XDBG.L vs. ROLG.L
Compare and contrast key facts about Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) and iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L).
XDBG.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. XDBG.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged). It was launched on Feb 9, 2011. 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 XDBG.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
XDBG.L vs. ROLG.L - Performance Comparison
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XDBG.L vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDBG.L Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged | 15.97% | 25.68% | 8.15% | -11.18% | 18.13% | 38.25% | -3.17% | 5.10% | -14.35% |
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
XDBG.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, XDBG.L achieves a 15.97% return, which is significantly lower than ROLG.L's 23.10% return.
XDBG.L
- 1D
- -1.28%
- 1M
- 1.81%
- YTD
- 15.97%
- 6M
- 28.69%
- 1Y
- 30.04%
- 3Y*
- 14.47%
- 5Y*
- 15.82%
- 10Y*
- 9.23%
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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XDBG.L vs. ROLG.L - Expense Ratio Comparison
XDBG.L has a 0.39% expense ratio, which is higher than ROLG.L's 0.28% expense ratio.
Return for Risk
XDBG.L vs. ROLG.L — Risk / Return Rank
XDBG.L
ROLG.L
XDBG.L vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.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.
| XDBG.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.75 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.97 | 2.29 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.32 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 4.14 | -1.00 |
Martin ratioReturn relative to average drawdown | 8.32 | 10.91 | -2.59 |
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
| XDBG.L | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.75 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.92 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.57 | -0.52 |
Correlation
The correlation between XDBG.L and ROLG.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XDBG.L vs. ROLG.L - Dividend Comparison
Neither XDBG.L nor ROLG.L has paid dividends to shareholders.
Drawdowns
XDBG.L vs. ROLG.L - Drawdown Comparison
The maximum XDBG.L drawdown since its inception was -64.69%, 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 XDBG.L and ROLG.L.
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Drawdown Indicators
| XDBG.L | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.69% | -22.66% | -42.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.64% | -9.12% | -3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -28.67% | -19.85% | -8.82% |
Max Drawdown (10Y)Largest decline over 10 years | -37.06% | — | — |
Current DrawdownCurrent decline from peak | -4.25% | -2.59% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -35.60% | -9.13% | -26.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 2.59% | +1.03% |
Volatility
XDBG.L vs. ROLG.L - Volatility Comparison
The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) is 5.60%, while iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) has a volatility of 7.05%. This indicates that XDBG.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
| XDBG.L | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 7.05% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.39% | 12.05% | +3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 15.82% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 17.43% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 16.87% | -0.84% |