ROLG.L vs. EIMI.L
ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity, while EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 5 years, ROLG.L returned 14.55%/yr vs 8.77%/yr for EIMI.L. At a 0.24 correlation, their price movements are largely independent. ROLG.L charges 0.28%/yr vs 0.18%/yr for EIMI.L.
Performance
ROLG.L vs. EIMI.L - Performance Comparison
Loading charts...
Different Trading Currencies
ROLG.L is traded in GBP, while EIMI.L is traded in USD. To make them comparable, the EIMI.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 EIMI.L's 24.75% 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*
- —
EIMI.L
- 1D
- -1.30%
- 1M
- 5.47%
- YTD
- 24.75%
- 6M
- 26.33%
- 1Y
- 50.86%
- 3Y*
- 20.20%
- 5Y*
- 8.77%
- 10Y*
- 11.09%
ROLG.L vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 24.75% | 22.75% | 9.23% | 5.48% | -10.12% | 0.29% | 15.31% | 11.94% | -3.69% |
Correlation
The correlation between ROLG.L and EIMI.L is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
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 | 0.24 |
The correlation between ROLG.L and EIMI.L shifts across timeframes, from -0.09 (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
ROLG.L vs. EIMI.L — Risk / Return Rank
ROLG.L
EIMI.L
ROLG.L vs. EIMI.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 MSCI EM IMI UCITS ETF (EIMI.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.L | EIMI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.53 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 6.47 | 4.78 | +1.69 |
| Martin ratioReturn relative to average drawdown | 18.28 | 16.25 | +2.03 |
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
| ROLG.L | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.83 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.53 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.47 | +0.11 |
Drawdowns
ROLG.L vs. EIMI.L - Drawdown Comparison
The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum EIMI.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for ROLG.L and EIMI.L.
Loading charts...
Drawdown Indicators
| ROLG.L | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.66% | -31.70% | +9.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -10.58% | +3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -15.79% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -22.27% | +2.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.10% | — |
Current DrawdownCurrent decline from peak | -4.56% | -2.29% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -8.72% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 3.12% | -0.70% |
Volatility
ROLG.L vs. EIMI.L - Volatility Comparison
The current volatility for iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) is 5.90%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 7.58%. This indicates that ROLG.L experiences smaller price fluctuations and is considered to be less risky than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ROLG.L | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.58% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 15.58% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 17.91% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 16.61% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 18.39% | -1.41% |
ROLG.L vs. EIMI.L - Expense Ratio Comparison
ROLG.L has a 0.28% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.
Dividends
ROLG.L vs. EIMI.L - Dividend Comparison
Neither ROLG.L nor EIMI.L has paid dividends to shareholders.
Frequently Asked Questions
ROLG.L and EIMI.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.28% for ROLG.L.
ROLG.L is categorized as Commodities, while EIMI.L is Emerging Markets Equities. ROLG.L tracks Bloomberg Roll Select Commodity, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. Their fees differ too: 0.28% for ROLG.L and 0.18% for EIMI.L.
Find the right allocation for ROLG.L and EIMI.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