ROLG.L vs. VUAG.L
Compare and contrast key facts about iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
ROLG.L and VUAG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROLG.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Roll Select Commodity. It was launched on Sep 28, 2018. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both ROLG.L and VUAG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ROLG.L vs. VUAG.L - Performance Comparison
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ROLG.L vs. VUAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 23.10% | 8.64% | 6.25% | -7.36% | 30.51% | 29.23% | -2.41% | -1.72% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | -3.06% | 9.36% | 27.33% | 19.67% | -8.88% | 30.97% | 201.05% | 9.30% |
Returns By Period
In the year-to-date period, ROLG.L achieves a 23.10% return, which is significantly higher than VUAG.L's -3.06% return.
ROLG.L
- 1D
- -2.36%
- 1M
- 6.72%
- YTD
- 23.10%
- 6M
- 29.54%
- 1Y
- 27.83%
- 3Y*
- 11.32%
- 5Y*
- 16.01%
- 10Y*
- —
VUAG.L
- 1D
- 1.60%
- 1M
- -3.29%
- YTD
- -3.06%
- 6M
- 0.22%
- 1Y
- 14.86%
- 3Y*
- 15.78%
- 5Y*
- 12.64%
- 10Y*
- —
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ROLG.L vs. VUAG.L - Expense Ratio Comparison
ROLG.L has a 0.28% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.
Return for Risk
ROLG.L vs. VUAG.L — Risk / Return Rank
ROLG.L
VUAG.L
ROLG.L vs. VUAG.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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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 | VUAG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 0.96 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.40 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.20 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 4.14 | 2.05 | +2.10 |
Martin ratioReturn relative to average drawdown | 10.91 | 6.98 | +3.93 |
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 | VUAG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 0.96 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.88 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.84 | -0.27 |
Correlation
The correlation between ROLG.L and VUAG.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ROLG.L vs. VUAG.L - Dividend Comparison
Neither ROLG.L nor VUAG.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 71.39% |
Drawdowns
ROLG.L vs. VUAG.L - Drawdown Comparison
The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for ROLG.L and VUAG.L.
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Drawdown Indicators
| ROLG.L | VUAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.66% | -25.61% | +2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -10.53% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -20.88% | +1.03% |
Current DrawdownCurrent decline from peak | -2.59% | -4.74% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -3.57% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.08% | +0.51% |
Volatility
ROLG.L vs. VUAG.L - Volatility Comparison
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 7.05% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.83%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than VUAG.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 | VUAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 3.83% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 8.28% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 15.40% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 14.39% | +3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 36.50% | -19.63% |