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

Performance

ROLG.L vs. XDBG.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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
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%1.84%-9.45%
XDBG.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged
15.97%25.68%8.15%-11.18%18.13%38.25%-3.17%5.10%-14.35%
Different Trading Currencies

ROLG.L is traded in GBP, while XDBG.L is traded in GBp. To make them comparable, the XDBG.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 23.10% return, which is significantly higher than XDBG.L's 15.97% 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*

XDBG.L

1D
-1.28%
1M
1.81%
YTD
15.97%
6M
28.69%
1Y
30.04%
3Y*
14.47%
5Y*
15.82%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ROLG.L has a 0.28% expense ratio, which is lower than XDBG.L's 0.39% expense ratio.


Return for Risk

ROLG.L vs. XDBG.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: 8686
Overall Rank
ROLG.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 8080
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 8686
Martin Ratio Rank

XDBG.L
XDBG.L Risk / Return Rank: 7777
Overall Rank
XDBG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDBG.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
XDBG.L Omega Ratio Rank: 7474
Omega Ratio Rank
XDBG.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDBG.L Martin Ratio Rank: 7272
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. XDBG.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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.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.LXDBG.LDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.54

+0.22

Sortino ratio

Return per unit of downside risk

2.29

1.97

+0.32

Omega ratio

Gain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

4.14

3.14

+1.00

Martin ratio

Return relative to average drawdown

10.91

8.32

+2.59

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

The current ROLG.L Sharpe Ratio is 1.75, which is comparable to the XDBG.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ROLG.L and XDBG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ROLG.LXDBG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.54

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.83

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.05

+0.52

Correlation

The correlation between ROLG.L and XDBG.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ROLG.L vs. XDBG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ROLG.L vs. XDBG.L - Drawdown Comparison

The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum XDBG.L drawdown of -64.69%. Use the drawdown chart below to compare losses from any high point for ROLG.L and XDBG.L.


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Drawdown Indicators


ROLG.LXDBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-64.69%

+42.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-12.64%

+3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.85%

-28.67%

+8.82%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

Current Drawdown

Current decline from peak

-2.59%

-4.25%

+1.66%

Average Drawdown

Average peak-to-trough decline

-9.13%

-35.60%

+26.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.62%

-1.03%

Volatility

ROLG.L vs. XDBG.L - Volatility Comparison

iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a higher volatility of 7.05% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) at 5.60%. This indicates that ROLG.L's price experiences larger fluctuations and is considered to be riskier than XDBG.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.LXDBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

5.60%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

15.39%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.82%

19.45%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.43%

19.02%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

16.03%

+0.84%