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ROLL.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROLL.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ROLL.L is traded in USD, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ROLL.L achieves a 23.85% return, which is significantly higher than IITU.L's 17.45% return.


ROLL.L

1D
0.55%
1M
1.79%
6M
17.06%
YTD
23.85%
1Y
34.95%
3Y*
14.61%
5Y*
12.62%
10Y*

IITU.L

1D
-0.41%
1M
-2.54%
6M
20.12%
YTD
17.45%
1Y
32.12%
3Y*
29.51%
5Y*
21.16%
10Y*
25.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROLL.L vs. IITU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ROLL.L
iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF
23.85%16.94%4.68%-2.22%16.67%27.69%0.83%5.26%-11.11%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
17.45%23.07%38.50%58.65%-29.11%34.44%42.58%49.99%-18.29%

Correlation

The correlation between ROLL.L and IITU.L is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

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

0.09

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

0.15

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

0.20

The correlation between ROLL.L and IITU.L shifts across timeframes, from -0.01 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ROLL.L vs. IITU.L — Risk / Return Rank

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

ROLL.L
ROLL.L Risk / Return Rank: 7373
Overall Rank
ROLL.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ROLL.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ROLL.L Omega Ratio Rank: 8181
Omega Ratio Rank
ROLL.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
ROLL.L Martin Ratio Rank: 6161
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 4545
Overall Rank
IITU.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 4747
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 3636
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.

ROLL.L vs. IITU.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 (ROLL.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.37

1.25

+0.13

Calmar ratioReturn relative to maximum drawdown

2.50

1.90

+0.59

Martin ratioReturn relative to average drawdown

8.63

5.17

+3.47

ROLL.L vs. IITU.L - Sharpe Ratio Comparison

The current ROLL.L Sharpe Ratio is 2.10, which is higher than the IITU.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ROLL.L and IITU.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

ROLL.L vs. IITU.L - Drawdown Comparison

The maximum ROLL.L drawdown since its inception was -26.90%, smaller than the maximum IITU.L drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for ROLL.L and IITU.L.


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Drawdown Indicators


ROLL.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.90%

-43.85%

+16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-16.80%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

-26.42%

+12.48%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

-34.22%

+13.77%

Max Drawdown (10Y)

Largest decline over 10 years

-34.22%

Current Drawdown

Current decline from peak

-7.46%

-7.53%

+0.07%

Average Drawdown

Average peak-to-trough decline

-9.17%

-10.59%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

6.20%

-2.16%

Volatility

ROLL.L vs. IITU.L - Volatility Comparison

The current volatility for iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) is 4.60%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.45%. This indicates that ROLL.L experiences smaller price fluctuations and is considered to be less risky than IITU.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.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

7.45%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

17.21%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

21.89%

-5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

27.39%

-11.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

24.22%

-9.26%

ROLL.L vs. IITU.L - Expense Ratio Comparison

ROLL.L has a 0.28% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Dividends

ROLL.L vs. IITU.L - Dividend Comparison

Neither ROLL.L nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ROLL.L and IITU.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.28% for ROLL.L.

ROLL.L is categorized as Commodities, while IITU.L is Technology Equities. ROLL.L tracks iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.28% for ROLL.L and 0.15% for IITU.L.

Portfolio Optimizer

Find the right allocation for ROLL.L and IITU.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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