VUAG.L vs. ROLG.L
VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both exchange-traded funds - VUAG.L is a S&P 500 fund tracking the S&P 500 Index, while ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, VUAG.L returned 13.99%/yr vs 12.84%/yr for ROLG.L. At a 0.23 correlation, their price movements are largely independent. VUAG.L charges 0.07%/yr vs 0.28%/yr for ROLG.L.
Performance
VUAG.L vs. ROLG.L - Performance Comparison
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Returns By Period
In the year-to-date period, VUAG.L achieves a 9.55% return, which is significantly lower than ROLG.L's 18.44% return.
VUAG.L
- 1D
- -0.94%
- 1M
- -0.07%
- YTD
- 9.55%
- 6M
- 9.69%
- 1Y
- 26.06%
- 3Y*
- 19.12%
- 5Y*
- 13.99%
- 10Y*
- —
ROLG.L
- 1D
- 0.40%
- 1M
- -8.45%
- YTD
- 18.44%
- 6M
- 17.16%
- 1Y
- 32.29%
- 3Y*
- 11.90%
- 5Y*
- 12.84%
- 10Y*
- —
VUAG.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 9.55% | 9.36% | 27.34% | 19.65% | -8.87% | 30.97% | 16.23% | -12.98% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 18.44% | 8.66% | 6.32% | -7.36% | 30.51% | 29.23% | -2.41% | 1.86% |
Correlation
The correlation between VUAG.L and ROLG.L is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.23 |
The correlation between VUAG.L and ROLG.L shifts across timeframes, from -0.06 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUAG.L vs. ROLG.L — Risk / Return Rank
VUAG.L
ROLG.L
VUAG.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.
| VUAG.L | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.72 | +0.92 |
| Martin ratioReturn relative to average drawdown | 13.13 | 11.70 | +1.43 |
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Drawdowns
VUAG.L vs. ROLG.L - Drawdown Comparison
The maximum VUAG.L drawdown since its inception was -30.82%, smaller than the maximum ROLG.L drawdown of -40.64%. Use the drawdown chart below to compare losses from any high point for VUAG.L and ROLG.L.
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Drawdown Indicators
| VUAG.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -40.64% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -11.80% | +4.69% |
Max Drawdown (3Y)Largest decline over 3 years | -20.88% | -25.00% | +4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -25.00% | +4.12% |
Current DrawdownCurrent decline from peak | -1.52% | -11.45% | +9.93% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -18.42% | +12.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.75% | -0.77% |
Volatility
VUAG.L vs. ROLG.L - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) is 3.56%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 4.65%. This indicates that VUAG.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
| VUAG.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.65% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 14.48% | -6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 16.33% | -5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 22.19% | -7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 21.68% | -3.82% |
VUAG.L vs. ROLG.L - Expense Ratio Comparison
VUAG.L has a 0.07% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.
Dividends
VUAG.L vs. ROLG.L - Dividend Comparison
Neither VUAG.L nor ROLG.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.80% |
Frequently Asked Questions
VUAG.L and ROLG.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAG.L is cheaper with a 0.07% expense ratio, compared with 0.28% for ROLG.L.
VUAG.L is categorized as S&P 500, while ROLG.L is Commodities. VUAG.L tracks S&P 500 Index, while ROLG.L tracks Bloomberg Roll Select Commodity. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAG.L and 0.28% for ROLG.L.
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