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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.
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Returns By Period
iShares S&P GSCI Commodity-Indexed Trust (GSG) has returned 39.85% so far this year and 41.63% over the past 12 months. Over the last ten years, GSG has returned 9.09% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
iShares S&P GSCI Commodity-Indexed Trust
- 1D
- -1.01%
- 1M
- 24.23%
- YTD
- 39.85%
- 6M
- 40.40%
- 1Y
- 41.63%
- 3Y*
- 17.03%
- 5Y*
- 17.93%
- 10Y*
- 9.09%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 21, 2006, GSG's average daily return is 0.00%, while the average monthly return is +0.05%. At this rate, your investment would double in approximately 115.6 years.
Historically, 54% of months were positive and 46% were negative. The best month was Mar 2026 with a return of +24.2%, while the worst month was Mar 2020 at -30.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, GSG closed higher 51% of trading days. The best single day was Nov 4, 2008 with a return of +7.6%, while the worst single day was Mar 9, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.49% | 1.88% | 24.23% | 39.85% | |||||||||
| 2025 | 3.45% | -1.47% | 2.61% | -8.87% | 2.02% | 4.11% | 3.45% | -0.13% | 0.88% | 1.04% | 0.26% | -0.90% | 5.93% |
| 2024 | 4.39% | 0.86% | 4.45% | 0.95% | -1.44% | 0.91% | -2.89% | -2.19% | -0.19% | 1.43% | -0.75% | 2.98% | 8.52% |
| 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% |
| 2022 | 11.75% | 8.84% | 8.84% | 4.55% | 5.74% | -7.75% | -0.74% | -2.97% | -7.51% | 6.17% | -1.19% | -1.67% | 24.08% |
| 2021 | 4.70% | 10.30% | -1.90% | 8.09% | 2.38% | 4.08% | 1.31% | -2.39% | 5.97% | 5.87% | -10.59% | 7.21% | 38.77% |
Benchmark Metrics
iShares S&P GSCI Commodity-Indexed Trust has an annualized alpha of -4.14%, beta of 0.47, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since July 24, 2006.
- This ETF participated in 82.24% of S&P 500 Index downside but only 38.87% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.47 may look defensive, but with R² of 0.15 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.15 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -4.14%
- Beta
- 0.47
- R²
- 0.15
- Upside Capture
- 38.87%
- Downside Capture
- 82.24%
Expense Ratio
GSG has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
GSG ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and compare them to a chosen benchmark (S&P 500 Index).
| GSG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.90 | +1.09 |
Sortino ratioReturn per unit of downside risk | 2.66 | 1.39 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.70 | 1.40 | +2.30 |
Martin ratioReturn relative to average drawdown | 10.32 | 6.61 | +3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore GSG risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 57.78%.
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
Volatility Chart
The chart below shows the rolling one-month volatility.
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