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

Performance

ROLG.L vs. EPRA.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 Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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 EPRA.L is traded in GBp. To make them comparable, the EPRA.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 EPRA.L's 6.79% 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*

EPRA.L

1D
0.23%
1M
-0.61%
YTD
6.79%
6M
6.50%
1Y
12.77%
3Y*
6.12%
5Y*
2.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROLG.L vs. EPRA.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%
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR
6.79%3.12%1.31%4.40%-16.02%27.84%-11.99%17.30%-2.96%

Correlation

The correlation between ROLG.L and EPRA.L is -0.16, 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

-0.16

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

-0.02

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

0.07

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

0.16

The correlation between ROLG.L and EPRA.L shifts across timeframes, from -0.16 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ROLG.L vs. EPRA.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

EPRA.L
EPRA.L Risk / Return Rank: 3333
Overall Rank
EPRA.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EPRA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
EPRA.L Omega Ratio Rank: 3333
Omega Ratio Rank
EPRA.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EPRA.L Martin Ratio Rank: 3434
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. EPRA.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 Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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.LEPRA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.47

1.22

+0.25

Calmar ratioReturn relative to maximum drawdown

6.47

1.42

+5.05

Martin ratioReturn relative to average drawdown

18.28

5.00

+13.28

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

The current ROLG.L Sharpe Ratio is 2.65, which is higher than the EPRA.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ROLG.L and EPRA.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.LEPRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

1.21

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.15

+0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.19

+0.40

Drawdowns

ROLG.L vs. EPRA.L - Drawdown Comparison

The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum EPRA.L drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for ROLG.L and EPRA.L.


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Drawdown Indicators


ROLG.LEPRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-35.65%

+12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-8.95%

+2.14%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-17.01%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

-26.59%

+6.74%

Current Drawdown

Current decline from peak

-4.56%

-3.51%

-1.05%

Average Drawdown

Average peak-to-trough decline

-8.98%

-9.83%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.55%

-0.13%

Volatility

ROLG.L vs. EPRA.L - Volatility Comparison

iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 5.90% compared to Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) at 3.19%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than EPRA.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.LEPRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

3.19%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

8.50%

+5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

10.52%

+6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

13.74%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

15.50%

+1.48%

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

ROLG.L has a 0.28% expense ratio, which is higher than EPRA.L's 0.10% expense ratio.


Dividends

ROLG.L vs. EPRA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ROLG.L and EPRA.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.28% for ROLG.L.

ROLG.L is categorized as Commodities, while EPRA.L is REIT. ROLG.L tracks Bloomberg Roll Select Commodity, while EPRA.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.28% for ROLG.L and 0.10% for EPRA.L.

Portfolio Optimizer

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