ROLG.L vs. UD07.L
ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) and UD07.L (UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc) are both Commodities funds - ROLG.L tracks the Bloomberg Roll Select Commodity while UD07.L tracks the UBS BCOM Constant Maturity. Both are passively managed. Over the past 5 years, ROLG.L returned 14.55%/yr vs 13.21%/yr for UD07.L. Their correlation of 0.91 suggests significant overlap in exposure. ROLG.L charges 0.28%/yr vs 0.34%/yr for UD07.L.
Performance
ROLG.L vs. UD07.L - Performance Comparison
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Different Trading Currencies
ROLG.L is traded in GBP, while UD07.L is traded in GBp. To make them comparable, the UD07.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 UD07.L's 19.95% 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*
- —
UD07.L
- 1D
- -1.21%
- 1M
- -1.41%
- YTD
- 19.95%
- 6M
- 19.54%
- 1Y
- 33.96%
- 3Y*
- 11.52%
- 5Y*
- 13.21%
- 10Y*
- —
ROLG.L vs. UD07.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% |
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 19.95% | 9.88% | 6.26% | -10.97% | 32.08% | 31.93% | -1.26% | 2.82% | -7.26% |
Correlation
The correlation between ROLG.L and UD07.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.91 |
The correlation between ROLG.L and UD07.L has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
ROLG.L vs. UD07.L — Risk / Return Rank
ROLG.L
UD07.L
ROLG.L vs. UD07.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 UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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 | UD07.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 6.47 | 5.19 | +1.28 |
| Martin ratioReturn relative to average drawdown | 18.28 | 13.25 | +5.04 |
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 | UD07.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.27 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.46 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.41 | +0.17 |
Drawdowns
ROLG.L vs. UD07.L - Drawdown Comparison
The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum UD07.L drawdown of -39.71%. Use the drawdown chart below to compare losses from any high point for ROLG.L and UD07.L.
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Drawdown Indicators
| ROLG.L | UD07.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.66% | -39.71% | +17.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -6.51% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -12.61% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -39.71% | +19.86% |
Current DrawdownCurrent decline from peak | -4.56% | -12.41% | +7.85% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -18.80% | +9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 2.56% | -0.14% |
Volatility
ROLG.L vs. UD07.L - Volatility Comparison
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 5.90% compared to UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) at 5.12%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than UD07.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 | UD07.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 5.12% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 12.57% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 14.93% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 28.79% | -11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 23.77% | -6.79% |
ROLG.L vs. UD07.L - Expense Ratio Comparison
ROLG.L has a 0.28% expense ratio, which is lower than UD07.L's 0.34% expense ratio.
Dividends
ROLG.L vs. UD07.L - Dividend Comparison
Neither ROLG.L nor UD07.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, ROLG.L and UD07.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.34% for UD07.L.
ROLG.L tracks Bloomberg Roll Select Commodity, while UD07.L tracks UBS BCOM Constant Maturity. They also come from different issuers: iShares and UBS. Their fees differ too: 0.28% for ROLG.L and 0.34% for UD07.L.
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