PortfoliosLab logoPortfoliosLab logo
FXY vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXY vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Japanese Yen Trust (FXY) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FXY achieves a -3.58% return, which is significantly lower than GSG's 34.43% return. Over the past 10 years, FXY has underperformed GSG with an annualized return of -4.71%, while GSG has yielded a comparatively higher 7.57% annualized return.


FXY

1D
0.19%
1M
-1.21%
6M
-2.06%
YTD
-3.58%
1Y
-9.23%
3Y*
-5.44%
5Y*
-7.97%
10Y*
-4.71%

GSG

1D
1.57%
1M
1.37%
6M
28.74%
YTD
34.43%
1Y
38.08%
3Y*
15.01%
5Y*
14.34%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXY vs. GSG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXY
Invesco CurrencyShares® Japanese Yen Trust
-3.58%0.09%-10.93%-7.44%-12.75%-10.90%4.61%0.37%2.31%3.17%
GSG
iShares S&P GSCI Commodity-Indexed Trust
34.43%5.93%8.52%-5.51%24.08%38.77%-23.94%15.62%-13.88%3.89%

Correlation

The correlation between FXY and GSG is -0.21, 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 (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2007

-0.07

The correlation between FXY and GSG shifts across timeframes, from -0.21 (1 year) to -0.02 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FXY vs. GSG — Risk / Return Rank

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

FXY
FXY Risk / Return Rank: 11
Overall Rank
FXY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FXY Sortino Ratio Rank: 11
Sortino Ratio Rank
FXY Omega Ratio Rank: 11
Omega Ratio Rank
FXY Calmar Ratio Rank: 11
Calmar Ratio Rank
FXY Martin Ratio Rank: 11
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 5656
Overall Rank
GSG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 5959
Sortino Ratio Rank
GSG Omega Ratio Rank: 6060
Omega Ratio Rank
GSG Calmar Ratio Rank: 5151
Calmar Ratio Rank
GSG Martin Ratio Rank: 5151
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.

FXY vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Japanese Yen Trust (FXY) 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.


FXYGSGDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-3.94

Omega ratioGain probability vs. loss probability

0.81

1.29

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.91

2.03

-2.94

Martin ratioReturn relative to average drawdown

-1.47

6.88

-8.35

FXY vs. GSG - Sharpe Ratio Comparison

The current FXY Sharpe Ratio is -1.15, which is lower than the GSG Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FXY 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.


Loading charts...

Drawdowns

FXY vs. GSG - Drawdown Comparison

The maximum FXY drawdown since its inception was -56.62%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for FXY and GSG.


Loading charts...

Drawdown Indicators


FXYGSGDifference

Max Drawdown

Largest peak-to-trough decline

-56.62%

-89.62%

+33.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-18.81%

+8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-15.91%

-18.81%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-34.61%

-29.12%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-41.64%

-57.64%

+16.00%

Current Drawdown

Current decline from peak

-56.51%

-59.41%

+2.90%

Average Drawdown

Average peak-to-trough decline

-27.89%

-63.69%

+35.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

5.55%

+0.76%

Volatility

FXY vs. GSG - Volatility Comparison

The current volatility for Invesco CurrencyShares® Japanese Yen Trust (FXY) is 1.53%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.37%. This indicates that FXY 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.


Loading charts...

Volatility by Period


FXYGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

7.37%

-5.84%

Volatility (6M)

Calculated over the trailing 6-month period

5.50%

21.54%

-16.04%

Volatility (1Y)

Calculated over the trailing 1-year period

8.08%

23.48%

-15.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.24%

22.80%

-12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.18%

22.00%

-12.82%

FXY vs. GSG - Expense Ratio Comparison

FXY has a 0.40% expense ratio, which is lower than GSG's 0.75% expense ratio.


Dividends

FXY vs. GSG - Dividend Comparison

Neither FXY nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FXY and GSG have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.37%) compared to FXY (1.53%). In terms of maximum drawdown, FXY dropped -56.62% vs GSG's -89.62%.

On 10-year performance, GSG leads with 7.57% vs -4.71% for FXY. On fees, FXY is cheaper at 0.40% per year. On volatility, FXY has been the lower-risk option at 1.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GSG has performed better with a 7.57% return vs -4.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXY is cheaper with a 0.40% expense ratio, compared with 0.75% for GSG.

FXY and GSG have nearly identical dividend yields, around 0.00%.

FXY is categorized as Currency, while GSG is Commodities. FXY tracks Japanese Yen, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for FXY and 0.75% for GSG.

GSG currently has the higher Sharpe Ratio (1.63 vs -1.15), 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 FXY 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.

Open Portfolio Optimizer