ROLG.L vs. XDBG.L
Compare and contrast key facts about 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).
ROLG.L and XDBG.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. XDBG.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged). It was launched on Feb 9, 2011. Both ROLG.L and XDBG.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. XDBG.L - Performance Comparison
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ROLG.L vs. XDBG.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 | 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%
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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
ROLG.L
XDBG.L
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.L | XDBG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 1.54 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.29 | 1.97 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.29 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 4.14 | 3.14 | +1.00 |
Martin ratioReturn relative to average drawdown | 10.91 | 8.32 | +2.59 |
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 | XDBG.L | Difference | |
|---|---|---|---|
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.
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.L | XDBG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.59% | -4.25% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -35.60% | +26.47% |
Ulcer IndexDepth 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.L | XDBG.L | Difference | |
|---|---|---|---|
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% |