PortfoliosLab logoPortfoliosLab logo
ROLG.L vs. ERNS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROLG.L vs. ERNS.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 £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ROLG.L achieves a 27.75% return, which is significantly higher than ERNS.L's 1.58% 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*

ERNS.L

1D
0.06%
1M
0.37%
YTD
1.58%
6M
2.00%
1Y
4.44%
3Y*
5.11%
5Y*
3.62%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROLG.L vs. ERNS.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%
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
1.58%4.84%5.54%4.76%1.54%0.13%0.77%1.27%0.07%

Correlation

The correlation between ROLG.L and ERNS.L is -0.13, 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

-0.13

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

-0.04

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

-0.05

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

-0.02

The correlation between ROLG.L and ERNS.L shifts across timeframes, from -0.13 (1 year) to -0.02 (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. ERNS.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

ERNS.L
ERNS.L Risk / Return Rank: 9898
Overall Rank
ERNS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ERNS.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
ERNS.L Omega Ratio Rank: 9898
Omega Ratio Rank
ERNS.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERNS.L Martin Ratio Rank: 9999
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. ERNS.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 £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.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.LERNS.LDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-6.22

Omega ratioGain probability vs. loss probability

1.47

2.39

-0.93

Calmar ratioReturn relative to maximum drawdown

6.47

20.38

-13.91

Martin ratioReturn relative to average drawdown

18.28

108.76

-90.48

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

The current ROLG.L Sharpe Ratio is 2.65, which is lower than the ERNS.L Sharpe Ratio of 5.30. The chart below compares the historical Sharpe Ratios of ROLG.L and ERNS.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.


Loading charts...

Sharpe Ratios by Period


ROLG.LERNS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

5.30

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

4.34

-3.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

2.23

-1.64

Drawdowns

ROLG.L vs. ERNS.L - Drawdown Comparison

The maximum ROLG.L drawdown since its inception was -22.66%, which is greater than ERNS.L's maximum drawdown of -1.51%. Use the drawdown chart below to compare losses from any high point for ROLG.L and ERNS.L.


Loading charts...

Drawdown Indicators


ROLG.LERNS.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-1.51%

-21.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-0.22%

-6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-0.22%

-13.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

-0.36%

-19.49%

Max Drawdown (10Y)

Largest decline over 10 years

-1.51%

Current Drawdown

Current decline from peak

-4.56%

0.00%

-4.56%

Average Drawdown

Average peak-to-trough decline

-8.98%

-0.05%

-8.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

0.04%

+2.38%

Volatility

ROLG.L vs. ERNS.L - Volatility Comparison

iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 5.90% compared to iShares £ Ultrashort Bond UCITS ETF GBP (Dist) (ERNS.L) at 0.36%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than ERNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ROLG.LERNS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

0.36%

+5.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.98%

0.68%

+13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

0.84%

+15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

0.83%

+16.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

0.92%

+16.06%

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

ROLG.L has a 0.28% expense ratio, which is higher than ERNS.L's 0.09% expense ratio.


Dividends

ROLG.L vs. ERNS.L - Dividend Comparison

ROLG.L has not paid dividends to shareholders, while ERNS.L's dividend yield for the trailing twelve months is around 5.65%.


PositionTTM20252024202320222021202020192018201720162015
ERNS.L
iShares £ Ultrashort Bond UCITS ETF GBP (Dist)
5.65%4.65%5.42%4.54%1.14%0.28%0.75%1.04%0.74%0.52%0.81%0.72%
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ROLG.L and ERNS.L have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ERNS.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ERNS.L is cheaper with a 0.09% expense ratio, compared with 0.28% for ROLG.L.

ROLG.L is categorized as Commodities, while ERNS.L is Ultrashort Bond. Their fees differ too: 0.28% for ROLG.L and 0.09% for ERNS.L.

Portfolio Optimizer

Find the right allocation for ROLG.L and ERNS.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