ROLG.L vs. VWRP.L
ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both exchange-traded funds - ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, ROLG.L returned 12.75%/yr vs 11.93%/yr for VWRP.L. At a 0.24 correlation, their price movements are largely independent. ROLG.L charges 0.28%/yr vs 0.22%/yr for VWRP.L.
Performance
ROLG.L vs. VWRP.L - Performance Comparison
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Returns By Period
In the year-to-date period, ROLG.L achieves a 17.97% return, which is significantly higher than VWRP.L's 12.16% return.
ROLG.L
- 1D
- -1.69%
- 1M
- -9.69%
- YTD
- 17.97%
- 6M
- 16.69%
- 1Y
- 31.76%
- 3Y*
- 11.75%
- 5Y*
- 12.75%
- 10Y*
- —
VWRP.L
- 1D
- 0.47%
- 1M
- 1.85%
- YTD
- 12.16%
- 6M
- 12.48%
- 1Y
- 28.98%
- 3Y*
- 18.70%
- 5Y*
- 11.93%
- 10Y*
- —
ROLG.L vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 17.97% | 8.66% | 6.32% | -7.36% | 30.51% | 29.23% | -2.41% | -3.72% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 12.16% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
Correlation
The correlation between ROLG.L and VWRP.L is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.24 |
The correlation between ROLG.L and VWRP.L shifts across timeframes, from -0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ROLG.L vs. VWRP.L — Risk / Return Rank
ROLG.L
VWRP.L
ROLG.L vs. VWRP.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 FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROLG.L | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.51 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 4.07 | -1.39 |
| Martin ratioReturn relative to average drawdown | 11.91 | 16.12 | -4.20 |
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Drawdowns
ROLG.L vs. VWRP.L - Drawdown Comparison
The maximum ROLG.L drawdown since its inception was -40.64%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for ROLG.L and VWRP.L.
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Drawdown Indicators
| ROLG.L | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.64% | -25.10% | -15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -7.10% | -4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -25.00% | -17.64% | -7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -17.64% | -7.36% |
Current DrawdownCurrent decline from peak | -11.80% | -1.00% | -10.80% |
Average DrawdownAverage peak-to-trough decline | -18.42% | -3.37% | -15.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.79% | +0.87% |
Volatility
ROLG.L vs. VWRP.L - Volatility Comparison
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 4.71% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 3.58%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than VWRP.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 | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.58% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 8.21% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 10.79% | +6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.19% | 12.95% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 14.95% | +6.73% |
ROLG.L vs. VWRP.L - Expense Ratio Comparison
ROLG.L has a 0.28% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.
Dividends
ROLG.L vs. VWRP.L - Dividend Comparison
Neither ROLG.L nor VWRP.L has paid dividends to shareholders.
Frequently Asked Questions
ROLG.L and VWRP.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.28% for ROLG.L.
ROLG.L is categorized as Commodities, while VWRP.L is Global Equities. ROLG.L tracks Bloomberg Roll Select Commodity, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.28% for ROLG.L and 0.22% for VWRP.L.
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