ROLG.L vs. XDW0.DE
ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 5 years, ROLG.L returned 14.55%/yr vs 20.51%/yr for XDW0.DE. A 0.53 correlation means they provide meaningful diversification when combined. ROLG.L charges 0.28%/yr vs 0.25%/yr for XDW0.DE.
Performance
ROLG.L vs. XDW0.DE - Performance Comparison
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Different Trading Currencies
ROLG.L is traded in GBP, while XDW0.DE is traded in EUR. To make them comparable, the XDW0.DE 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 27.75% return, which is significantly lower than XDW0.DE's 31.70% return.
ROLG.L
- 1D
- -1.64%
- 1M
- -1.90%
- YTD
- 27.75%
- 6M
- 27.51%
- 1Y
- 44.31%
- 3Y*
- 14.24%
- 5Y*
- 14.55%
- 10Y*
- —
XDW0.DE
- 1D
- -0.34%
- 1M
- -0.58%
- YTD
- 31.70%
- 6M
- 28.12%
- 1Y
- 49.00%
- 3Y*
- 15.88%
- 5Y*
- 20.51%
- 10Y*
- 10.27%
ROLG.L vs. XDW0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 27.75% | 8.64% | 6.25% | -7.36% | 30.51% | 29.23% | -2.41% | 1.84% | -9.45% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 31.70% | 7.56% | 2.79% | -1.82% | 62.38% | 41.45% | -33.41% | 8.11% | -20.67% |
Correlation
The correlation between ROLG.L and XDW0.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.53 |
The correlation between ROLG.L and XDW0.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
ROLG.L vs. XDW0.DE — Risk / Return Rank
ROLG.L
XDW0.DE
ROLG.L vs. XDW0.DE - 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 MSCI World Energy UCITS ETF 1C (XDW0.DE). 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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 6.47 | 3.26 | +3.21 |
| Martin ratioReturn relative to average drawdown | 18.28 | 10.72 | +7.56 |
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 | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.28 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.86 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.41 | +0.17 |
Drawdowns
ROLG.L vs. XDW0.DE - Drawdown Comparison
The maximum ROLG.L drawdown since its inception was -22.66%, smaller than the maximum XDW0.DE drawdown of -58.94%. Use the drawdown chart below to compare losses from any high point for ROLG.L and XDW0.DE.
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Drawdown Indicators
| ROLG.L | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.66% | -58.94% | +36.28% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -14.95% | +8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.27% | -22.03% | +8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.85% | -22.07% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.94% | — |
Current DrawdownCurrent decline from peak | -4.56% | -7.81% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -8.98% | -13.67% | +4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 4.56% | -2.14% |
Volatility
ROLG.L vs. XDW0.DE - Volatility Comparison
The current volatility for iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) is 5.90%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.99%. This indicates that ROLG.L experiences smaller price fluctuations and is considered to be less risky than XDW0.DE 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 | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 6.99% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 18.33% | -4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 21.43% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 23.55% | -5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 25.43% | -8.45% |
ROLG.L vs. XDW0.DE - Expense Ratio Comparison
ROLG.L has a 0.28% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.
Dividends
ROLG.L vs. XDW0.DE - Dividend Comparison
Neither ROLG.L nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
ROLG.L and XDW0.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for ROLG.L.
ROLG.L is categorized as Commodities, while XDW0.DE is Energy Equities. ROLG.L tracks Bloomberg Roll Select Commodity, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.28% for ROLG.L and 0.25% for XDW0.DE.
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