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ROLG.L vs. WLDS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROLG.L vs. WLDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.L). The values are adjusted to include any dividend payments, if applicable.

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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 WLDS.L's 16.89% 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*

WLDS.L

1D
0.77%
1M
4.37%
YTD
16.89%
6M
16.37%
1Y
34.41%
3Y*
16.66%
5Y*
8.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROLG.L vs. WLDS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%1.84%-30.50%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
16.89%11.75%8.63%11.26%-8.89%16.71%12.54%20.41%-14.81%

Correlation

The correlation between ROLG.L and WLDS.L is -0.14, 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

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.23

The correlation between ROLG.L and WLDS.L shifts across timeframes, from -0.14 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ROLG.L vs. WLDS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROLG.L
ROLG.L Risk / Return Rank: 6565
Overall Rank
ROLG.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 6363
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 7373
Martin Ratio Rank

WLDS.L
WLDS.L Risk / Return Rank: 8888
Overall Rank
WLDS.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 8787
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROLG.L vs. WLDS.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 MSCI World Small Cap UCITS ETF (WLDS.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.LWLDS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.34

1.48

-0.14

Calmar ratioReturn relative to maximum drawdown

2.68

4.36

-1.68

Martin ratioReturn relative to average drawdown

11.91

16.45

-4.54

ROLG.L vs. WLDS.L - Sharpe Ratio Comparison

The current ROLG.L Sharpe Ratio is 1.94, which is comparable to the WLDS.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of ROLG.L and WLDS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ROLG.L vs. WLDS.L - Drawdown Comparison

The maximum ROLG.L drawdown since its inception was -40.64%, smaller than the maximum WLDS.L drawdown of -43.18%. Use the drawdown chart below to compare losses from any high point for ROLG.L and WLDS.L.


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Drawdown Indicators


ROLG.LWLDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.64%

-43.18%

+2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-7.86%

-3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-25.00%

-21.53%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-21.53%

-3.47%

Current Drawdown

Current decline from peak

-11.80%

-0.25%

-11.55%

Average Drawdown

Average peak-to-trough decline

-18.42%

-12.24%

-6.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.09%

+0.57%

Volatility

ROLG.L vs. WLDS.L - Volatility Comparison

iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 4.71% compared to iShares MSCI World Small Cap UCITS ETF (WLDS.L) at 3.49%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than WLDS.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.LWLDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

3.49%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

9.74%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

12.84%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.19%

20.31%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

22.42%

-0.74%

ROLG.L vs. WLDS.L - Expense Ratio Comparison

ROLG.L has a 0.28% expense ratio, which is lower than WLDS.L's 0.35% expense ratio.


Dividends

ROLG.L vs. WLDS.L - Dividend Comparison

Neither ROLG.L nor WLDS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ROLG.L and WLDS.L have a correlation of -0.14, 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 0.35% for WLDS.L.

ROLG.L is categorized as Commodities, while WLDS.L is Small Cap Blend Equities. ROLG.L tracks Bloomberg Roll Select Commodity, while WLDS.L tracks MSCI World Small Cap Inde. Their fees differ too: 0.28% for ROLG.L and 0.35% for WLDS.L.

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