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 0.03, 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:
-0.81
GSG:
-0.28
EUR=X:
-1.02
GSG:
-0.28
EUR=X:
0.87
GSG:
0.97
EUR=X:
-0.22
GSG:
-0.07
EUR=X:
-1.79
GSG:
-0.86
EUR=X:
3.34%
GSG:
5.66%
EUR=X:
6.88%
GSG:
17.55%
EUR=X:
-48.28%
GSG:
-89.62%
EUR=X:
-27.40%
GSG:
-71.40%
Returns By Period
In the year-to-date period, EUR=X achieves a -9.13% return, which is significantly lower than GSG's -0.83% return. Over the past 10 years, EUR=X has underperformed GSG with an annualized return of -0.56%, while GSG has yielded a comparatively higher 0.54% annualized return.
EUR=X
-9.13%
-4.31%
-4.63%
-6.58%
-0.85%
-0.56%
GSG
-0.83%
-3.23%
2.86%
-3.14%
18.57%
0.54%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 0.51%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 9.12%. 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.