Rogers International Commodity UCITS ETF (RICI.L) has a higher volatility of 7.17% compared to iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) at 5.90%. This indicates that RICI.L's price experiences larger fluctuations and is considered to be riskier 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
| RICI.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 5.90% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 13.98% | +4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.17% | 16.69% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 17.69% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 16.98% | +1.90% |
RICI.L vs. ROLG.L - Expense Ratio Comparison
RICI.L has a 0.60% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.
Dividends
RICI.L vs. ROLG.L - Dividend Comparison
Neither RICI.L nor ROLG.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, RICI.L and ROLG.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.60% for RICI.L.
RICI.L tracks Rogers International Commodity (RICI), while ROLG.L tracks Bloomberg Roll Select Commodity. They also come from different issuers: China Post Global and iShares. Their fees differ too: 0.60% for RICI.L and 0.28% for ROLG.L.
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