WCOB.L vs. ROLG.L
Compare and contrast key facts about WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L).
WCOB.L and ROLG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WCOB.L is a passively managed fund by WisdomTree that tracks the performance of the Optimised Roll Commodity. It was launched on Apr 27, 2016. ROLG.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Roll Select Commodity. It was launched on Sep 28, 2018. Both WCOB.L and ROLG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WCOB.L vs. ROLG.L - Performance Comparison
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WCOB.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCOB.L WisdomTree Enhanced Commodity UCITS ETF USD Acc | 27.16% | 7.73% | 4.50% | -12.06% | 25.92% | 28.89% | -3.11% | 3.86% | -7.48% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 23.10% | 8.64% | 6.25% | -7.36% | 30.51% | 29.23% | -2.41% | 1.84% | -9.45% |
Different Trading Currencies
WCOB.L is traded in GBp, while ROLG.L is traded in GBP. To make them comparable, the ROLG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, WCOB.L achieves a 27.16% return, which is significantly higher than ROLG.L's 23.10% return.
WCOB.L
- 1D
- -2.23%
- 1M
- 9.48%
- YTD
- 27.16%
- 6M
- 33.14%
- 1Y
- 31.17%
- 3Y*
- 10.27%
- 5Y*
- 14.23%
- 10Y*
- —
ROLG.L
- 1D
- -2.36%
- 1M
- 6.72%
- YTD
- 23.10%
- 6M
- 29.54%
- 1Y
- 27.83%
- 3Y*
- 11.32%
- 5Y*
- 16.01%
- 10Y*
- —
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WCOB.L vs. ROLG.L - Expense Ratio Comparison
WCOB.L has a 0.35% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.
Return for Risk
WCOB.L vs. ROLG.L — Risk / Return Rank
WCOB.L
ROLG.L
WCOB.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.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.
| WCOB.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.75 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.29 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.32 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 4.46 | 4.14 | +0.31 |
Martin ratioReturn relative to average drawdown | 11.23 | 10.91 | +0.32 |
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
| WCOB.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.75 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.92 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.57 | +0.08 |
Correlation
The correlation between WCOB.L and ROLG.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WCOB.L vs. ROLG.L - Dividend Comparison
Neither WCOB.L nor ROLG.L has paid dividends to shareholders.
Drawdowns
WCOB.L vs. ROLG.L - Drawdown Comparison
The maximum WCOB.L drawdown since its inception was -27.14%, which is greater than ROLG.L's maximum drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for WCOB.L and ROLG.L.
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Drawdown Indicators
| WCOB.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -22.66% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -9.12% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | -19.85% | -7.29% |
Current DrawdownCurrent decline from peak | -2.23% | -2.59% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -9.13% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.59% | +0.18% |
Volatility
WCOB.L vs. ROLG.L - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a higher volatility of 7.77% compared to iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) at 7.05%. This indicates that WCOB.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
| WCOB.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 7.05% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.71% | 12.05% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 15.82% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 17.43% | -2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 16.87% | -1.24% |