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

Performance

ROLL.L vs. RICI.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 Market Access Rogers International Commodity UCITS ETF (RICI.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 RICI.L is traded in GBP. To make them comparable, the RICI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ROLL.L having a 23.85% return and RICI.L slightly lower at 23.11%.


ROLL.L

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

RICI.L

1D
0.44%
1M
-1.64%
6M
18.53%
YTD
23.11%
1Y
27.41%
3Y*
10.59%
5Y*
10.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ROLL.L
iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF
23.85%16.94%4.68%-2.22%16.67%27.69%7.32%
RICI.L
Market Access Rogers International Commodity UCITS ETF
23.11%6.66%4.54%-5.97%16.66%41.17%17.30%

Correlation

The correlation between ROLL.L and RICI.L is 0.86, 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

0.86

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

0.83

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2020

0.81

The correlation between ROLL.L and RICI.L has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

ROLL.L vs. RICI.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

RICI.L
RICI.L Risk / Return Rank: 4545
Overall Rank
RICI.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
RICI.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
RICI.L Omega Ratio Rank: 4646
Omega Ratio Rank
RICI.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
RICI.L Martin Ratio Rank: 4545
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. RICI.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 Market Access Rogers International Commodity UCITS ETF (RICI.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.LRICI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.37

1.24

+0.13

Calmar ratioReturn relative to maximum drawdown

2.50

1.65

+0.84

Martin ratioReturn relative to average drawdown

8.63

5.42

+3.22

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

The current ROLL.L Sharpe Ratio is 2.10, which is higher than the RICI.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ROLL.L and RICI.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. RICI.L - Drawdown Comparison

The maximum ROLL.L drawdown since its inception was -26.90%, which is greater than RICI.L's maximum drawdown of -25.22%. Use the drawdown chart below to compare losses from any high point for ROLL.L and RICI.L.


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Drawdown Indicators


ROLL.LRICI.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.90%

-25.22%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-15.94%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

-15.94%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

-25.22%

+4.77%

Current Drawdown

Current decline from peak

-7.46%

-13.13%

+5.67%

Average Drawdown

Average peak-to-trough decline

-9.17%

-11.14%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

4.88%

-0.84%

Volatility

ROLL.L vs. RICI.L - Volatility Comparison

The current volatility for iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) is 4.60%, while Market Access Rogers International Commodity UCITS ETF (RICI.L) has a volatility of 5.04%. This indicates that ROLL.L experiences smaller price fluctuations and is considered to be less risky than RICI.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.LRICI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

5.04%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

18.29%

-3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

20.03%

-3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

19.15%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

19.53%

-4.57%

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

ROLL.L has a 0.28% expense ratio, which is lower than RICI.L's 0.60% expense ratio.


Dividends

ROLL.L vs. RICI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ROLL.L and RICI.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.60% for RICI.L.

ROLL.L tracks iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF, while RICI.L tracks Rogers International Commodity (RICI). They also come from different issuers: iShares and China Post Global. Their fees differ too: 0.28% for ROLL.L and 0.60% for RICI.L.

Portfolio Optimizer

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