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GRN vs. ZSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRN vs. ZSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Carbon ETN (GRN) and USCF Sustainable Battery Metals Strategy Fund (ZSB). 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 -6.37% return, which is significantly lower than ZSB's 4.41% return.


GRN

1D
-1.04%
1M
5.40%
YTD
-6.37%
6M
-7.21%
1Y
10.17%
3Y*
-2.34%
5Y*
7.90%
10Y*

ZSB

1D
-2.97%
1M
-7.84%
YTD
4.41%
6M
6.25%
1Y
59.70%
3Y*
1.91%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRN vs. ZSB - Yearly Performance Comparison


2026 (YTD)202520242023
GRN
iPath Series B Carbon ETN
-6.37%20.33%-7.34%-1.51%
ZSB
USCF Sustainable Battery Metals Strategy Fund
4.41%64.34%-19.70%-31.38%

Correlation

The correlation between GRN and ZSB is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2023

0.27

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Return for Risk

GRN vs. ZSB — Risk / Return Rank

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

GRN
GRN Risk / Return Rank: 1414
Overall Rank
GRN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GRN Sortino Ratio Rank: 1414
Sortino Ratio Rank
GRN Omega Ratio Rank: 1515
Omega Ratio Rank
GRN Calmar Ratio Rank: 1212
Calmar Ratio Rank
GRN Martin Ratio Rank: 1313
Martin Ratio Rank

ZSB
ZSB Risk / Return Rank: 7171
Overall Rank
ZSB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ZSB Sortino Ratio Rank: 6565
Sortino Ratio Rank
ZSB Omega Ratio Rank: 7878
Omega Ratio Rank
ZSB Calmar Ratio Rank: 7676
Calmar Ratio Rank
ZSB Martin Ratio Rank: 5959
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. ZSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Carbon ETN (GRN) and USCF Sustainable Battery Metals Strategy Fund (ZSB). 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.


GRNZSBDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.09

1.42

-0.33

Calmar ratioReturn relative to maximum drawdown

0.34

3.58

-3.25

Martin ratioReturn relative to average drawdown

0.85

9.56

-8.71

GRN vs. ZSB - Sharpe Ratio Comparison

The current GRN Sharpe Ratio is 0.37, which is lower than the ZSB Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of GRN and ZSB, 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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Drawdowns

GRN vs. ZSB - Drawdown Comparison

The maximum GRN drawdown since its inception was -47.96%, roughly equal to the maximum ZSB drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for GRN and ZSB.


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Drawdown Indicators


GRNZSBDifference

Max Drawdown

Largest peak-to-trough decline

-47.96%

-49.26%

+1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-30.39%

-16.75%

-13.64%

Max Drawdown (3Y)

Largest decline over 3 years

-44.33%

-43.22%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-47.96%

Current Drawdown

Current decline from peak

-17.77%

-11.97%

-5.80%

Average Drawdown

Average peak-to-trough decline

-17.55%

-30.58%

+13.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.04%

6.27%

+5.77%

Volatility

GRN vs. ZSB - Volatility Comparison

iPath Series B Carbon ETN (GRN) has a higher volatility of 6.18% compared to USCF Sustainable Battery Metals Strategy Fund (ZSB) at 5.63%. This indicates that GRN's price experiences larger fluctuations and is considered to be riskier than ZSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRNZSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

5.63%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

24.78%

22.46%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

27.76%

26.67%

+1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.81%

19.62%

+20.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.82%

19.62%

+22.20%

GRN vs. ZSB - Expense Ratio Comparison

GRN has a 0.75% expense ratio, which is higher than ZSB's 0.59% expense ratio.


Dividends

GRN vs. ZSB - Dividend Comparison

GRN has not paid dividends to shareholders, while ZSB's dividend yield for the trailing twelve months is around 0.88%.


PositionTTM202520242023
GRN
iPath Series B Carbon ETN
0.00%0.00%0.00%0.00%
ZSB
USCF Sustainable Battery Metals Strategy Fund
0.88%0.92%2.96%3.59%

Frequently Asked Questions


GRN and ZSB have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRN has higher volatility (6.18%) compared to ZSB (5.63%). In terms of maximum drawdown, GRN dropped -47.96% vs ZSB's -49.26%.

On 3-year performance, ZSB leads with 1.91% vs -2.34% for GRN. On fees, ZSB is cheaper at 0.59% per year. On volatility, ZSB has been the lower-risk option at 5.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, ZSB has performed better with a 1.91% return vs -2.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZSB is cheaper with a 0.59% expense ratio, compared with 0.75% for GRN.

ZSB has the higher dividend yield at 0.88%, compared with 0.00% for GRN.

GRN is categorized as Commodities, while ZSB is Lithium & Battery Metals. GRN tracks Barclays Global Carbon II Index, while ZSB tracks S&P GSCI Electric Vehicle Meals Index. They also come from different issuers: Barclays Capital and USCF. Their fees differ too: 0.75% for GRN and 0.59% for ZSB.

ZSB currently has the higher Sharpe Ratio (2.26 vs 0.37), 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 GRN and ZSB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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