GSG vs. BCD
Compare and contrast key facts about iShares S&P GSCI Commodity-Indexed Trust (GSG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD).
GSG and BCD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. BCD is an actively managed fund by Aberdeen. It was launched on Mar 30, 2017.
Performance
GSG vs. BCD - Performance Comparison
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GSG vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 39.85% | 5.93% | 8.52% | -5.51% | 24.08% | 38.77% | -23.94% | 15.62% | -13.88% | 9.85% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 15.57% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.08% |
Returns By Period
In the year-to-date period, GSG achieves a 39.85% return, which is significantly higher than BCD's 15.57% return.
GSG
- 1D
- -1.01%
- 1M
- 24.23%
- YTD
- 39.85%
- 6M
- 40.40%
- 1Y
- 41.63%
- 3Y*
- 17.03%
- 5Y*
- 17.93%
- 10Y*
- 9.09%
BCD
- 1D
- -0.67%
- 1M
- 4.50%
- YTD
- 15.57%
- 6M
- 21.94%
- 1Y
- 22.76%
- 3Y*
- 11.07%
- 5Y*
- 13.81%
- 10Y*
- —
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GSG vs. BCD - Expense Ratio Comparison
GSG has a 0.75% expense ratio, which is higher than BCD's 0.29% expense ratio.
Return for Risk
GSG vs. BCD — Risk / Return Rank
GSG
BCD
GSG vs. BCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.
| GSG | BCD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.51 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.66 | 2.02 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.42 | +1.28 |
Martin ratioReturn relative to average drawdown | 10.32 | 7.58 | +2.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSG | BCD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.51 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.90 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.65 | -0.74 |
Correlation
The correlation between GSG and BCD is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GSG vs. BCD - Dividend Comparison
GSG has not paid dividends to shareholders, while BCD's dividend yield for the trailing twelve months is around 14.89%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.89% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% |
Drawdowns
GSG vs. BCD - Drawdown Comparison
The maximum GSG drawdown since its inception was -89.62%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for GSG and BCD.
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Drawdown Indicators
| GSG | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.62% | -29.81% | -59.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -9.75% | -2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -23.03% | -6.09% |
Max Drawdown (10Y)Largest decline over 10 years | -57.64% | — | — |
Current DrawdownCurrent decline from peak | -57.78% | -2.53% | -55.25% |
Average DrawdownAverage peak-to-trough decline | -63.77% | -10.01% | -53.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 3.11% | +1.16% |
Volatility
GSG vs. BCD - Volatility Comparison
iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 11.08% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 5.53%. This indicates that GSG's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSG | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.08% | 5.53% | +5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 16.24% | 11.60% | +4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.16% | 15.15% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 15.42% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 13.93% | +7.85% |