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

Performance

ROLG.L vs. CMFP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ROLG.L is traded in GBP, while CMFP.L is traded in GBp. To make them comparable, the CMFP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, ROLG.L achieves a 17.97% return, which is significantly higher than CMFP.L's 11.75% return.


ROLG.L

1D
-1.69%
1M
-9.69%
YTD
17.97%
6M
16.69%
1Y
31.76%
3Y*
11.75%
5Y*
12.75%
10Y*

CMFP.L

1D
-1.27%
1M
-7.39%
YTD
11.75%
6M
10.83%
1Y
23.21%
3Y*
8.97%
5Y*
11.75%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
17.97%8.66%6.32%-7.36%30.51%29.23%-2.41%1.84%-30.50%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
11.75%8.49%6.86%-11.43%32.79%34.61%-0.92%3.99%-8.22%

Correlation

The correlation between ROLG.L and CMFP.L is 0.94, 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

0.94

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

0.93

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

0.90

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

0.90

The correlation between ROLG.L and CMFP.L has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

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

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

ROLG.L
ROLG.L Risk / Return Rank: 6565
Overall Rank
ROLG.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 6363
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 7373
Martin Ratio Rank

CMFP.L
CMFP.L Risk / Return Rank: 5353
Overall Rank
CMFP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 5151
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 5959
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.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.


ROLG.LCMFP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.34

1.29

+0.05

Calmar ratioReturn relative to maximum drawdown

2.68

2.40

+0.28

Martin ratioReturn relative to average drawdown

11.91

9.37

+2.54

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

The current ROLG.L Sharpe Ratio is 1.94, which is comparable to the CMFP.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ROLG.L and CMFP.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

ROLG.L vs. CMFP.L - Drawdown Comparison

The maximum ROLG.L drawdown since its inception was -40.64%, smaller than the maximum CMFP.L drawdown of -66.80%. Use the drawdown chart below to compare losses from any high point for ROLG.L and CMFP.L.


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Drawdown Indicators


ROLG.LCMFP.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.64%

-66.80%

+26.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-9.63%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.00%

-25.15%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-25.15%

+0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-11.80%

-11.13%

-0.67%

Average Drawdown

Average peak-to-trough decline

-18.42%

-43.89%

+25.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.47%

+0.19%

Volatility

ROLG.L vs. CMFP.L - Volatility Comparison

iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 4.71% compared to L&G Longer Dated All Commodities UCITS ETF (CMFP.L) at 3.37%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than CMFP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROLG.LCMFP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

3.37%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

12.35%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

14.80%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.19%

20.04%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

16.68%

+5.00%

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

ROLG.L has a 0.28% expense ratio, which is lower than CMFP.L's 0.30% expense ratio.


Dividends

ROLG.L vs. CMFP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, ROLG.L and CMFP.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 0.30% for CMFP.L.

ROLG.L tracks Bloomberg Roll Select Commodity, while CMFP.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.28% for ROLG.L and 0.30% for CMFP.L.

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