VWRP.L vs. ROLG.L
VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both exchange-traded funds - VWRP.L is a Global Equities fund tracking the FTSE All-World Index, while ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, VWRP.L returned 11.83%/yr vs 12.84%/yr for ROLG.L. At a 0.24 correlation, their price movements are largely independent. VWRP.L charges 0.22%/yr vs 0.28%/yr for ROLG.L.
Performance
VWRP.L vs. ROLG.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWRP.L achieves a 11.70% return, which is significantly lower than ROLG.L's 18.44% return.
VWRP.L
- 1D
- -0.41%
- 1M
- 0.68%
- YTD
- 11.70%
- 6M
- 12.02%
- 1Y
- 28.41%
- 3Y*
- 18.52%
- 5Y*
- 11.83%
- 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*
- —
VWRP.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 11.70% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
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% | -3.72% |
Correlation
The correlation between VWRP.L and ROLG.L is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.24 |
The correlation between VWRP.L and ROLG.L shifts across timeframes, from -0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VWRP.L vs. ROLG.L — Risk / Return Rank
VWRP.L
ROLG.L
VWRP.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
| VWRP.L | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 2.72 | +1.26 |
| Martin ratioReturn relative to average drawdown | 15.78 | 11.70 | +4.08 |
Loading charts...
Drawdowns
VWRP.L vs. ROLG.L - Drawdown Comparison
The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum ROLG.L drawdown of -40.64%. Use the drawdown chart below to compare losses from any high point for VWRP.L and ROLG.L.
Loading charts...
Drawdown Indicators
| VWRP.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.10% | -40.64% | +15.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -11.80% | +4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -25.00% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -25.00% | +7.36% |
Current DrawdownCurrent decline from peak | -1.41% | -11.45% | +10.04% |
Average DrawdownAverage peak-to-trough decline | -3.37% | -18.42% | +15.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 2.75% | -0.95% |
Volatility
VWRP.L vs. ROLG.L - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.61%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 4.65%. This indicates that VWRP.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.
Loading charts...
Volatility by Period
| VWRP.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 4.65% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 14.48% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.78% | 16.33% | -5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.95% | 22.19% | -9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.94% | 21.68% | -6.74% |
VWRP.L vs. ROLG.L - Expense Ratio Comparison
VWRP.L has a 0.22% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.
Dividends
VWRP.L vs. ROLG.L - Dividend Comparison
Neither VWRP.L nor ROLG.L has paid dividends to shareholders.
Frequently Asked Questions
VWRP.L and ROLG.L have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.28% for ROLG.L.
VWRP.L is categorized as Global Equities, while ROLG.L is Commodities. VWRP.L tracks FTSE All-World Index, while ROLG.L tracks Bloomberg Roll Select Commodity. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRP.L and 0.28% for ROLG.L.
Find the right allocation for VWRP.L and ROLG.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer