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GRN vs. GSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRN vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Carbon ETN (GRN) 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, GRN achieves a -8.60% return, which is significantly lower than GSG's 42.58% return.


GRN

1D
-0.42%
1M
8.55%
YTD
-8.60%
6M
-4.48%
1Y
9.03%
3Y*
0.39%
5Y*
9.52%
10Y*

GSG

1D
0.77%
1M
-4.83%
YTD
42.58%
6M
41.06%
1Y
51.52%
3Y*
19.31%
5Y*
15.74%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRN vs. GSG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GRN
iPath Series B Carbon ETN
-8.60%20.33%-7.34%-2.99%-0.07%147.21%30.47%-8.41%
GSG
iShares S&P GSCI Commodity-Indexed Trust
42.58%5.93%8.52%-5.51%24.08%38.77%-23.94%5.95%

Correlation

The correlation between GRN and GSG is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

0.01

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2019

0.12

The correlation between GRN and GSG shifts across timeframes, from -0.06 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GRN vs. GSG — Risk / Return Rank

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

GRN
GRN Risk / Return Rank: 1313
Overall Rank
GRN Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GRN Sortino Ratio Rank: 1313
Sortino Ratio Rank
GRN Omega Ratio Rank: 1414
Omega Ratio Rank
GRN Calmar Ratio Rank: 1212
Calmar Ratio Rank
GRN Martin Ratio Rank: 1313
Martin Ratio Rank

GSG
GSG Risk / Return Rank: 7171
Overall Rank
GSG Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSG Omega Ratio Rank: 6565
Omega Ratio Rank
GSG Calmar Ratio Rank: 8989
Calmar Ratio Rank
GSG Martin Ratio Rank: 7575
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.

GRN vs. GSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Carbon ETN (GRN) 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.


GRNGSGDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.08

1.40

-0.32

Calmar ratioReturn relative to maximum drawdown

0.30

5.47

-5.18

Martin ratioReturn relative to average drawdown

0.77

14.39

-13.63

GRN vs. GSG - Sharpe Ratio Comparison

The current GRN Sharpe Ratio is 0.33, which is lower than the GSG Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of GRN 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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Sharpe Ratios by Period


GRNGSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

2.26

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.70

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

-0.09

+0.50

Drawdowns

GRN vs. GSG - Drawdown Comparison

The maximum GRN drawdown since its inception was -47.96%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for GRN and GSG.


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Drawdown Indicators


GRNGSGDifference

Max Drawdown

Largest peak-to-trough decline

-47.96%

-89.62%

+41.66%

Max Drawdown (1Y)

Largest decline over 1 year

-30.39%

-9.46%

-20.93%

Max Drawdown (3Y)

Largest decline over 3 years

-45.30%

-14.94%

-30.36%

Max Drawdown (5Y)

Largest decline over 5 years

-47.96%

-29.12%

-18.84%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-19.73%

-56.95%

+37.22%

Average Drawdown

Average peak-to-trough decline

-17.54%

-63.71%

+46.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.83%

3.59%

+8.24%

Volatility

GRN vs. GSG - Volatility Comparison

The current volatility for iPath Series B Carbon ETN (GRN) is 6.65%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.65%. This indicates that GRN 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


GRNGSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

7.65%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

24.47%

20.42%

+4.05%

Volatility (1Y)

Calculated over the trailing 1-year period

27.74%

22.95%

+4.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.82%

22.61%

+17.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.95%

22.03%

+19.92%

GRN vs. GSG - Expense Ratio Comparison

Both GRN and GSG have an expense ratio of 0.75%.


Dividends

GRN vs. GSG - Dividend Comparison

Neither GRN nor GSG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GRN and GSG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (7.65%) compared to GRN (6.65%). In terms of maximum drawdown, GRN dropped -47.96% vs GSG's -89.62%.

On 5-year performance, GSG leads with 15.74% vs 9.52% for GRN. Both ETFs have the same 0.75% expense ratio. On volatility, GRN has been the lower-risk option at 6.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GSG has performed better with a 15.74% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GRN and GSG have the same expense ratio: 0.75% per year.

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

GRN tracks Barclays Global Carbon II Index, while GSG tracks S&P GSCI Total Return Index. They also come from different issuers: Barclays Capital and iShares.

GSG currently has the higher Sharpe Ratio (2.26 vs 0.33), 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

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