XDW0.DE vs. ROLG.L
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and ROLG.L (iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while ROLG.L is a Commodities fund tracking the Bloomberg Roll Select Commodity. Both are passively managed. Over the past 5 years, XDW0.DE returned 20.33%/yr vs 14.40%/yr for ROLG.L. A 0.54 correlation means they provide meaningful diversification when combined. XDW0.DE charges 0.25%/yr vs 0.28%/yr for ROLG.L.
Performance
XDW0.DE vs. ROLG.L - Performance Comparison
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Different Trading Currencies
XDW0.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
In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than ROLG.L's 28.91% return.
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
ROLG.L
- 1D
- -1.72%
- 1M
- 0.21%
- YTD
- 28.91%
- 6M
- 28.17%
- 1Y
- 39.69%
- 3Y*
- 14.07%
- 5Y*
- 14.40%
- 10Y*
- —
XDW0.DE vs. ROLG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -21.66% |
ROLG.L iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 28.91% | 2.97% | 11.38% | -5.39% | 23.78% | 37.64% | -7.71% | 8.31% | -10.67% |
Correlation
The correlation between XDW0.DE and ROLG.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.54 |
The correlation between XDW0.DE and ROLG.L shifts across timeframes, from 0.54 (all time) to 0.65 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDW0.DE vs. ROLG.L — Risk / Return Rank
XDW0.DE
ROLG.L
XDW0.DE vs. ROLG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
| XDW0.DE | ROLG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 5.64 | -2.66 |
| Martin ratioReturn relative to average drawdown | 9.92 | 13.96 | -4.05 |
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
| XDW0.DE | ROLG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.40 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.80 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.60 | -0.23 |
Drawdowns
XDW0.DE vs. ROLG.L - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than ROLG.L's maximum drawdown of -25.33%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and ROLG.L.
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Drawdown Indicators
| XDW0.DE | ROLG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -25.33% | -36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.16% | -7.89% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -13.86% | -9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -20.29% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | — | — |
Current DrawdownCurrent decline from peak | -7.38% | -4.25% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -8.93% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 2.90% | +1.63% |
Volatility
XDW0.DE vs. ROLG.L - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.96% compared to iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD (ROLG.L) at 6.17%. This indicates that XDW0.DE'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
| XDW0.DE | ROLG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 6.17% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 14.20% | +4.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 16.85% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 18.04% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 17.37% | +8.65% |
XDW0.DE vs. ROLG.L - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is lower than ROLG.L's 0.28% expense ratio.
Dividends
XDW0.DE vs. ROLG.L - Dividend Comparison
Neither XDW0.DE nor ROLG.L has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and ROLG.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.28% for ROLG.L.
XDW0.DE is categorized as Energy Equities, while ROLG.L is Commodities. XDW0.DE tracks MSCI World/Energy NR USD, while ROLG.L tracks Bloomberg Roll Select Commodity. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDW0.DE and 0.28% for ROLG.L.
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