XCMC.DE vs. ROLG.L
XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both Commodities funds - XCMC.DE tracks the Bloomberg Commodity 3 Month Forward while ROLG.L tracks the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 3 years, XCMC.DE returned 11.29%/yr vs 14.07%/yr for ROLG.L. Their correlation of 0.84 suggests significant overlap in exposure. XCMC.DE charges 0.19%/yr vs 0.28%/yr for ROLG.L.
Performance
XCMC.DE vs. ROLG.L - Performance Comparison
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Different Trading Currencies
XCMC.DE is traded in EUR, while ROLG.L is traded in GBP. To make them comparable, the ROLG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with XCMC.DE having a 28.51% return and ROLG.L slightly higher at 28.91%.
XCMC.DE
- 1D
- -1.20%
- 1M
- 0.63%
- YTD
- 28.51%
- 6M
- 19.13%
- 1Y
- 28.46%
- 3Y*
- 11.29%
- 5Y*
- —
- 10Y*
- —
ROLG.L
- 1D
- -1.72%
- 1M
- 0.21%
- YTD
- 28.91%
- 6M
- 28.17%
- 1Y
- 39.69%
- 3Y*
- 14.07%
- 5Y*
- 14.40%
- 10Y*
- —
XCMC.DE vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 28.51% | -2.66% | 11.92% | -9.34% | 24.84% | -11.32% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 28.91% | 2.97% | 11.38% | -5.39% | 23.78% | -0.25% |
Correlation
The correlation between XCMC.DE and ROLG.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.84 |
The correlation between XCMC.DE and ROLG.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.
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Return for Risk
XCMC.DE vs. ROLG.L — Risk / Return Rank
XCMC.DE
ROLG.L
XCMC.DE vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) 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.
| XCMC.DE | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 5.64 | -1.92 |
| Martin ratioReturn relative to average drawdown | 8.44 | 13.96 | -5.53 |
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
| XCMC.DE | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.40 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.60 | -0.15 |
Drawdowns
XCMC.DE vs. ROLG.L - Drawdown Comparison
The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum ROLG.L drawdown of -25.33%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and ROLG.L.
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Drawdown Indicators
| XCMC.DE | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -25.33% | +2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -7.16% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.82% | -13.86% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.29% | — |
Current DrawdownCurrent decline from peak | -3.42% | -4.25% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -8.93% | -3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.90% | +0.55% |
Volatility
XCMC.DE vs. ROLG.L - Volatility Comparison
The current volatility for Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) is 4.94%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 6.17%. This indicates that XCMC.DE 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
| XCMC.DE | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 6.17% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 14.20% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.48% | 16.85% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 18.04% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 17.37% | -0.04% |
XCMC.DE vs. ROLG.L - Expense Ratio Comparison
XCMC.DE has a 0.19% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.
Dividends
XCMC.DE vs. ROLG.L - Dividend Comparison
Neither XCMC.DE nor ROLG.L has paid dividends to shareholders.
Frequently Asked Questions
XCMC.DE and ROLG.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.28% for ROLG.L.
XCMC.DE tracks Bloomberg Commodity 3 Month Forward, while ROLG.L tracks Bloomberg Roll Select Commodity. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XCMC.DE and 0.28% for ROLG.L.
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