SGIL.L vs. ROLG.L
SGIL.L (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both exchange-traded funds - SGIL.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD, while ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, SGIL.L returned -1.24%/yr vs 14.55%/yr for ROLG.L. At a 0.18 correlation, their price movements are largely independent. SGIL.L charges 0.20%/yr vs 0.28%/yr for ROLG.L.
Performance
SGIL.L vs. ROLG.L - Performance Comparison
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Returns By Period
In the year-to-date period, SGIL.L achieves a 1.14% return, which is significantly lower than ROLG.L's 27.75% return.
SGIL.L
- 1D
- 0.01%
- 1M
- 0.35%
- YTD
- 1.14%
- 6M
- 0.44%
- 1Y
- 4.97%
- 3Y*
- 0.67%
- 5Y*
- -1.24%
- 10Y*
- 1.78%
ROLG.L
- 1D
- -1.64%
- 1M
- -1.90%
- YTD
- 27.75%
- 6M
- 27.51%
- 1Y
- 44.31%
- 3Y*
- 14.24%
- 5Y*
- 14.55%
- 10Y*
- —
SGIL.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGIL.L iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 1.14% | 1.15% | -1.44% | -0.60% | -12.55% | 4.21% | 8.42% | 4.53% | 1.31% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 27.75% | 8.64% | 6.25% | -7.36% | 30.51% | 29.23% | -2.41% | 1.84% | -9.45% |
Correlation
The correlation between SGIL.L and ROLG.L is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.18 |
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Return for Risk
SGIL.L vs. ROLG.L — Risk / Return Rank
SGIL.L
ROLG.L
SGIL.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.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.
| SGIL.L | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.47 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 6.47 | -4.91 |
| Martin ratioReturn relative to average drawdown | 3.06 | 18.28 | -15.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGIL.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.65 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.82 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.59 | -0.18 |
Drawdowns
SGIL.L vs. ROLG.L - Drawdown Comparison
The maximum SGIL.L drawdown since its inception was -20.23%, smaller than the maximum ROLG.L drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for SGIL.L and ROLG.L.
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Drawdown Indicators
| SGIL.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.23% | -22.66% | +2.43% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -6.81% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -5.63% | -13.27% | +7.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -19.85% | -0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -20.23% | — | — |
Current DrawdownCurrent decline from peak | -15.00% | -4.56% | -10.44% |
Average DrawdownAverage peak-to-trough decline | -6.79% | -8.98% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.42% | -0.80% |
Volatility
SGIL.L vs. ROLG.L - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) is 1.13%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 5.90%. This indicates that SGIL.L experiences smaller price fluctuations and is considered to be less risky than ROLG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGIL.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 5.90% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 3.56% | 13.98% | -10.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.03% | 16.69% | -11.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.38% | 17.69% | -9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.97% | 16.98% | -8.01% |
SGIL.L vs. ROLG.L - Expense Ratio Comparison
SGIL.L has a 0.20% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.
Dividends
SGIL.L vs. ROLG.L - Dividend Comparison
Neither SGIL.L nor ROLG.L has paid dividends to shareholders.
Frequently Asked Questions
SGIL.L and ROLG.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGIL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGIL.L is cheaper with a 0.20% expense ratio, compared with 0.28% for ROLG.L.
SGIL.L is categorized as Inflation-Protected Bonds, while ROLG.L is Commodities. SGIL.L tracks Bloomberg Gbl Infl Linked TR USD, while ROLG.L tracks Bloomberg Roll Select Commodity. Their fees differ too: 0.20% for SGIL.L and 0.28% for ROLG.L.
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