ROLG.L vs. IUIT.L
ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) and IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity, while IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, ROLG.L returned 14.55%/yr vs 26.05%/yr for IUIT.L. At a 0.15 correlation, their price movements are largely independent. ROLG.L charges 0.28%/yr vs 0.15%/yr for IUIT.L.
Performance
ROLG.L vs. IUIT.L - Performance Comparison
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Different Trading Currencies
ROLG.L is traded in GBP, while IUIT.L is traded in USD. To make them comparable, the IUIT.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 IUIT.L's 26.17% 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*
- —
IUIT.L
- 1D
- 0.00%
- 1M
- 16.60%
- YTD
- 26.17%
- 6M
- 24.49%
- 1Y
- 56.60%
- 3Y*
- 31.96%
- 5Y*
- 26.05%
- 10Y*
- 27.54%
ROLG.L vs. IUIT.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% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 23.54% | 14.17% | 40.92% | 51.48% | -20.73% | 35.36% | 38.94% | 43.23% | -17.03% |
Correlation
The correlation between ROLG.L and IUIT.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 | 0.06 |
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 | 0.15 |
The correlation between ROLG.L and IUIT.L shifts across timeframes, from -0.08 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROLG.L vs. IUIT.L — Risk / Return Rank
ROLG.L
IUIT.L
ROLG.L vs. IUIT.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 S&P 500 Information Technology Sector UCITS ETF (IUIT.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 | IUIT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.46 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 6.47 | 3.32 | +3.15 |
| Martin ratioReturn relative to average drawdown | 18.28 | 8.42 | +9.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROLG.L | IUIT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.78 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.14 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 1.24 | -0.65 |
Drawdowns
ROLG.L vs. IUIT.L - Drawdown Comparison
The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum IUIT.L drawdown of -28.01%. Use the drawdown chart below to compare losses from any high point for ROLG.L and IUIT.L.
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Drawdown Indicators
| ROLG.L | IUIT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.66% | -28.01% | +5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -16.96% | +10.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -28.01% | +14.74% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -28.01% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.01% | — |
Current DrawdownCurrent decline from peak | -4.56% | -0.78% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -5.29% | -3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 6.70% | -4.28% |
Volatility
ROLG.L vs. IUIT.L - Volatility Comparison
The current volatility for iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) is 5.90%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 7.16%. This indicates that ROLG.L experiences smaller price fluctuations and is considered to be less risky than IUIT.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.L | IUIT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.16% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 15.20% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 20.23% | -3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 22.82% | -5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 22.51% | -5.53% |
ROLG.L vs. IUIT.L - Expense Ratio Comparison
ROLG.L has a 0.28% expense ratio, which is higher than IUIT.L's 0.15% expense ratio.
Dividends
ROLG.L vs. IUIT.L - Dividend Comparison
Neither ROLG.L nor IUIT.L has paid dividends to shareholders.
Frequently Asked Questions
ROLG.L and IUIT.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, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.28% for ROLG.L.
ROLG.L is categorized as Commodities, while IUIT.L is Technology Equities. ROLG.L tracks Bloomberg Roll Select Commodity, while IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.28% for ROLG.L and 0.15% for IUIT.L.
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