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ROLG.L vs. CSP1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROLG.L vs. CSP1.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 iShares Core S&P 500 UCITS ETF (CSP1.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 CSP1.L is traded in GBp. To make them comparable, the CSP1.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 27.75% return, which is significantly higher than CSP1.L's 10.55% return.


ROLG.L

1D
-1.64%
1M
-1.90%
YTD
27.75%
6M
27.51%
1Y
44.31%
3Y*
14.24%
5Y*
14.55%
10Y*

CSP1.L

1D
0.05%
1M
5.54%
YTD
10.55%
6M
10.48%
1Y
29.13%
3Y*
19.02%
5Y*
14.94%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROLG.L vs. CSP1.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
CSP1.L
iShares Core S&P 500 UCITS ETF
10.55%9.37%27.35%19.79%-9.05%31.07%13.65%26.42%-12.68%

Correlation

The correlation between ROLG.L and CSP1.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

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

0.12

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2018

0.26

The correlation between ROLG.L and CSP1.L shifts across timeframes, from -0.08 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ROLG.L vs. CSP1.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: 8383
Overall Rank
ROLG.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 8080
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 8787
Martin Ratio Rank

CSP1.L
CSP1.L Risk / Return Rank: 8282
Overall Rank
CSP1.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSP1.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSP1.L Omega Ratio Rank: 8585
Omega Ratio Rank
CSP1.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSP1.L Martin Ratio Rank: 7878
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. CSP1.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 iShares Core S&P 500 UCITS ETF (CSP1.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.


ROLG.LCSP1.LDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.47

1.51

-0.04

Calmar ratioReturn relative to maximum drawdown

6.47

4.07

+2.40

Martin ratioReturn relative to average drawdown

18.28

14.99

+3.29

ROLG.L vs. CSP1.L - Sharpe Ratio Comparison

The current ROLG.L Sharpe Ratio is 2.65, which is comparable to the CSP1.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of ROLG.L and CSP1.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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Sharpe Ratios by Period


ROLG.LCSP1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.73

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.04

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.09

-0.51

Drawdowns

ROLG.L vs. CSP1.L - Drawdown Comparison

The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum CSP1.L drawdown of -25.48%. Use the drawdown chart below to compare losses from any high point for ROLG.L and CSP1.L.


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Drawdown Indicators


ROLG.LCSP1.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-25.48%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-7.12%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-20.77%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

-20.77%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-25.48%

Current Drawdown

Current decline from peak

-4.56%

-0.24%

-4.32%

Average Drawdown

Average peak-to-trough decline

-8.98%

-3.32%

-5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.94%

+0.48%

Volatility

ROLG.L vs. CSP1.L - Volatility Comparison

iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 5.90% compared to iShares Core S&P 500 UCITS ETF (CSP1.L) at 2.62%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than CSP1.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.LCSP1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

2.62%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

7.16%

+6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

10.62%

+6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

14.31%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

15.57%

+1.41%

ROLG.L vs. CSP1.L - Expense Ratio Comparison

ROLG.L has a 0.28% expense ratio, which is higher than CSP1.L's 0.07% expense ratio.


Dividends

ROLG.L vs. CSP1.L - Dividend Comparison

Neither ROLG.L nor CSP1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ROLG.L and CSP1.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSP1.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSP1.L is cheaper with a 0.07% expense ratio, compared with 0.28% for ROLG.L.

ROLG.L is categorized as Commodities, while CSP1.L is S&P 500. ROLG.L tracks Bloomberg Roll Select Commodity, while CSP1.L tracks S&P 500 Index. Their fees differ too: 0.28% for ROLG.L and 0.07% for CSP1.L.

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