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VFEG.L vs. ROLG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFEG.L vs. ROLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating (VFEG.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VFEG.L achieves a 9.78% return, which is significantly lower than ROLG.L's 23.13% return.


VFEG.L

1D
-0.34%
1M
-2.79%
6M
5.49%
YTD
9.78%
1Y
21.11%
3Y*
14.82%
5Y*
5.85%
10Y*

ROLG.L

1D
-0.63%
1M
0.77%
6M
15.88%
YTD
23.13%
1Y
33.33%
3Y*
13.22%
5Y*
12.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFEG.L vs. ROLG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating
9.78%17.15%14.12%1.28%-7.26%-0.01%11.28%-15.84%
ROLG.L
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD
23.13%8.66%6.32%-7.36%30.51%29.23%-2.41%-3.51%

Correlation

The correlation between VFEG.L and ROLG.L is -0.05, 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

-0.05

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

0.12

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

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.24

The correlation between VFEG.L and ROLG.L shifts across timeframes, from -0.05 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VFEG.L vs. ROLG.L — Risk / Return Rank

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

VFEG.L
VFEG.L Risk / Return Rank: 5252
Overall Rank
VFEG.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 5050
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 5252
Martin Ratio Rank

ROLG.L
ROLG.L Risk / Return Rank: 7171
Overall Rank
ROLG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 7474
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 6262
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.

VFEG.L vs. ROLG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating (VFEG.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.

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.


VFEG.LROLG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.26

1.35

-0.09

Calmar ratioReturn relative to maximum drawdown

2.34

2.65

-0.32

Martin ratioReturn relative to average drawdown

7.10

8.98

-1.88

VFEG.L vs. ROLG.L - Sharpe Ratio Comparison

The current VFEG.L Sharpe Ratio is 1.43, which is comparable to the ROLG.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VFEG.L and ROLG.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

VFEG.L vs. ROLG.L - Drawdown Comparison

The maximum VFEG.L drawdown since its inception was -34.33%, smaller than the maximum ROLG.L drawdown of -40.64%. Use the drawdown chart below to compare losses from any high point for VFEG.L and ROLG.L.


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Drawdown Indicators


VFEG.LROLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-40.64%

+6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-12.50%

+3.51%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-25.00%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-25.00%

+2.67%

Current Drawdown

Current decline from peak

-4.74%

-7.94%

+3.20%

Average Drawdown

Average peak-to-trough decline

-11.74%

-18.36%

+6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.70%

-0.73%

Volatility

VFEG.L vs. ROLG.L - Volatility Comparison

Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating (VFEG.L) has a higher volatility of 4.97% compared to iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) at 4.19%. This indicates that VFEG.L's price experiences larger fluctuations and is considered to be riskier 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


VFEG.LROLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.19%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

14.27%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.77%

16.45%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

22.17%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

21.63%

+0.50%

VFEG.L vs. ROLG.L - Expense Ratio Comparison

VFEG.L has a 0.17% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.


Dividends

VFEG.L vs. ROLG.L - Dividend Comparison

Neither VFEG.L nor ROLG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VFEG.L and ROLG.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VFEG.L is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFEG.L is cheaper with a 0.17% expense ratio, compared with 0.28% for ROLG.L.

VFEG.L is categorized as Emerging Markets Equities, while ROLG.L is Commodities. VFEG.L tracks FTSE Emerging Index, while ROLG.L tracks Bloomberg Roll Select Commodity. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.17% for VFEG.L and 0.28% for ROLG.L.

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