iShares S&P GSCI Commodity-Indexed Trust (GSG)
GSG is a passive ETF by iShares tracking the investment results of the S&P GSCI Total Return Index. GSG launched on Jul 21, 2006 and has a 0.75% expense ratio.
ETF Info
ISIN | US46428R1077 |
---|---|
CUSIP | 46428R107 |
Issuer | iShares |
Inception Date | Jul 21, 2006 |
Category | Commodities |
Index Tracked | S&P GSCI Total Return Index |
ETF Home Page | www.ishares.com |
Asset Class | Commodity |
Expense Ratio
The iShares S&P GSCI Commodity-Indexed Trust has a high expense ratio of 0.75%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in iShares S&P GSCI Commodity-Indexed Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
iShares S&P GSCI Commodity-Indexed Trust had a return of -8.76% year-to-date (YTD) and -23.29% in the last 12 months. Over the past 10 years, iShares S&P GSCI Commodity-Indexed Trust had an annualized return of -4.54%, while the S&P 500 had an annualized return of 9.79%, indicating that iShares S&P GSCI Commodity-Indexed Trust did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
1 month | -2.71% | 0.86% |
Year-To-Date | -8.76% | 9.53% |
6 months | -7.85% | 4.45% |
1 year | -23.29% | 1.14% |
5 years (annualized) | 2.25% | 9.36% |
10 years (annualized) | -4.54% | 9.79% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -0.09% | -4.24% | -0.94% | -1.04% | ||||||||
2022 | 6.17% | -1.19% | -1.67% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and S&P 500 (^GSPC). 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | -0.86 | ||||
^GSPC S&P 500 | 0.27 |
Dividend History
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the iShares S&P GSCI Commodity-Indexed Trust. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the iShares S&P GSCI Commodity-Indexed Trust is 89.62%, recorded on Apr 28, 2020. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-89.62% | Jul 3, 2008 | 2975 | Apr 28, 2020 | — | — | — |
-30.43% | Aug 3, 2006 | 115 | Jan 18, 2007 | 201 | Nov 2, 2007 | 316 |
-9.48% | Mar 14, 2008 | 4 | Mar 19, 2008 | 18 | Apr 15, 2008 | 22 |
-8.78% | Jan 4, 2008 | 13 | Jan 23, 2008 | 16 | Feb 14, 2008 | 29 |
-7.74% | Nov 21, 2007 | 9 | Dec 4, 2007 | 15 | Dec 26, 2007 | 24 |
Volatility Chart
The current iShares S&P GSCI Commodity-Indexed Trust volatility is 6.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Portfolios with iShares S&P GSCI Commodity-Indexed Trust
Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
7Twelve Portfolio | 2.06% | 4.62% | 2.73% | 9.88% | -22.46% | 0.14% | -0.18 | ||||
Alpha Architect Robust Portfolio | 1.38% | 5.50% | 2.20% | 12.86% | -48.58% | 0.40% | -0.22 | ||||
Mebane Faber Ivy Portfolio | 1.31% | 4.13% | 2.54% | 12.10% | -48.90% | 0.22% | -0.44 |