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iShares S&P GSCI Commodity-Indexed Trust (GSG)

ETF · Currency in USD · Last updated May 27, 2023

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

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

Expense Ratio

The iShares S&P GSCI Commodity-Indexed Trust has a high expense ratio of 0.75%, indicating higher-than-average management fees.


0.75%
0.00%2.15%

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.


-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%December2023FebruaryMarchAprilMay
-60.20%
239.07%
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with GSG

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.


PeriodReturnBenchmark
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.09%-4.24%-0.94%-1.04%
20226.17%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GSG
iShares S&P GSCI Commodity-Indexed Trust
-0.86
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares S&P GSCI Commodity-Indexed Trust Sharpe ratio is -0.86. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00December2023FebruaryMarchAprilMay
-0.86
0.27
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)

Dividend History


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

Drawdowns Chart

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


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%December2023FebruaryMarchAprilMay
-74.34%
-12.32%
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)

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, 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 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.


3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
6.52%
3.82%
GSG (iShares S&P GSCI Commodity-Indexed Trust)
Benchmark (^GSPC)

Portfolios with iShares S&P GSCI Commodity-Indexed Trust


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
7Twelve Portfolio2.06%4.62%2.73%9.88%-22.46%0.14%-0.18
Alpha Architect Robust Portfolio1.38%5.50%2.20%12.86%-48.58%0.40%-0.22
Mebane Faber Ivy Portfolio1.31%4.13%2.54%12.10%-48.90%0.22%-0.44