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

Performance

ROLG.L vs. CUKX.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 FTSE 100 UCITS ETF (CUKX.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 CUKX.L is traded in GBp. To make them comparable, the CUKX.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 23.13% return, which is significantly higher than CUKX.L's 7.84% return.


ROLG.L

1D
-0.63%
1M
0.77%
6M
15.88%
YTD
23.13%
1Y
33.33%
3Y*
13.22%
5Y*
12.96%
10Y*

CUKX.L

1D
-0.09%
1M
0.91%
6M
5.18%
YTD
7.84%
1Y
21.64%
3Y*
16.24%
5Y*
12.40%
10Y*
8.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
23.13%8.66%6.32%-7.36%30.51%29.23%-2.41%1.84%-30.50%
CUKX.L
iShares FTSE 100 UCITS ETF
7.84%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.52%

Correlation

The correlation between ROLG.L and CUKX.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

0.03

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

0.14

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

0.22

The correlation between ROLG.L and CUKX.L shifts across timeframes, from -0.12 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ROLG.L vs. CUKX.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: 7171
Overall Rank
ROLG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 7474
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 6262
Martin Ratio Rank

CUKX.L
CUKX.L Risk / Return Rank: 6868
Overall Rank
CUKX.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 7777
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5555
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. CUKX.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 FTSE 100 UCITS ETF (CUKX.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.LCUKX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.65

2.42

+0.23

Martin ratioReturn relative to average drawdown

8.98

7.70

+1.28

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

The current ROLG.L Sharpe Ratio is 2.02, which is comparable to the CUKX.L Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ROLG.L and CUKX.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. CUKX.L - Drawdown Comparison

The maximum ROLG.L drawdown since its inception was -40.64%, which is greater than CUKX.L's maximum drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for ROLG.L and CUKX.L.


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Drawdown Indicators


ROLG.LCUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.64%

-34.50%

-6.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-8.89%

-3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-25.00%

-12.88%

-12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-12.88%

-12.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-7.94%

-2.36%

-5.58%

Average Drawdown

Average peak-to-trough decline

-18.36%

-4.31%

-14.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.80%

+0.90%

Volatility

ROLG.L vs. CUKX.L - Volatility Comparison

iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 4.19% compared to iShares FTSE 100 UCITS ETF (CUKX.L) at 3.02%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than CUKX.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.LCUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

3.02%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

9.77%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

11.28%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.17%

12.68%

+9.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%

14.89%

+6.74%

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

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


Dividends

ROLG.L vs. CUKX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


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

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

ROLG.L tracks Bloomberg Roll Select Commodity, while CUKX.L tracks FTSE 100 Index. Their fees differ too: 0.28% for ROLG.L and 0.07% for CUKX.L.

Portfolio Optimizer

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