ROLL.L vs. AIGC.L
ROLL.L (iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF USD (Acc)) and AIGC.L (WisdomTree Broad Commodities) are both Commodities funds - ROLL.L tracks the Bloomberg Enhanced Roll Yield Total Return Index while AIGC.L tracks the Bloomberg Commodity. Both are passively managed. Over the past 5 years, ROLL.L returned 12.71%/yr vs 9.75%/yr for AIGC.L. Their correlation of 0.92 suggests significant overlap in exposure. ROLL.L charges 0.28%/yr vs 0.49%/yr for AIGC.L.
Performance
ROLL.L vs. AIGC.L - Performance Comparison
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Returns By Period
In the year-to-date period, ROLL.L achieves a 24.33% return, which is significantly higher than AIGC.L's 20.84% return.
ROLL.L
- 1D
- 0.66%
- 1M
- 2.68%
- 6M
- 18.83%
- YTD
- 24.33%
- 1Y
- 34.97%
- 3Y*
- 14.49%
- 5Y*
- 12.71%
- 10Y*
- —
AIGC.L
- 1D
- 0.71%
- 1M
- 3.12%
- 6M
- 17.19%
- YTD
- 20.84%
- 1Y
- 30.04%
- 3Y*
- 12.07%
- 5Y*
- 9.75%
- 10Y*
- 5.93%
ROLL.L vs. AIGC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ROLL.L iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF USD (Acc) | 24.33% | 16.94% | 4.68% | -2.22% | 16.67% | 27.69% | 0.83% | 5.26% | -11.11% |
AIGC.L WisdomTree Broad Commodities | 20.84% | 15.86% | 3.16% | -7.64% | 14.33% | 25.68% | -3.00% | 6.09% | -11.42% |
Correlation
The correlation between ROLL.L and AIGC.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2018 | 0.92 |
The correlation between ROLL.L and AIGC.L has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
ROLL.L vs. AIGC.L — Risk / Return Rank
ROLL.L
AIGC.L
ROLL.L vs. AIGC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF USD (Acc) (ROLL.L) and WisdomTree Broad Commodities (AIGC.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.
| ROLL.L | AIGC.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 1.97 | +0.53 |
| Martin ratioReturn relative to average drawdown | 8.58 | 6.31 | +2.28 |
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Drawdowns
ROLL.L vs. AIGC.L - Drawdown Comparison
The maximum ROLL.L drawdown since its inception was -26.90%, smaller than the maximum AIGC.L drawdown of -76.02%. Use the drawdown chart below to compare losses from any high point for ROLL.L and AIGC.L.
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Drawdown Indicators
| ROLL.L | AIGC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.90% | -76.02% | +49.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.94% | -15.21% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -15.21% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -20.45% | -26.98% | +6.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.00% | — |
Current DrawdownCurrent decline from peak | -7.10% | -39.44% | +32.34% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -53.50% | +44.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 4.72% | -0.66% |
Volatility
ROLL.L vs. AIGC.L - Volatility Comparison
The current volatility for iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF USD (Acc) (ROLL.L) is 4.18%, while WisdomTree Broad Commodities (AIGC.L) has a volatility of 4.46%. This indicates that ROLL.L experiences smaller price fluctuations and is considered to be less risky than AIGC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROLL.L | AIGC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 4.46% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 15.41% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 17.33% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 16.60% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 14.95% | +0.01% |
ROLL.L vs. AIGC.L - Expense Ratio Comparison
ROLL.L has a 0.28% expense ratio, which is lower than AIGC.L's 0.49% expense ratio.
Dividends
ROLL.L vs. AIGC.L - Dividend Comparison
Neither ROLL.L nor AIGC.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, ROLL.L and AIGC.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ROLL.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROLL.L is cheaper with a 0.28% expense ratio, compared with 0.49% for AIGC.L.
ROLL.L tracks Bloomberg Enhanced Roll Yield Total Return Index, while AIGC.L tracks Bloomberg Commodity. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.28% for ROLL.L and 0.49% for AIGC.L.
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