EUR=X vs. GSG
Compare and contrast key facts about USD/EUR (EUR=X) and iShares S&P GSCI Commodity-Indexed Trust (GSG).
GSG is a passively managed fund by iShares that tracks the performance of the S&P GSCI Total Return Index. It was launched on Jul 21, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUR=X or GSG.
Correlation
The correlation between EUR=X and GSG is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EUR=X vs. GSG - Performance Comparison
Key characteristics
EUR=X:
0.89
GSG:
0.95
EUR=X:
1.40
GSG:
1.43
EUR=X:
1.17
GSG:
1.17
EUR=X:
0.20
GSG:
0.20
EUR=X:
2.17
GSG:
2.73
EUR=X:
2.35%
GSG:
5.44%
EUR=X:
5.50%
GSG:
15.59%
EUR=X:
-48.28%
GSG:
-89.62%
EUR=X:
-19.71%
GSG:
-69.36%
Returns By Period
In the year-to-date period, EUR=X achieves a 0.50% return, which is significantly lower than GSG's 6.25% return. Over the past 10 years, EUR=X has underperformed GSG with an annualized return of 1.13%, while GSG has yielded a comparatively higher 1.68% annualized return.
EUR=X
0.50%
1.84%
5.75%
5.64%
1.36%
1.13%
GSG
6.25%
8.44%
5.96%
14.73%
8.05%
1.68%
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Risk-Adjusted Performance
EUR=X vs. GSG — Risk-Adjusted Performance Rank
EUR=X
GSG
EUR=X vs. GSG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/EUR (EUR=X) 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.
Drawdowns
EUR=X vs. GSG - Drawdown Comparison
The maximum EUR=X drawdown since its inception was -48.28%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for EUR=X and GSG. For additional features, visit the drawdowns tool.
Volatility
EUR=X vs. GSG - Volatility Comparison
The current volatility for USD/EUR (EUR=X) is 0.17%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 4.11%. This indicates that EUR=X 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.