ROLG.L vs. PHPP.L
ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) and PHPP.L (WisdomTree Physical Precious Metals) are both exchange-traded funds - ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity, while PHPP.L is a Precious Metals fund tracking the Precious Metals Basket. Both are passively managed. Over the past 5 years, ROLG.L returned 14.55%/yr vs 12.75%/yr for PHPP.L. At a 0.37 correlation, their price movements are largely independent. ROLG.L charges 0.28%/yr vs 0.44%/yr for PHPP.L.
Performance
ROLG.L vs. PHPP.L - Performance Comparison
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Different Trading Currencies
ROLG.L is traded in GBP, while PHPP.L is traded in GBp. To make them comparable, the PHPP.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 PHPP.L's 0.99% 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*
- —
PHPP.L
- 1D
- 0.37%
- 1M
- -1.92%
- YTD
- 0.99%
- 6M
- 9.62%
- 1Y
- 51.59%
- 3Y*
- 25.31%
- 5Y*
- 12.75%
- 10Y*
- 13.52%
ROLG.L vs. PHPP.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% |
PHPP.L WisdomTree Physical Precious Metals | 0.99% | 72.45% | 17.27% | -8.55% | 11.64% | -10.26% | 22.29% | 22.41% | 9.79% |
Correlation
The correlation between ROLG.L and PHPP.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.37 |
The correlation between ROLG.L and PHPP.L shifts across timeframes, from 0.25 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROLG.L vs. PHPP.L — Risk / Return Rank
ROLG.L
PHPP.L
ROLG.L vs. PHPP.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 WisdomTree Physical Precious Metals (PHPP.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 | PHPP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.30 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 6.47 | 2.11 | +4.36 |
| Martin ratioReturn relative to average drawdown | 18.28 | 5.01 | +13.27 |
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 | PHPP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 1.61 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.51 | +0.08 |
Drawdowns
ROLG.L vs. PHPP.L - Drawdown Comparison
The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum PHPP.L drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for ROLG.L and PHPP.L.
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Drawdown Indicators
| ROLG.L | PHPP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.66% | -49.43% | +26.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -24.37% | +17.56% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -24.37% | +11.10% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -26.89% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.89% | — |
Current DrawdownCurrent decline from peak | -4.56% | -22.56% | +18.00% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -18.70% | +9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 10.26% | -7.84% |
Volatility
ROLG.L vs. PHPP.L - Volatility Comparison
The current volatility for iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) is 5.90%, while WisdomTree Physical Precious Metals (PHPP.L) has a volatility of 7.69%. This indicates that ROLG.L experiences smaller price fluctuations and is considered to be less risky than PHPP.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 | PHPP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 7.69% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 29.24% | -15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 31.86% | -15.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 21.47% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 19.84% | -2.86% |
ROLG.L vs. PHPP.L - Expense Ratio Comparison
ROLG.L has a 0.28% expense ratio, which is lower than PHPP.L's 0.44% expense ratio.
Dividends
ROLG.L vs. PHPP.L - Dividend Comparison
Neither ROLG.L nor PHPP.L has paid dividends to shareholders.
Frequently Asked Questions
ROLG.L and PHPP.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ROLG.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROLG.L is cheaper with a 0.28% expense ratio, compared with 0.44% for PHPP.L.
ROLG.L is categorized as Commodities, while PHPP.L is Precious Metals. ROLG.L tracks Bloomberg Roll Select Commodity, while PHPP.L tracks Precious Metals Basket. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.28% for ROLG.L and 0.44% for PHPP.L.
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