FIXT vs. GSG
FIXT (Procure Disaster Recovery Strategy ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - FIXT is a Global Equities fund tracking the VettaFi Natural Disaster Response and Mitigation Index, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. Both are passively managed. Over the past year, FIXT returned 2.57% vs 38.52% for GSG. Their -0.36 correlation means they have often moved in opposite directions in the past. Both charge a 0.75% expense ratio.
Performance
FIXT vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, FIXT achieves a -0.02% return, which is significantly lower than GSG's 35.21% return.
FIXT
- 1D
- 0.16%
- 1M
- -0.88%
- 6M
- -0.36%
- YTD
- -0.02%
- 1Y
- 2.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.01%
GSG
- 1D
- -2.68%
- 1M
- 9.90%
- 6M
- 27.47%
- YTD
- 35.21%
- 1Y
- 38.52%
- 3Y*
- 13.26%
- 5Y*
- 14.69%
- 10Y*
- 8.24%
- ALL TIME*
- -2.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $753.53K | $1.08M | $852.15K | |
| $17.98M | $16.40M | $25.53M |
FIXT vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FIXT Procure Disaster Recovery Strategy ETF | -0.02% | 4.57% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 35.21% | 0.09% |
Correlation
The correlation between FIXT and GSG is -0.38, 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. | -0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2025 | -0.36 |
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Return for Risk
FIXT vs. GSG — Risk / Return Rank
FIXT
GSG
FIXT vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Procure Disaster Recovery Strategy ETF (FIXT) 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.
| FIXT | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 2.06 | -1.20 |
| Martin ratioReturn relative to average drawdown | 2.12 | 6.61 | -4.49 |
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Drawdowns
FIXT vs. GSG - Drawdown Comparison
The maximum FIXT drawdown since its inception was -3.02%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for FIXT and GSG.
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Drawdown Indicators
| FIXT | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.02% | -89.62% | +86.60% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -18.81% | +15.79% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -2.13% | -59.18% | +57.05% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -63.67% | +62.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 5.85% | -4.64% |
Volatility
FIXT vs. GSG - Volatility Comparison
The current volatility for Procure Disaster Recovery Strategy ETF (FIXT) is 1.12%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 8.75%. This indicates that FIXT 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
| FIXT | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.12% | 8.75% | -7.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 22.27% | -19.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 24.37% | -20.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.76% | 22.89% | -19.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.76% | 22.07% | -18.31% |
FIXT vs. GSG - Expense Ratio Comparison
Both FIXT and GSG have an expense ratio of 0.75%.
Dividends
FIXT vs. GSG - Dividend Comparison
FIXT's dividend yield for the trailing twelve months is around 5.66%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
FIXT Procure Disaster Recovery Strategy ETF | 5.66% | 3.24% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% |
Frequently Asked Questions
FIXT and GSG have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (8.75%) compared to FIXT (1.12%). In terms of maximum drawdown, FIXT dropped -3.02% vs GSG's -89.62%.
On 1-year performance, GSG leads with 38.52% vs 2.57% for FIXT. Both ETFs have the same 0.75% expense ratio. On volatility, FIXT has been the lower-risk option at 1.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSG has performed better with a 38.52% return vs 2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FIXT and GSG have the same expense ratio: 0.75% per year.
FIXT has the higher dividend yield at 5.66%, compared with 0.00% for GSG.
FIXT is categorized as Global Equities, while GSG is Commodities. FIXT tracks VettaFi Natural Disaster Response and Mitigation Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Procure and iShares.
GSG currently has the higher Sharpe Ratio (1.59 vs 0.72), 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.
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