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CTEF vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTEF vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Castellan Targeted Equity ETF (CTEF) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CTEF having a 32.85% return and GSG slightly lower at 32.61%.


CTEF

1D
1.34%
1M
9.93%
YTD
32.85%
6M
34.20%
1Y
3Y*
5Y*
10Y*

GSG

1D
-1.23%
1M
-10.56%
YTD
32.61%
6M
33.30%
1Y
32.73%
3Y*
16.62%
5Y*
13.86%
10Y*
6.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTEF vs. GSG - Yearly Performance Comparison


Correlation

The correlation between CTEF and GSG is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 18, 2025

-0.23

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Return for Risk

CTEF vs. GSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTEF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GSG
GSG Risk / Return Rank: 5757
Overall Rank
GSG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 4949
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 6969
Calmar Ratio Rank
GSG Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTEF vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castellan Targeted Equity ETF (CTEF) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CTEFGSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

3.05

Martin ratioReturn relative to average drawdown

9.32

CTEF vs. GSG - Sharpe Ratio Comparison


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Drawdowns

CTEF vs. GSG - Drawdown Comparison

The maximum CTEF drawdown since its inception was -15.00%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for CTEF and GSG.


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Drawdown Indicators


CTEFGSGDifference

Max Drawdown

Largest peak-to-trough decline

-15.00%

-89.62%

+74.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

0.00%

-59.96%

+59.96%

Average Drawdown

Average peak-to-trough decline

-1.78%

-63.69%

+61.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

Volatility

CTEF vs. GSG - Volatility Comparison


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Volatility by Period


CTEFGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

23.25%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

22.66%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

22.04%

+0.26%

CTEF vs. GSG - Expense Ratio Comparison

CTEF has a 0.45% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

CTEF vs. GSG - Dividend Comparison

CTEF's dividend yield for the trailing twelve months is around 0.06%, while GSG has not paid dividends to shareholders.


Frequently Asked Questions


CTEF and GSG have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CTEF is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTEF is cheaper with a 0.45% expense ratio, compared with 0.75% for GSG.

CTEF has the higher dividend yield at 0.06%, compared with 0.00% for GSG.

CTEF is categorized as Mid Cap Blend Equities, while GSG is Commodities. They also come from different issuers: Castellan and iShares. Their fees differ too: 0.45% for CTEF and 0.75% for GSG.

Portfolio Optimizer

Find the right allocation for CTEF and GSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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