PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares S&P GSCI Commodity-Indexed Trust (GSG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46428R1077
CUSIP46428R107
IssueriShares
Inception DateJul 21, 2006
CategoryCommodities
Index TrackedS&P GSCI Total Return Index
Home Pagewww.ishares.com
Asset ClassCommodity

Expense Ratio

GSG has a high expense ratio of 0.75%, indicating higher-than-average management fees.


Expense ratio chart for GSG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares S&P GSCI Commodity-Indexed Trust

Popular comparisons: GSG vs. DBC, GSG vs. COMT, GSG vs. VCMDX, GSG vs. PDBC, GSG vs. GLD, GSG vs. NVCR, GSG vs. NGG, GSG vs. VGT, GSG vs. GLDM, GSG vs. CGL.TO

Performance

Performance Chart

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.


-100.00%0.00%100.00%200.00%300.00%2024FebruaryMarchAprilMayJune
-54.49%
340.59%
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares S&P GSCI Commodity-Indexed Trust had a return of 10.42% year-to-date (YTD) and 13.42% in the last 12 months. Over the past 10 years, iShares S&P GSCI Commodity-Indexed Trust had an annualized return of -4.12%, while the S&P 500 had an annualized return of 10.85%, indicating that iShares S&P GSCI Commodity-Indexed Trust did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.42%14.57%
1 month-0.32%3.01%
6 months8.95%14.93%
1 year13.42%25.67%
5 years (annualized)7.45%13.42%
10 years (annualized)-4.12%10.85%

Monthly Returns

The table below presents the monthly returns of GSG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.39%0.86%4.45%0.95%-1.44%10.42%
2023-0.09%-4.24%-0.94%-1.04%-6.23%4.39%10.83%0.46%3.73%-3.91%-4.39%-3.00%-5.51%
202211.75%8.84%8.84%4.55%5.74%-7.75%-0.74%-2.97%-7.51%6.17%-1.19%-1.67%24.08%
20214.70%10.30%-1.90%8.09%2.38%4.35%1.31%-2.39%5.97%5.87%-10.59%7.21%39.14%
2020-10.61%-7.80%-30.39%-8.82%15.80%6.20%3.66%4.65%-4.44%-3.44%12.24%6.21%-23.23%
20198.35%3.49%1.46%2.76%-8.42%4.26%-0.45%-4.88%1.55%0.80%0.40%6.43%15.62%
20183.75%-3.67%2.34%4.62%1.55%1.24%-3.63%1.04%3.84%-6.18%-11.07%-7.21%-13.88%
2017-1.53%0.13%-4.08%-2.63%-1.18%-1.68%4.21%-1.03%3.04%3.89%1.29%3.83%3.89%
2016-5.27%-2.08%4.47%10.37%1.31%0.65%-10.05%2.01%4.07%-1.75%2.47%5.03%10.12%
2015-8.71%5.94%-6.56%10.92%-2.17%-0.24%-14.16%0.28%-6.00%-0.06%-9.14%-8.25%-34.06%
2014-2.21%4.80%-0.06%1.00%-0.51%2.38%-5.66%-1.56%-6.06%-5.95%-10.10%-13.75%-32.96%
20134.57%-5.10%1.11%-4.89%-1.54%-0.03%5.65%3.10%-3.49%-1.45%-0.47%1.35%-1.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GSG is 25, indicating that it is in the bottom 25% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GSG is 2525
GSG (iShares S&P GSCI Commodity-Indexed Trust)
The Sharpe Ratio Rank of GSG is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of GSG is 2727Sortino Ratio Rank
The Omega Ratio Rank of GSG is 2727Omega Ratio Rank
The Calmar Ratio Rank of GSG is 1616Calmar Ratio Rank
The Martin Ratio Rank of GSG is 2525Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GSG
Sharpe ratio
The chart of Sharpe ratio for GSG, currently valued at 0.61, compared to the broader market0.002.004.006.000.61
Sortino ratio
The chart of Sortino ratio for GSG, currently valued at 0.92, compared to the broader market0.005.0010.000.92
Omega ratio
The chart of Omega ratio for GSG, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.11
Calmar ratio
The chart of Calmar ratio for GSG, currently valued at 0.13, compared to the broader market0.005.0010.0015.0020.000.13
Martin ratio
The chart of Martin ratio for GSG, currently valued at 1.55, compared to the broader market0.0020.0040.0060.0080.00100.001.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.008.36

Sharpe Ratio

The current iShares S&P GSCI Commodity-Indexed Trust Sharpe ratio is 0.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares S&P GSCI Commodity-Indexed Trust with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.61
2.24
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)

Dividends

Dividend History


iShares S&P GSCI Commodity-Indexed Trust doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-70.65%
-0.41%
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P GSCI Commodity-Indexed Trust. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares S&P GSCI Commodity-Indexed Trust was 89.62%, occurring on Apr 28, 2020. The portfolio has not yet recovered.

The current iShares S&P GSCI Commodity-Indexed Trust drawdown is 70.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.62%Jul 3, 20082975Apr 28, 2020
-30.43%Aug 3, 2006115Jan 18, 2007201Nov 2, 2007316
-9.48%Mar 14, 20084Mar 19, 200818Apr 15, 200822
-8.78%Jan 4, 200813Jan 23, 200816Feb 14, 200829
-7.74%Nov 21, 20079Dec 4, 200715Dec 26, 200724

Volatility

Volatility Chart

The current iShares S&P GSCI Commodity-Indexed Trust volatility is 4.94%, 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.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
4.94%
2.38%
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)