ROLL.L vs. RICI.L
ROLL.L (iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF) and RICI.L (Market Access Rogers International Commodity UCITS ETF) are both Commodities funds - ROLL.L tracks the iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF while RICI.L tracks the Rogers International Commodity (RICI). Both are passively managed. Over the past 5 years, ROLL.L returned 12.62%/yr vs 10.54%/yr for RICI.L. Their correlation of 0.81 suggests significant overlap in exposure. ROLL.L charges 0.28%/yr vs 0.60%/yr for RICI.L.
Performance
ROLL.L vs. RICI.L - Performance Comparison
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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*
- —
ROLL.L vs. RICI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
ROLL.L
RICI.L
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.L | RICI.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | RICI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.46% | -13.13% | +5.67% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -11.14% | +1.97% |
Ulcer IndexDepth 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.L | RICI.L | Difference | |
|---|---|---|---|
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.
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.
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