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

Performance

WLDS.L vs. ROLG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Small Cap UCITS ETF (WLDS.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, WLDS.L achieves a 17.33% return, which is significantly lower than ROLG.L's 18.44% return.


WLDS.L

1D
0.38%
1M
3.26%
YTD
17.33%
6M
16.81%
1Y
35.85%
3Y*
16.73%
5Y*
8.21%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
WLDS.L
iShares MSCI World Small Cap UCITS ETF
17.33%11.75%8.63%11.26%-8.89%16.71%12.54%20.41%-14.81%
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%1.84%-30.50%

Correlation

The correlation between WLDS.L and ROLG.L is -0.15, 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

-0.15

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

0.03

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.23

The correlation between WLDS.L and ROLG.L shifts across timeframes, from -0.15 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

WLDS.L
WLDS.L Risk / Return Rank: 9090
Overall Rank
WLDS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 9090
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8989
Martin Ratio Rank

ROLG.L
ROLG.L Risk / Return Rank: 6767
Overall Rank
ROLG.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ROLG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
ROLG.L Omega Ratio Rank: 6565
Omega Ratio Rank
ROLG.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
ROLG.L Martin Ratio Rank: 7272
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (WLDS.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.


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

+0.82

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.50

1.34

+0.16

Calmar ratioReturn relative to maximum drawdown

4.54

2.72

+1.82

Martin ratioReturn relative to average drawdown

17.14

11.70

+5.44

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

The current WLDS.L Sharpe Ratio is 2.79, which is higher than the ROLG.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of WLDS.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

WLDS.L vs. ROLG.L - Drawdown Comparison

The maximum WLDS.L drawdown since its inception was -43.18%, which is greater than ROLG.L's maximum drawdown of -40.64%. Use the drawdown chart below to compare losses from any high point for WLDS.L and ROLG.L.


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Drawdown Indicators


WLDS.LROLG.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.18%

-40.64%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-11.80%

+3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-21.53%

-25.00%

+3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-25.00%

+3.47%

Current Drawdown

Current decline from peak

0.00%

-11.45%

+11.45%

Average Drawdown

Average peak-to-trough decline

-12.23%

-18.42%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.75%

-0.66%

Volatility

WLDS.L vs. ROLG.L - Volatility Comparison

The current volatility for iShares MSCI World Small Cap UCITS ETF (WLDS.L) is 3.49%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 4.65%. This indicates that WLDS.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


WLDS.LROLG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

4.65%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

14.48%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

16.33%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

22.19%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.41%

21.68%

+0.73%

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

WLDS.L has a 0.35% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.


Dividends

WLDS.L vs. ROLG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WLDS.L and ROLG.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ROLG.L is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ROLG.L is cheaper with a 0.28% expense ratio, compared with 0.35% for WLDS.L.

WLDS.L is categorized as Small Cap Blend Equities, while ROLG.L is Commodities. WLDS.L tracks MSCI World Small Cap Inde, while ROLG.L tracks Bloomberg Roll Select Commodity. Their fees differ too: 0.35% for WLDS.L and 0.28% for ROLG.L.

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