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ROLL.L vs. UC15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROLL.L vs. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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 UC15.L is traded in GBp. To make them comparable, the UC15.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 UC15.L's 21.34% 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*

UC15.L

1D
0.78%
1M
3.66%
6M
17.89%
YTD
21.34%
1Y
27.74%
3Y*
11.57%
5Y*
11.52%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROLL.L vs. UC15.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%
UC15.L
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc
21.34%10.01%4.66%-1.58%16.07%34.87%0.50%9.54%-12.70%

Correlation

The correlation between ROLL.L and UC15.L is 0.85, 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

0.85

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

0.85

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

0.86

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

0.85

The correlation between ROLL.L and UC15.L has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.

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Return for Risk

ROLL.L vs. UC15.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

UC15.L
UC15.L Risk / Return Rank: 7272
Overall Rank
UC15.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
UC15.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
UC15.L Omega Ratio Rank: 7171
Omega Ratio Rank
UC15.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
UC15.L Martin Ratio Rank: 6868
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. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.LUC15.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.37

1.36

+0.01

Calmar ratioReturn relative to maximum drawdown

2.50

2.69

-0.19

Martin ratioReturn relative to average drawdown

8.63

9.30

-0.66

ROLL.L vs. UC15.L - Sharpe Ratio Comparison

The current ROLL.L Sharpe Ratio is 2.10, which is comparable to the UC15.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of ROLL.L and UC15.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. UC15.L - Drawdown Comparison

The maximum ROLL.L drawdown since its inception was -26.90%, smaller than the maximum UC15.L drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for ROLL.L and UC15.L.


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Drawdown Indicators


ROLL.LUC15.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.90%

-98.90%

+72.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-10.27%

-3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-13.94%

-22.29%

+8.35%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

-22.29%

+1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.40%

Current Drawdown

Current decline from peak

-7.46%

-4.13%

-3.33%

Average Drawdown

Average peak-to-trough decline

-9.17%

-22.14%

+12.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

2.98%

+1.06%

Volatility

ROLL.L vs. UC15.L - Volatility Comparison

iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF (ROLL.L) has a higher volatility of 4.60% compared to UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) at 4.00%. This indicates that ROLL.L's price experiences larger fluctuations and is considered to be riskier than UC15.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.LUC15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.00%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

11.40%

+3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

13.23%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

19.82%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

17.19%

-2.23%

ROLL.L vs. UC15.L - Expense Ratio Comparison

ROLL.L has a 0.28% expense ratio, which is lower than UC15.L's 0.34% expense ratio.


Dividends

ROLL.L vs. UC15.L - Dividend Comparison

Neither ROLL.L nor UC15.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ROLL.L and UC15.L have a correlation of 0.85, 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 0.34% for UC15.L.

ROLL.L tracks iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF, while UC15.L tracks UBS CMCI. They also come from different issuers: iShares and UBS. Their fees differ too: 0.28% for ROLL.L and 0.34% for UC15.L.

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