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.
|Inception Date||Jul 21, 2006|
|Index Tracked||S&P GSCI Total Return Index|
|ETF Home Page||www.ishares.com|
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
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
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.
|5 years (annualized)||2.25%||9.36%|
|10 years (annualized)||-4.54%||9.79%|
Monthly Returns Heatmap
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|
|iShares S&P GSCI Commodity-Indexed Trust||-0.86|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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|
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|
|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|