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DES vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DES vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. SmallCap Dividend Fund (DES) 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

In the year-to-date period, DES achieves a 24.76% return, which is significantly lower than GSG's 32.52% return. Both investments have delivered pretty close results over the past 10 years, with DES having a 8.22% annualized return and GSG not far behind at 8.03%.


DES

1D
-0.65%
1M
2.72%
6M
12.64%
YTD
24.76%
1Y
32.63%
3Y*
13.96%
5Y*
8.42%
10Y*
8.22%
ALL TIME*
7.96%

GSG

1D
0.36%
1M
5.78%
6M
21.95%
YTD
32.52%
1Y
37.47%
3Y*
12.51%
5Y*
14.20%
10Y*
8.03%
ALL TIME*
-2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.14M$4.84M$5.81M
$18.96M$16.42M$22.87M

DES vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DES
WisdomTree U.S. SmallCap Dividend Fund
24.76%0.25%9.93%16.50%-10.96%26.51%-4.26%20.26%-12.85%8.64%
GSG
iShares S&P GSCI Commodity-Indexed Trust
32.52%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between DES and GSG is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.19

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2006

0.27

The correlation between DES and GSG shifts across timeframes, from -0.19 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DES vs. GSG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DES
DES Risk / Return Rank: 8484
Overall Rank
DES Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DES Sortino Ratio Rank: 8686
Sortino Ratio Rank
DES Omega Ratio Rank: 8080
Omega Ratio Rank
DES Calmar Ratio Rank: 9090
Calmar Ratio Rank
DES Martin Ratio Rank: 8484
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5151
Overall Rank
GSG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5252
Sortino Ratio Rank
GSG Omega Ratio Rank: 5353
Omega Ratio Rank
GSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
GSG Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DES vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) 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.


DESGSGDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.37

1.27

+0.10

Calmar ratioReturn relative to maximum drawdown

4.29

2.00

+2.29

Martin ratioReturn relative to average drawdown

12.92

6.32

+6.60

DES vs. GSG - Sharpe Ratio Comparison

The current DES Sharpe Ratio is 2.09, which is higher than the GSG Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of DES and GSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DES vs. GSG - Drawdown Comparison

The maximum DES drawdown since its inception was -65.48%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for DES and GSG.


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Drawdown Indicators


DESGSGDifference

Max Drawdown

Largest peak-to-trough decline

-65.48%

-89.62%

+24.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-18.81%

+11.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.16%

-18.81%

-6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-29.12%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-45.65%

-57.64%

+11.99%

Current Drawdown

Current decline from peak

-0.65%

-59.99%

+59.34%

Average Drawdown

Average peak-to-trough decline

-9.61%

-63.67%

+54.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

5.94%

-3.41%

Volatility

DES vs. GSG - Volatility Comparison

The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 3.66%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.99%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DESGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

8.99%

-5.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

21.89%

-11.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

24.44%

-8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

22.90%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

22.08%

-0.16%

DES vs. GSG - Expense Ratio Comparison

DES has a 0.38% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

DES vs. GSG - Dividend Comparison

DES's dividend yield for the trailing twelve months is around 2.22%, while GSG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DES
WisdomTree U.S. SmallCap Dividend Fund
2.22%2.85%2.81%2.65%2.89%2.31%2.75%2.68%3.65%2.89%2.70%3.09%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DES and GSG have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (8.99%) compared to DES (3.66%). In terms of maximum drawdown, DES dropped -65.48% vs GSG's -89.62%.

On 10-year performance, DES leads with 8.22% vs 8.03% for GSG. On fees, DES is cheaper at 0.38% per year. On volatility, DES has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DES has performed better with a 8.22% return vs 8.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DES is cheaper with a 0.38% expense ratio, compared with 0.75% for GSG.

DES has the higher dividend yield at 2.22%, compared with 0.00% for GSG.

DES is categorized as Small Cap Blend Equities, while GSG is Commodities. DES tracks WisdomTree SmallCap Dividend (TR), while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DES and 0.75% for GSG.

DES currently has the higher Sharpe Ratio (2.09 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DES and GSG

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